MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,596
COMMITMENTS
   3,634    2,946      967   16,505   15,776   21,106   19,689    5,490    6,907

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        516)
     819      -44     -167     -790      383     -138      172      654      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     11.1      3.6     62.1     59.3     79.4     74.0     20.6     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13        7       10       21       19       38       32
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      102,802
COMMITMENTS
  24,901    7,442   19,490   38,724   42,593   83,115   69,525   19,687   33,277

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      2,469)
  -1,228    1,581    2,592    1,448     -827    2,812    3,346     -343     -877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      7.2     19.0     37.7     41.4     80.8     67.6     19.2     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      52       33       52       26       39      120      101
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,321
COMMITMENTS
     497      452      257      789      523    1,543    1,232      778    1,089

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        318)
      58      -89      164      -55       85      167      160      151      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     19.5     11.1     34.0     22.5     66.5     53.1     33.5     46.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6       10        3        7        4       15       16
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      149,527
COMMITMENTS
  41,616   16,137   19,647   67,551   75,300  128,814  111,084   20,713   38,443

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      4,114)
   1,247     -115   -2,574    3,324    4,623    1,997    1,934    2,117    2,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     10.8     13.1     45.2     50.4     86.1     74.3     13.9     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      54       32       48       63      103      145      169
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,352
COMMITMENTS
   1,697      368      107      549    2,698    2,353    3,173    1,999    1,179

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        448)
     184       56       49       47      279      280      384      168       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0      8.5      2.5     12.6     62.0     54.1     72.9     45.9     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      22        6        6       12       19       37       29
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       19,302
COMMITMENTS
   6,358    2,950    2,128    6,996    3,897   15,482    8,975    3,820   10,327

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -647)
    -105     -273       27     -499      269     -577       23      -70     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     15.3     11.0     36.2     20.2     80.2     46.5     19.8     53.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      31       14       18       27       34       66       60
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       77,006
COMMITMENTS
  12,127   10,858      396   37,013   50,419   49,536   61,673   27,470   15,333

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -1,844)
  -5,225   -3,841      -57    3,928    3,195   -1,354     -703     -490   -1,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     14.1      0.5     48.1     65.5     64.3     80.1     35.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18        8        2       22       18       40       28
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       51,859
COMMITMENTS
   6,322   13,722      437   34,468   23,345   41,227   37,504   10,632   14,355

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        790)
  -1,721      498      410    4,660      453    3,349    1,361   -2,559     -571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     26.5      0.8     66.5     45.0     79.5     72.3     20.5     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       10        2       13        6       21       17
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       79,368
COMMITMENTS
  53,672    6,438      686   15,846   68,417   70,204   75,541    9,164    3,827

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     10,280)
  10,704   -1,650     -113   -2,107   12,303    8,484   10,540    1,796     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6      8.1      0.9     20.0     86.2     88.5     95.2     11.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      46        9        2       12       21       60       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       65,926
COMMITMENTS
  19,591    2,898      494   24,406   49,927   44,491   53,319   21,435   12,607

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      1,955)
     975      272      447      941    4,399    2,363    5,118     -408   -3,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      4.4      0.7     37.0     75.7     67.5     80.9     32.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        8        3       12       12       30       21
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      167,125
COMMITMENTS
  31,214   30,815        2   98,634  122,710  129,850  153,527   37,275   13,598

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      4,943)
  -2,394   -1,869     -121    7,799   11,374    5,284    9,384     -341   -4,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     18.4      0.0     59.0     73.4     77.7     91.9     22.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      27       10        2       21       21       49       32
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      129,210
COMMITMENTS
  25,980   24,055      530   57,821   64,246   84,331   88,831   44,879   40,379

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -1,993)
     579     -578      -44    1,812    2,839    2,347    2,217   -4,340   -4,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     18.6      0.4     44.7     49.7     65.3     68.7     34.7     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      34       18        7       30       23       65       47
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       42,638
COMMITMENTS
  11,396        0      189   28,449   36,663   40,034   36,852    2,604    5,786

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      8,092)
   3,135        0       89    5,596    8,052    8,820    8,141     -728      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      0.0      0.4     66.7     86.0     93.9     86.4      6.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        2       14       23       19       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,573,472
COMMITMENTS
 633,896  989,943  794,808  5295102  4371240  6723806  6155991  849,666  1417481

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    247,206)
   2,744   55,164   32,464  180,169   98,634  215,377  186,262   31,829   60,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     13.1     10.5     69.9     57.7     88.8     81.3     11.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      43       63       66      117      121      197      216
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      668,608
COMMITMENTS
  61,875   82,792    4,971  458,173  487,390  525,019  575,153  143,589   93,455

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -8,986)
 -10,121    6,290   -5,034    1,628   -7,109  -13,527   -5,853    4,541   -3,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     12.4      0.7     68.5     72.9     78.5     86.0     21.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      39       35       17       90       62      141      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      812,013
COMMITMENTS
 158,466  161,886    7,070  370,991  541,274  536,527  710,230  275,486  101,783

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -37,665)
 -13,366   48,045   -2,552   20,896  -89,090    4,978  -43,597  -42,643    5,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     19.9      0.9     45.7     66.7     66.1     87.5     33.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      29       43       14       51       49       92       94
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,084
COMMITMENTS
   1,399        0        0    5,783   11,710    7,182   11,710    5,902    1,374

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:         63)
       9        0        0     -627       81     -618       81      681      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      0.0      0.0     44.2     89.5     54.9     89.5     45.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       13       13       15       13
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       28,975
COMMITMENTS
   2,171    5,360      204   23,238   17,843   25,613   23,407    3,362    5,568

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      2,215)
   1,546      118      104      249    1,725    1,899    1,947      316      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     18.5      0.7     80.2     61.6     88.4     80.8     11.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        5        1       19       18       22       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,187
COMMITMENTS
   7,326   15,740      352   31,982   49,513   39,660   65,605   35,527    9,582

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -1,268)
     418      434      186     -129      174      475      794   -1,743   -2,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     20.9      0.5     42.5     65.9     52.7     87.3     47.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      15       20        2       33       28       48       50
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      369,383
COMMITMENTS
  83,133  100,634    2,128  255,231  128,964  340,492  231,726   28,891  137,657

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     16,664)
 -33,878   22,088   -1,130   62,358  -11,533   27,350    9,425  -10,686    7,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     27.2      0.6     69.1     34.9     92.2     62.7      7.8     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      56       60        7       46       33      104       98
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       79,897
COMMITMENTS
  38,430    2,646    1,003   15,927   67,085   55,360   70,734   24,537    9,163

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      8,083)
   6,525    1,644      991   -1,064    7,618    6,452   10,253    1,631   -2,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1      3.3      1.3     19.9     84.0     69.3     88.5     30.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      17        5        2       12       19       30       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       24,159
COMMITMENTS
   1,004    8,824        0   16,643   10,851   17,647   19,675    6,512    4,484

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        401)
     -34      267        0      748      402      714      669     -313     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     36.5      0.0     68.9     44.9     73.0     81.4     27.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3       11        0       26       17       29       28
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      160,705
COMMITMENTS
  31,382   22,772    1,114  114,067  119,407  146,563  143,293   14,142   17,412

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      1,145)
   1,001     -558       61   -1,568      568     -506       71    1,651    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     14.2      0.7     71.0     74.3     91.2     89.2      8.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      15       23        5       28       39       47       63
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,449
COMMITMENTS
   9,978    7,214      112   11,394   20,957   21,484   28,283   12,965    6,166

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      1,218)
     530    1,424      -20    1,049     -287    1,559    1,117     -341      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     20.9      0.3     33.1     60.8     62.4     82.1     37.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      19       16        2       16       18       36       35
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      121,270
COMMITMENTS
     594    6,331    2,838   61,170   75,832   64,602   85,001   56,668   36,269

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -974)
     243     -220      106    3,698   -1,809    4,047   -1,923   -5,021      949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      5.2      2.3     50.4     62.5     53.3     70.1     46.7     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3       14        4       17       23       22       40
 

Updated February 4, 2005