MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,275
COMMITMENTS
   2,980    2,893    1,261   16,739   15,602   20,980   19,756    5,295    6,519

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        613)
    -169      127      -26      643      199      448      300      165      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     11.0      4.8     63.7     59.4     79.8     75.2     20.2     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      12        8       12       23       20       38       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       94,216
COMMITMENTS
  17,752    7,635   18,410   39,591   36,664   75,753   62,709   18,463   31,507

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:         99)
      70   -2,392      239     -155      865      154   -1,288      -55    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      8.1     19.5     42.0     38.9     80.4     66.6     19.6     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      46       33       49       25       35      111       97
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,517
COMMITMENTS
     258    1,267      617    1,725      465    2,600    2,349      917    1,168

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        228)
      89      135      -12       35       47      112      170      116       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     36.0     17.5     49.0     13.2     73.9     66.8     26.1     33.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5       15        7        9        3       21       21
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      131,945
COMMITMENTS
  37,920   17,534   12,797   66,977   66,266  117,694   96,597   14,251   35,348

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     -9,706)
  -5,330     -496     -831     -888   -6,533   -7,049   -7,860   -2,657   -1,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     13.3      9.7     50.8     50.2     89.2     73.2     10.8     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      38       49       38       52       86      115      154
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,258
COMMITMENTS
   2,028      378      169      661    3,230    2,858    3,777    2,400    1,481

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        -67)
    -129      -16      -15      -79     -117     -223     -148      156       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6      7.2      3.2     12.6     61.4     54.4     71.8     45.6     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20        8        6       12       15       36       25
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,132
COMMITMENTS
   6,761    3,742    4,092    9,307    4,386   20,160   12,220    3,972   11,912

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:         17)
      88      191       21      351     -167      460       45     -443      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     15.5     17.0     38.6     18.2     83.5     50.6     16.5     49.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      28       19       20       36       43       74       76
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       88,275
COMMITMENTS
  11,275   14,416    1,152   50,404   59,250   62,831   74,818   25,444   13,457

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      4,907)
     515   -1,651      155    4,311    8,682    4,981    7,186      -74   -2,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     16.3      1.3     57.1     67.1     71.2     84.8     28.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       13        5       25       18       41       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       54,437
COMMITMENTS
   4,790    8,240      727   30,405   30,065   35,922   39,032   18,515   15,405

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      1,585)
     953   -6,866       -7   -7,391    9,050   -6,445    2,177    8,030     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     15.1      1.3     55.9     55.2     66.0     71.7     34.0     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        6        1       12        8       18       14
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       97,645
COMMITMENTS
  71,256    8,238      463   13,866   83,096   85,585   91,797   12,060    5,848

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      8,550)
   7,061      207      247      -36    6,976    7,272    7,430    1,278    1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0      8.4      0.5     14.2     85.1     87.6     94.0     12.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      58        8        2       15       23       74       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       79,178
COMMITMENTS
  29,369    4,213       24   26,278   63,025   55,671   67,262   23,507   11,916

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      5,887)
   2,396     -521     -631    1,262    6,550    3,027    5,398    2,860      489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      5.3      0.0     33.2     79.6     70.3     85.0     29.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        8        1       12       17       34       25
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      154,084
COMMITMENTS
  14,078   40,013      784  106,405   89,940  121,267  130,737   32,817   23,347

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      2,097)
   1,061    3,303     -177   -2,733   -2,624   -1,849      502    3,946    1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     26.0      0.5     69.1     58.4     78.7     84.8     21.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       19        4       24       24       42       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      164,961
COMMITMENTS
  29,004   24,980    1,616   70,354   79,321  100,974  105,917   63,987   59,044

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     16,830)
     892   -3,377      798    1,694    7,514    3,384    4,935   13,446   11,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     15.1      1.0     42.6     48.1     61.2     64.2     38.8     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       25        9       30       25       64       53
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       31,945
COMMITMENTS
  10,366    1,640      250   17,388   26,192   28,004   28,082    3,941    3,863

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    -14,674)
  -1,082    1,640      107  -14,670  -14,412  -15,645  -12,665      971   -2,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4      5.1      0.8     54.4     82.0     87.7     87.9     12.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1        8       17       10       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,994,628
COMMITMENTS
 702,125  1267297  874,871  5518618  4297304  7095614  6439472  899,014  1555156

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    248,873)
  43,176  171,905   91,673   71,435  -99,135  206,284  164,443   42,589   84,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     15.9     10.9     69.0     53.8     88.8     80.5     11.2     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      39       66       79      120      134      207      241
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      696,085
COMMITMENTS
  62,120   80,335    8,221  477,476  506,551  547,817  595,107  148,268  100,978

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      9,285)
    -926      -45      122    3,734    7,859    2,930    7,936    6,355    1,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     11.5      1.2     68.6     72.8     78.7     85.5     21.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      36       30       14       91       66      136      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      905,095
COMMITMENTS
 207,211  240,226   11,243  381,974  546,063  600,428  797,532  304,667  107,563

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    -27,983)
  19,770   50,838    3,349  -25,650  -97,391   -2,531  -43,204  -25,452   15,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     26.5      1.2     42.2     60.3     66.3     88.1     33.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      34       63       19       53       51      102      118
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,321
COMMITMENTS
   1,610      240        0    5,998   11,525    7,608   11,765    5,713    1,556

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:         16)
       3      240        0      158     -222      161       18     -145       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      1.8      0.0     45.0     86.5     57.1     88.3     42.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       15       11       18       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       31,121
COMMITMENTS
   2,487    5,872      269   23,781   17,964   26,537   24,105    4,584    7,016

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        742)
    -327      222       43      883     -553      599     -288      143    1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     18.9      0.9     76.4     57.7     85.3     77.5     14.7     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        2       20       18       24       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       87,138
COMMITMENTS
   4,644   19,431      188   36,813   53,561   41,645   73,180   45,493   13,958

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      7,866)
  -1,899    2,047      -42    3,033    3,418    1,092    5,423    6,774    2,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     22.3      0.2     42.2     61.5     47.8     84.0     52.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14       23        3       33       27       49       51
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      474,228
COMMITMENTS
 115,010  106,549    3,572  311,454  163,612  430,036  273,733   44,192  200,495

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     57,162)
  13,155   11,405     -404   31,791    7,400   44,542   18,401   12,620   38,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     22.5      0.8     65.7     34.5     90.7     57.7      9.3     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      49       71       13       44       34      100      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       95,179
COMMITMENTS
  49,918    3,948    1,094   14,255   82,272   65,267   87,314   29,912    7,865

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      6,073)
   5,300   -3,971      995     -926    9,170    5,369    6,194      704     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.4      4.1      1.1     15.0     86.4     68.6     91.7     31.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22        2        3       10       23       33       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,596
COMMITMENTS
   1,375   13,495      260   23,583   13,463   25,218   27,218    6,378    4,378

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      4,333)
     111    2,683      186    4,805    1,258    5,102    4,127     -769      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     42.7      0.8     74.6     42.6     79.8     86.1     20.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5       12        3       29       18       36       31
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      199,187
COMMITMENTS
  49,793   31,535    1,386  135,483  152,769  186,662  185,690   12,525   13,497

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     21,421)
  10,325    3,112      775   10,389   18,269   21,489   22,156      -68     -735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     15.8      0.7     68.0     76.7     93.7     93.2      6.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      15       33        4       26       39       44       73
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,276
COMMITMENTS
  11,214    7,374      128   13,476   23,395   24,818   30,897   13,458    7,379

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        -38)
     459   -1,855       18     -922      969     -445     -868      407      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     19.3      0.3     35.2     61.1     64.8     80.7     35.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      21       15        2       16       22       38       38
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      119,507
COMMITMENTS
     290    6,910    2,531   56,332   77,515   59,153   86,956   60,354   32,551

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:       -377)
    -110       -5       10   -3,001   -1,434   -3,101   -1,429    2,724    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.8      2.1     47.1     64.9     49.5     72.8     50.5     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2       15        4       19       26       24       43
 

Updated February 25, 2005