MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders - Futures Only, May 17, 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  :    22,814:     3,663      1,949      1,034     14,027     12,998     18,724     15,981:     4,090      6,833
Old  :    22,814:     3,663      1,949      1,034     14,027     12,998     18,724     15,981:     4,090      6,833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       769:     1,097         94       -295        459        462      1,261        261:      -492        508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        8.5        4.5       61.5       57.0       82.1       70.0:      17.9       30.0
Old  :     100.0:      16.1        8.5        4.5       61.5       57.0       82.1       70.0:      17.9       30.0
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  :        44:        13          6         13         20         18         36         34:
Old  :        44:        13          6         13         20         18         36         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       31.8       63.2       52.4       47.8       29.6       61.2       48.3
Old  :                 48.8       31.8       63.2       52.4       47.8       29.6       61.2       48.3
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 17, 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  :    96,513:    12,132     11,292     20,221     44,178     33,141     76,531     64,654:    19,982     31,859
Old  :    88,110:    11,789     11,589     17,910     40,343     30,207     70,042     59,706:    18,068     28,404
Other:     8,403:     2,238      1,598        416      3,835      2,934      6,489      4,948:     1,914      3,455
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       336:    -2,397       -576      1,560       -145     -2,261       -982     -1,277:     1,318      1,613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       11.7       21.0       45.8       34.3       79.3       67.0:      20.7       33.0
Old  :     100.0:      13.4       13.2       20.3       45.8       34.3       79.5       67.8:      20.5       32.2
Other:     100.0:      26.6       19.0        5.0       45.6       34.9       77.2       58.9:      22.8       41.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        39         42         43         22         33         88        102:
Old  :       134:        35         45         43         21         33         85        102:
Other:        40:        12         11          2          6         14         19         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       17.0       42.2       28.3       28.4       16.2       38.8       22.1
Old  :                 31.2       17.2       45.1       29.1       31.2       16.3       42.1       24.6
Other:                 56.0       35.4       69.1       47.1       54.8       30.7       66.2       42.4
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, May 17, 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  :     3,605:       416      1,436        386      1,515        771      2,317      2,593:     1,288      1,012
Old  :     3,576:       416      1,450        371      1,499        768      2,286      2,589:     1,290        987
Other:        29:        14          0          1         16          3         31          4:        -2         25
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -126:        19        -48         10        -22        -35          7        -73:      -133        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       39.8       10.7       42.0       21.4       64.3       71.9:      35.7       28.1
Old  :     100.0:      11.6       40.5       10.4       41.9       21.5       63.9       72.4:      36.1       27.6
Other:     100.0:      48.3        0.0        3.4       55.2       10.3      106.9       13.8:      -6.9       86.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         9         10          5          8          4         20         16:
Old  :        28:         9         10          5          8          4         20         16:
Other:         4:         2          0          1          2          1          4          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  :                 37.1       48.0       51.9       62.4       34.7       45.6       42.4       52.7
Old  :                 37.0       48.4       51.6       62.8       34.5       46.0       42.3       53.1
Other:                106.9       13.8      106.9       13.8      100.0        6.9      100.0        6.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders - Futures Only, May 17, 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  :   153,965:    50,207     17,980     16,860     66,947     78,997    134,014    113,837:    19,951     40,128
Old  :   153,965:    50,207     17,980     16,860     66,947     78,997    134,014    113,837:    19,951     40,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    12,666:     4,758        168      2,881      3,605      6,932     11,244      9,981:     1,422      2,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       11.7       11.0       43.5       51.3       87.0       73.9:      13.0       26.1
Old  :     100.0:      32.6       11.7       11.0       43.5       51.3       87.0       73.9:      13.0       26.1
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  :       228:        70         34         46         63        101        160        165:
Old  :       228:        70         34         46         63        101        160        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       14.1       34.7       23.9       21.5       13.8       33.8       23.0
Old  :                 21.5       14.1       34.7       23.9       21.5       13.8       33.8       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                            
Commitments of Traders - Futures Only, May 17, 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  :     3,265:     1,160        385         65        759      1,748      1,984      2,198:     1,281      1,067
Old  :     3,265:     1,160        385         65        759      1,748      1,984      2,198:     1,281      1,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -134:        85         63          9       -117       -218        -23       -146:      -111         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       11.8        2.0       23.2       53.5       60.8       67.3:      39.2       32.7
Old  :     100.0:      35.5       11.8        2.0       23.2       53.5       60.8       67.3:      39.2       32.7
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  :        43:        15          7          7         15         12         32         24:
Old  :        43:        15          7          7         15         12         32         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  :                 27.3       40.4       38.7       51.2       26.1       40.4       35.7       49.5
Old  :                 27.3       40.4       38.7       51.2       26.1       40.4       35.7       49.5
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 17, 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  :    24,739:    11,466      4,148      1,301      7,344      5,116     20,111     10,565:     4,628     14,174
Old  :    24,739:    11,466      4,148      1,301      7,344      5,116     20,111     10,565:     4,628     14,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -108:     1,454        687       -964       -389         -3        101       -280:      -209        172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3       16.8        5.3       29.7       20.7       81.3       42.7:      18.7       57.3
Old  :     100.0:      46.3       16.8        5.3       29.7       20.7       81.3       42.7:      18.7       57.3
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  :       137:        41         29         17         32         44         85         78:
Old  :       137:        41         29         17         32         44         85         78:
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  :                 16.9       11.7       30.8       17.4       16.9       11.0       30.3       15.6
Old  :                 16.9       11.7       30.8       17.4       16.9       11.0       30.3       15.6
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 17, 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  :    99,089:    11,662     45,154      1,271     62,833     28,120     75,766     74,545:    23,323     24,544
Old  :    99,089:    11,662     45,154      1,271     62,833     28,120     75,766     74,545:    23,323     24,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    12,223:        11      5,708        654     12,727      3,432     13,392      9,794:    -1,169      2,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       45.6        1.3       63.4       28.4       76.5       75.2:      23.5       24.8
Old  :     100.0:      11.8       45.6        1.3       63.4       28.4       76.5       75.2:      23.5       24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        15         22          5         31         18         48         43:
Old  :        75:        15         22          5         31         18         48         43:
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  :                 36.5       25.6       48.3       42.4       35.4       25.6       46.5       41.9
Old  :                 36.5       25.6       48.3       42.4       35.4       25.6       46.5       41.9
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 17, 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  :    60,958:     1,942     30,320         12     48,791      7,702     50,745     38,034:    10,213     22,924
Old  :    60,958:     1,942     30,320         12     48,791      7,702     50,745     38,034:    10,213     22,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    16,981:      -272     10,682        -17     16,053         61     15,764     10,726:     1,217      6,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       49.7        0.0       80.0       12.6       83.2       62.4:      16.8       37.6
Old  :     100.0:       3.2       49.7        0.0       80.0       12.6       83.2       62.4:      16.8       37.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         4         19          2         16          9         21         29:
Old  :        44:         4         19          2         16          9         21         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  :                 49.6       21.2       67.6       35.1       45.5       21.2       63.5       33.9
Old  :                 49.6       21.2       67.6       35.1       45.5       21.2       63.5       33.9
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 17, 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  :   105,029:    78,417      2,856        226     18,433     97,847     97,076    100,929:     7,953      4,100
Old  :   105,029:    78,417      2,856        226     18,433     97,847     97,076    100,929:     7,953      4,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -2,047:    -1,162     -1,287         -5       -689       -529     -1,856     -1,821:      -191       -226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7        2.7        0.2       17.6       93.2       92.4       96.1:       7.6        3.9
Old  :     100.0:      74.7        2.7        0.2       17.6       93.2       92.4       96.1:       7.6        3.9
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  :       106:        63         11          2         15         20         79         32:
Old  :       106:        63         11          2         15         20         79         32:
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  :                 33.0       59.3       48.8       81.9       33.0       59.1       48.8       81.7
Old  :                 33.0       59.3       48.8       81.9       33.0       59.1       48.8       81.7
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 17, 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  :    81,490:    17,615     17,181        680     43,338     47,680     61,633     65,541:    19,857     15,949
Old  :    81,490:    17,615     17,181        680     43,338     47,680     61,633     65,541:    19,857     15,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -7,748:    -8,292     11,372        665      2,741    -23,216     -4,886    -11,179:    -2,862      3,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       21.1        0.8       53.2       58.5       75.6       80.4:      24.4       19.6
Old  :     100.0:      21.6       21.1        0.8       53.2       58.5       75.6       80.4:      24.4       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        17         16          2         20         15         37         33:
Old  :        63:        17         16          2         20         15         37         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       42.4       42.9       54.9       28.0       38.3       41.0       50.8
Old  :                 29.4       42.4       42.9       54.9       28.0       38.3       41.0       50.8
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 17, 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  :   189,032:    11,663     59,546          1    153,623    109,993    165,287    169,540:    23,745     19,492
Old  :   189,032:    11,663     59,546          1    153,623    109,993    165,287    169,540:    23,745     19,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    28,196:    -9,108     29,212       -676     44,250       -565     34,466     27,971:    -6,270        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       31.5        0.0       81.3       58.2       87.4       89.7:      12.6       10.3
Old  :     100.0:       6.2       31.5        0.0       81.3       58.2       87.4       89.7:      12.6       10.3
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  :        83:        16         23          1         30         26         47         49:
Old  :        83:        16         23          1         30         26         47         49:
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  :                 58.6       42.4       73.2       56.7       58.6       41.0       68.7       53.5
Old  :                 58.6       42.4       73.2       56.7       58.6       41.0       68.7       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                         
Commitments of Traders - Futures Only, May 17, 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  :   156,860:    22,232     35,720      1,058     88,051     69,952    111,341    106,730:    45,519     50,130
Old  :   156,860:    22,232     35,720      1,058     88,051     69,952    111,341    106,730:    45,519     50,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     8,129:    -5,103      6,841        308     14,866       -895     10,071      6,254:    -1,942      1,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       22.8        0.7       56.1       44.6       71.0       68.0:      29.0       32.0
Old  :     100.0:      14.2       22.8        0.7       56.1       44.6       71.0       68.0:      29.0       32.0
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  :       101:        29         29          5         30         28         62         59:
Old  :       101:        29         29          5         30         28         62         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  :                 26.5       31.2       40.5       40.9       26.4       30.1       40.3       39.5
Old  :                 26.5       31.2       40.5       40.9       26.4       30.1       40.3       39.5
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 17, 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  : 8,634,315:   785,619    746,417  1,056,083  5,781,758  5,277,800  7,623,460  7,080,300: 1,010,855  1,554,015
Old  : 8,634,315:   785,619    746,417  1,056,083  5,781,758  5,277,800  7,623,460  7,080,300: 1,010,855  1,554,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   151,321:    63,023   -188,633     25,938    -11,597    277,334     77,364    114,639:    73,957     36,682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        8.6       12.2       67.0       61.1       88.3       82.0:      11.7       18.0
Old  :     100.0:       9.1        8.6       12.2       67.0       61.1       88.3       82.0:      11.7       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  :       267:        53         64        100        128        136        241        249:
Old  :       267:        53         64        100        128        136        241        249:
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  :                 28.2       16.8       41.6       25.8       26.9       13.9       36.0       20.5
Old  :                 28.2       16.8       41.6       25.8       26.9       13.9       36.0       20.5
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 17, 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  :   702,666:    57,509     78,360     15,744    487,599    493,464    560,852    587,568:   141,814    115,098
Old  :   702,666:    57,509     78,360     15,744    487,599    493,464    560,852    587,568:   141,814    115,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     6,198:    -2,518      5,599      1,208      2,820     -1,318      1,510      5,489:     4,688        709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       11.2        2.2       69.4       70.2       79.8       83.6:      20.2       16.4
Old  :     100.0:       8.2       11.2        2.2       69.4       70.2       79.8       83.6:      20.2       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  :       195:        34         39         17         97         63        144        106:
Old  :       195:        34         39         17         97         63        144        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       32.9       28.8       45.7       19.4       32.5       27.8       45.3
Old  :                 19.8       32.9       28.8       45.7       19.4       32.5       27.8       45.3
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 17, 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  : 1,000,568:   174,830    209,352     18,962    469,485    672,854    663,277    901,168:   337,291     99,400
Old  : 1,000,568:   174,830    209,352     18,962    469,485    672,854    663,277    901,168:   337,291     99,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -19,415:   -21,727    -42,249      2,051    -13,875     37,836    -33,551     -2,362:    14,136    -17,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       20.9        1.9       46.9       67.2       66.3       90.1:      33.7        9.9
Old  :     100.0:      17.5       20.9        1.9       46.9       67.2       66.3       90.1:      33.7        9.9
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  :       192:        43         61         19         54         57        109        125:
Old  :       192:        43         61         19         54         57        109        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       27.7       28.8       41.2       14.6       24.3       21.8       35.2
Old  :                 19.1       27.7       28.8       41.2       14.6       24.3       21.8       35.2
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 17, 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  :    11,683:       725      1,509          0      5,345      9,276      6,070     10,785:     5,613        898
Old  :    11,683:       725      1,509          0      5,345      9,276      6,070     10,785:     5,613        898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -154:         0         80          0        -43         13        -43         93:      -111       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       12.9        0.0       45.8       79.4       52.0       92.3:      48.0        7.7
Old  :     100.0:       6.2       12.9        0.0       45.8       79.4       52.0       92.3:      48.0        7.7
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  :                 29.1       40.3       44.9       66.2       27.7       40.3       43.5       66.2
Old  :                 29.1       40.3       44.9       66.2       27.7       40.3       43.5       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders - Futures Only, May 17, 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  :    28,692:    11,065      4,534          0     14,035     16,331     25,100     20,865:     3,592      7,827
Old  :    28,692:    11,065      4,534          0     14,035     16,331     25,100     20,865:     3,592      7,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       773:     1,652        925        -27     -1,277        -14        348        884:       425       -111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       15.8        0.0       48.9       56.9       87.5       72.7:      12.5       27.3
Old  :     100.0:      38.6       15.8        0.0       48.9       56.9       87.5       72.7:      12.5       27.3
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  :        40:         6          6          0         17         18         23         24:
Old  :        40:         6          6          0         17         18         23         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  :                 43.0       39.0       62.9       53.6       43.0       36.2       61.8       50.7
Old  :                 43.0       39.0       62.9       53.6       43.0       36.2       61.8       50.7
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 17, 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  :    58,332:     4,689     20,372          6     38,831     27,286     43,526     47,664:    14,806     10,668
Old  :    58,332:     4,689     20,372          6     38,831     27,286     43,526     47,664:    14,806     10,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       503:       187      2,144          0      3,441     -1,384      3,628        760:    -3,125       -257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       34.9        0.0       66.6       46.8       74.6       81.7:      25.4       18.3
Old  :     100.0:       8.0       34.9        0.0       66.6       46.8       74.6       81.7:      25.4       18.3
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  :        88:        12         23          2         34         31         47         55:
Old  :        88:        12         23          2         34         31         47         55:
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  :                 38.2       26.5       48.6       40.9       36.8       24.2       46.4       38.3
Old  :                 38.2       26.5       48.6       40.9       36.8       24.2       46.4       38.3
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 17, 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  :   331,781:    77,317    145,032      2,362    225,531    140,549    305,210    287,943:    26,571     43,838
Old  :   331,781:    77,317    145,032      2,362    225,531    140,549    305,210    287,943:    26,571     43,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -29,071:       354    -18,344        708    -23,067      9,754    -22,005     -7,882:    -7,066    -21,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       43.7        0.7       68.0       42.4       92.0       86.8:       8.0       13.2
Old  :     100.0:      23.3       43.7        0.7       68.0       42.4       92.0       86.8:       8.0       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        42         81         10         42         39         88        126:
Old  :       192:        42         81         10         42         39         88        126:
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  :                 43.9       26.5       61.0       41.5       39.5       24.2       54.7       34.0
Old  :                 43.9       26.5       61.0       41.5       39.5       24.2       54.7       34.0
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 17, 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  :    84,442:    24,221      8,986        463     42,004     61,736     66,688     71,185:    17,754     13,257
Old  :    84,442:    24,221      8,986        463     42,004     61,736     66,688     71,185:    17,754     13,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -4,840:   -11,957      3,634        463     11,024    -11,782       -470     -7,685:    -4,370      2,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       10.6        0.5       49.7       73.1       79.0       84.3:      21.0       15.7
Old  :     100.0:      28.7       10.6        0.5       49.7       73.1       79.0       84.3:      21.0       15.7
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  :        46:        12          9          2         18         14         32         23:
Old  :        46:        12          9          2         18         14         32         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       59.0       55.8       71.6       42.8       57.2       55.2       69.5
Old  :                 42.9       59.0       55.8       71.6       42.8       57.2       55.2       69.5
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 17, 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  :    36,960:     1,121     13,002          5     30,221     18,640     31,347     31,647:     5,613      5,313
Old  :    36,960:     1,121     13,002          5     30,221     18,640     31,347     31,647:     5,613      5,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     1,582:         0       -159          0      1,528      1,915      1,528      1,756:        54       -174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       35.2        0.0       81.8       50.4       84.8       85.6:      15.2       14.4
Old  :     100.0:       3.0       35.2        0.0       81.8       50.4       84.8       85.6:      15.2       14.4
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  :        60:         2         12          1         27         27         30         39:
Old  :        60:         2         12          1         27         27         30         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  :                 57.8       37.0       67.2       48.9       56.5       37.0       65.6       48.9
Old  :                 57.8       37.0       67.2       48.9       56.5       37.0       65.6       48.9
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 17, 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  :   247,569:    52,684     39,986      1,768    183,645    189,968    238,097    231,722:     9,472     15,847
Old  :   247,569:    52,684     39,986      1,768    183,645    189,968    238,097    231,722:     9,472     15,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    12,635:    -2,029      6,304        356     11,734      6,802     10,061     13,462:     2,574       -827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       16.2        0.7       74.2       76.7       96.2       93.6:       3.8        6.4
Old  :     100.0:      21.3       16.2        0.7       74.2       76.7       96.2       93.6:       3.8        6.4
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  :       117:        17         38          7         32         46         53         87:
Old  :       117:        17         38          7         32         46         53         87:
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  :                 63.7       36.6       73.8       50.4       61.0       31.9       70.0       45.2
Old  :                 63.7       36.6       73.8       50.4       61.0       31.9       70.0       45.2
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 17, 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  :    40,706:    10,190      5,889         66     17,516     24,698     27,772     30,653:    12,934     10,053
Old  :    40,706:    10,190      5,889         66     17,516     24,698     27,772     30,653:    12,934     10,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     1,315:        19        481       -383      1,591        897      1,227        995:        88        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       14.5        0.2       43.0       60.7       68.2       75.3:      31.8       24.7
Old  :     100.0:      25.0       14.5        0.2       43.0       60.7       68.2       75.3:      31.8       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  :        85:        25         15          2         20         30         47         45:
Old  :        85:        25         15          2         20         30         47         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  :                 22.7       27.0       32.2       38.7       21.4       25.7       29.9       35.9
Old  :                 22.7       27.0       32.2       38.7       21.4       25.7       29.9       35.9
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 17, 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  :    27,358:     6,751        923         17     15,850      2,653     22,618      3,593:     4,740     23,765
Old  :    27,358:     6,751        923         17     15,850      2,653     22,618      3,593:     4,740     23,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -2,746:      -232         -7          2         66        405       -164        400:    -2,582     -3,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        3.4        0.1       57.9        9.7       82.7       13.1:      17.3       86.9
Old  :     100.0:      24.7        3.4        0.1       57.9        9.7       82.7       13.1:      17.3       86.9
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  :        26:         9          3          2         10          5         19         10:
Old  :        26:         9          3          2         10          5         19         10:
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        9.4       70.3       13.1       57.8        8.9       68.7       11.4
Old  :                 59.5        9.4       70.3       13.1       57.8        8.9       68.7       11.4
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 17, 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  :    74,360:     3,146      4,383        591     51,538     28,430     55,275     33,404:    19,085     40,956
Old  :    74,360:     3,146      4,383        591     51,538     28,430     55,275     33,404:    19,085     40,956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     1,941:       -30        148         68        -97        604        -59        820:     2,000      1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.9        0.8       69.3       38.2       74.3       44.9:      25.7       55.1
Old  :     100.0:       4.2        5.9        0.8       69.3       38.2       74.3       44.9:      25.7       55.1
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  :        48:         2         14          3         19         28         24         43:
Old  :        48:         2         14          3         19         28         24         43:
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  :                 59.2       20.1       67.4       29.1       47.3       12.3       52.6       17.1
Old  :                 59.2       20.1       67.4       29.1       47.3       12.3       52.6       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 20, 2005