MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,233
COMMITMENTS
   2,955    2,262      958   12,766   13,176   16,679   16,396    5,554    5,837

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        666)
      26        1       21      329      449      376      471      290      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     10.2      4.3     57.4     59.3     75.0     73.7     25.0     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        6       10       21       15       33       27
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       92,561
COMMITMENTS
  15,904    7,941   17,004   43,281   38,371   76,189   63,316   16,372   29,245

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -1,353)
    -940      407    1,843   -1,011   -1,947     -108      303   -1,245   -1,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      8.6     18.4     46.8     41.5     82.3     68.4     17.7     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      38       33       45       26       31       94       94
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,375
COMMITMENTS
     183      538       90    1,567      754    1,840    1,382      535      993

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:         44)
      27      -53        5        4       89       36       41        8        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     22.7      3.8     66.0     31.7     77.5     58.2     22.5     41.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        8        3       10        4       17       13
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      139,966
COMMITMENTS
  42,647   14,553   10,659   68,929   77,532  122,235  102,744   17,731   37,222

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -8,141)
  -2,665      833   -1,722   -2,386   -3,712   -6,773   -4,601   -1,368   -3,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     10.4      7.6     49.2     55.4     87.3     73.4     12.7     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      47       36       32       63       97      136      148
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,784
COMMITMENTS
   1,490      515       90    1,238    2,837    2,818    3,442    1,966    1,342

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:       -460)
    -322      -61      -33       -5     -477     -360     -571     -100      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     10.8      1.9     25.9     59.3     58.9     71.9     41.1     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15        8        6       15       15       33       26
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,925
COMMITMENTS
  10,383    2,769    5,452    7,719    6,724   23,554   14,945    4,371   12,980

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:       -220)
     -71       69     -274      292      263      -53       58     -167     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      9.9     19.5     27.6     24.1     84.3     53.5     15.7     46.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      46       20       20       33       50       90       82
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       69,292
COMMITMENTS
  15,951   23,385      617   24,234   30,277   40,802   54,279   28,490   15,013

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:    -11,010)
 -19,848   13,261        0   11,191  -25,120   -8,657  -11,859   -2,353      849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     33.7      0.9     35.0     43.7     58.9     78.3     41.1     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      18       15        3       20       20       39       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       45,692
COMMITMENTS
   1,677   24,441        1   34,607    5,605   36,285   30,047    9,407   15,645

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -1,772)
       0    3,985        0   -2,183   -6,871   -2,183   -2,886      411    1,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     53.5      0.0     75.7     12.3     79.4     65.8     20.6     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3       15        1       14        6       18       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       77,870
COMMITMENTS
  51,661    3,749        0   17,116   70,675   68,777   74,424    9,093    3,446

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     17,407)
  19,014   -7,068        0   -2,317   25,296   16,697   18,228      710     -821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3      4.8      0.0     22.0     90.8     88.3     95.6     11.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      49       11        0       15       18       64       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       82,524
COMMITMENTS
  26,824    6,453        1   37,784   64,686   64,609   71,140   17,915   11,384

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     14,108)
   5,284      397      -56    9,574   13,518   14,802   13,859     -694      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5      7.8      0.0     45.8     78.4     78.3     86.2     21.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      18       10        1       17       16       36       26
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      133,228
COMMITMENTS
  11,954   56,150      647   95,502   46,209  108,103  103,006   25,125   30,222

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      5,822)
   2,268   10,022      -34    2,888   -6,592    5,122    3,396      700    2,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     42.1      0.5     71.7     34.7     81.1     77.3     18.9     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      15       30        2       28       20       45       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      131,025
COMMITMENTS
  30,092   24,332      522   58,423   68,977   89,037   93,831   41,988   37,194

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      4,946)
   3,623    4,761      330    4,856    8,028    8,809   13,119   -3,863   -8,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     18.6      0.4     44.6     52.6     68.0     71.6     32.0     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      26       23        5       28       24       56       50
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       94,768
COMMITMENTS
  35,114    2,277        0   54,957   83,813   90,071   86,090    4,697    8,678

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     11,508)
   4,909       39        0    6,687   11,254   11,596   11,293      -88      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      2.4      0.0     58.0     88.4     95.0     90.8      5.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       16       18       19       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,223,514
COMMITMENTS
 714,964  1238270  867,043  5736187  4555725  7318194  6661038  905,320  1562476

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:    -33,682)
 -76,213 -114,799  -92,045   78,372  132,494  -89,886  -74,350   56,204   40,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     15.1     10.5     69.8     55.4     89.0     81.0     11.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      41       77       85      114      130      215      241
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      672,356
COMMITMENTS
  60,868   76,461    8,206  474,245  482,886  543,319  567,553  129,037  104,803

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        481)
   3,578   -2,502      744   -1,744   -1,188    2,578   -2,946   -2,097    3,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     11.4      1.2     70.5     71.8     80.8     84.4     19.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      34       38       15       88       62      136      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      882,185
COMMITMENTS
 170,798  191,324   10,655  370,496  597,908  551,949  799,887  330,236   82,298

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      2,380)
  36,353    3,629  -11,424  -23,374   28,982    1,555   21,187      825  -18,807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     21.7      1.2     42.0     67.8     62.6     90.7     37.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      44       50       12       49       51      102      104
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,789
COMMITMENTS
     725    1,273        0    6,040    9,021    6,765   10,294    5,024    1,495

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:         28)
       0     -300        0     -378      187     -378     -113      406      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     10.8      0.0     51.2     76.5     57.4     87.3     42.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        0       12       12       13       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       24,244
COMMITMENTS
   5,799    1,179      118   13,299   16,272   19,216   17,569    5,028    6,675

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      1,130)
  -1,971     -365       32    2,858      679      919      346      211      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      4.9      0.5     54.9     67.1     79.3     72.5     20.7     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        3        2       15       17       23       21
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       52,398
COMMITMENTS
   4,215   16,845        4   36,184   26,563   40,403   43,412   11,995    8,986

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -1,247)
    -324    1,187       -1     -120     -661     -445      525     -802   -1,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     32.1      0.0     69.1     50.7     77.1     82.9     22.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      12       23        1       37       29       50       52
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      280,497
COMMITMENTS
  79,261  118,399    1,118  166,296  124,641  246,675  244,158   33,822   36,339

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     17,246)
  22,009    8,908   -2,672   -5,447    5,898   13,890   12,134    3,356    5,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     42.2      0.4     59.3     44.4     87.9     87.0     12.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      41       66        8       43       34       90      102
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       85,163
COMMITMENTS
  31,709    6,286        0   34,721   69,601   66,430   75,887   18,733    9,276

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      6,674)
   5,575    1,238      -43    1,720    6,181    7,252    7,376     -578     -702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      7.4      0.0     40.8     81.7     78.0     89.1     22.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14        7        0       17       17       31       24
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,118
COMMITMENTS
   1,192   10,850        0   25,486   14,979   26,678   25,829    4,440    5,289

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        -68)
       0      335        0     -161      491     -161      826       93     -894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     34.9      0.0     81.9     48.1     85.7     83.0     14.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3       13        0       25       25       28       38
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      175,471
COMMITMENTS
  43,202   29,781    1,190  121,119  132,669  165,511  163,640    9,960   11,831

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      5,129)
   6,745   -1,966      271    1,712    7,361    8,728    5,666   -3,599     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     17.0      0.7     69.0     75.6     94.3     93.3      5.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      17       34        4       29       40       47       77
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,452
COMMITMENTS
  11,628   10,287       77   13,659   18,173   25,364   28,537   10,088    6,915

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:       -261)
     -50      -82     -102    1,424    1,705    1,272    1,521   -1,533   -1,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     29.0      0.2     38.5     51.3     71.5     80.5     28.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      23       16        2       17       21       41       38
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       69,626
COMMITMENTS
   3,495    5,362      944   53,348   22,834   57,787   29,140   11,839   40,486

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        919)
    -167       24      442    2,838     -933    3,113     -467   -2,194    1,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      7.7      1.4     76.6     32.8     83.0     41.9     17.0     58.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4       15        3       18       26       23       44
 

Updated April 15, 2005