MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,267
COMMITMENTS
   2,728    1,974      889   14,516   12,217   18,133   15,080    4,134    7,187

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        576)
      79      111      -78      531      297      532      330       44      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      8.9      4.0     65.2     54.9     81.4     67.7     18.6     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9        7       10       23       16       36       29
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       88,570
COMMITMENTS
  10,460   25,943   14,991   49,451   20,970   74,902   61,904   13,668   26,666

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -3,970)
    -147    1,716      -78   -1,456   -4,842   -1,681   -3,204   -2,289     -766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     29.3     16.9     55.8     23.7     84.6     69.9     15.4     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      28       56       37       24       26       78      105
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,649
COMMITMENTS
     595    1,342      314    1,134      759    2,043    2,415    1,606    1,234

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -343)
     -99     -255     -171      -93       15     -363     -411       20       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     36.8      8.6     31.1     20.8     56.0     66.2     44.0     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       16        8        5        5       20       25
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      130,623
COMMITMENTS
  31,066   28,992   13,344   71,140   59,306  115,550  101,642   15,073   28,981

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -2,708)
     234    7,431   -3,186    1,123   -4,443   -1,829     -198     -879   -2,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     22.2     10.2     54.5     45.4     88.5     77.8     11.5     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      46       59       40       54       75      123      161
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,587
COMMITMENTS
   1,091      664      118    1,052    1,513    2,261    2,295    1,326    1,292

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        -53)
     -85        9      -11     -165     -176     -261     -178      208      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     18.5      3.3     29.3     42.2     63.0     64.0     37.0     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10       10        6       17       12       29       26
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       21,181
COMMITMENTS
   6,922    4,383    1,709    7,745    3,189   16,376    9,281    4,805   11,900

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -672)
  -1,424      657      338      456     -540     -630      455      -42   -1,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     20.7      8.1     36.6     15.1     77.3     43.8     22.7     56.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      31       25       21       33       30       81       62
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       67,143
COMMITMENTS
  16,872   16,588      586   20,368   34,699   37,826   51,873   29,317   15,270

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      3,956)
   5,940  -11,933      -61   -6,053   19,402     -174    7,408    4,130   -3,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     24.7      0.9     30.3     51.7     56.3     77.3     43.7     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      16       14        2       20       23       37       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       71,529
COMMITMENTS
   1,579   43,966        0   61,527    4,662   63,106   48,628    8,423   22,901

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -2,005)
  -1,326   -2,520        0   -2,477      300   -3,803   -2,220    1,798      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     61.5      0.0     86.0      6.5     88.2     68.0     11.8     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1       26        0       13        4       14       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      104,351
COMMITMENTS
  84,058    4,968        5   11,902   93,386   95,965   98,359    8,386    5,992

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      1,927)
   1,743      601     -116    1,345    1,346    2,972    1,831   -1,045       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.6      4.8      0.0     11.4     89.5     92.0     94.3      8.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      65        7        1       13       16       79       23
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       65,232
COMMITMENTS
  13,979   26,898      175   33,746   20,696   47,900   47,769   17,332   17,463

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -3,543)
    -218   -4,248     -368   -2,534    2,274   -3,120   -2,342     -423   -1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     41.2      0.3     51.7     31.7     73.4     73.2     26.6     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      12       18        1       16       15       28       34
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      139,726
COMMITMENTS
  11,128   49,102      874  104,243   62,607  116,245  112,583   23,481   27,143

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -4,322)
   2,137  -11,920      -55   -7,967    8,905   -5,885   -3,070    1,563   -1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     35.1      0.6     74.6     44.8     83.2     80.6     16.8     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      17       28        3       25       18       44       47
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      142,566
COMMITMENTS
  26,061   47,343    1,652   69,289   44,387   97,002   93,382   45,564   49,184

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      2,333)
    -274    1,343       39    4,027    1,934    3,792    3,316   -1,459     -983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     33.2      1.2     48.6     31.1     68.0     65.5     32.0     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      30       33        9       23       24       56       63
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,507,371
COMMITMENTS
 713,300  685,146  837,127  5046849  4438964  6597276  5961237  910,095  1546134

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     97,676)
  56,837   15,876   34,559   41,687   18,411  133,083   68,846  -35,407   28,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      9.1     11.2     67.2     59.1     87.9     79.4     12.1     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      44       60       85      115      125      211      226
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      652,414
COMMITMENTS
  52,865   45,161    3,958  467,129  504,740  523,952  553,859  128,462   98,555

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:   -119,882)
  -2,085  -23,931   -9,302  -84,795  -60,438  -96,182  -93,671  -23,700  -26,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      6.9      0.6     71.6     77.4     80.3     84.9     19.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      29       27       12       85       59      122       90
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      799,506
COMMITMENTS
  90,858  188,181    8,542  440,308  498,912  539,708  695,635  259,798  103,871

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:   -412,177)
-111,959  -23,041  -45,850 -152,057 -326,058 -309,866 -394,949 -102,311  -17,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     23.5      1.1     55.1     62.4     67.5     87.0     32.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      33       52       11       58       55       98      111
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,771
COMMITMENTS
     725      205        0    6,327   10,544    7,052   10,749    4,719    1,022

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     -5,209)
    -286   -3,554     -113   -3,002     -809   -3,401   -4,476   -1,808     -733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      1.7      0.0     53.8     89.6     59.9     91.3     40.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       14       15       15       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       24,589
COMMITMENTS
   6,063    2,305      228   14,193   19,026   20,484   21,559    4,105    3,030

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -18,524)
  -4,649   -3,341     -863  -11,564  -13,072  -17,076  -17,276   -1,448   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      9.4      0.9     57.7     77.4     83.3     87.7     16.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        1       13       18       16       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       44,859
COMMITMENTS
   8,356    7,413       80   21,740   29,267   30,176   36,760   14,683    8,099

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -30,748)
    -613   -4,224   -1,748  -22,028   -7,304  -24,389  -13,276   -6,359  -17,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     16.5      0.2     48.5     65.2     67.3     81.9     32.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      14       15        1       29       23       43       39
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      186,377
COMMITMENTS
  63,313   78,905    1,024   99,729   64,926  164,066  144,855   22,311   41,522

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:   -218,479)
 -22,921  -31,323  -14,755  -99,135 -155,538 -136,811 -201,616  -81,668  -16,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     42.3      0.5     53.5     34.8     88.0     77.7     12.0     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      54       53        6       39       32       96       88
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       83,291
COMMITMENTS
  36,466    3,071        0   22,351   72,745   58,817   75,816   24,474    7,475

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     23,855)
  16,620   -1,516     -564    1,601   27,995   17,657   25,915    6,198   -2,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8      3.7      0.0     26.8     87.3     70.6     91.0     29.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17        4        0       10       20       27       24
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,822
COMMITMENTS
     488    3,298        0   23,178   18,752   23,666   22,050    5,156    6,772

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -16,682)
     -67  -11,140     -886  -12,262   -6,771  -13,215  -18,797   -3,467    2,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     11.4      0.0     80.4     65.1     82.1     76.5     17.9     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        8        0       29       22       31       30
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      216,147
COMMITMENTS
  16,935   52,377      622  184,575  152,804  202,132  205,803   14,015   10,344

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -88,973)
 -31,418   15,781  -21,106  -22,777  -58,227  -75,301  -63,552  -13,672  -25,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     24.2      0.3     85.4     70.7     93.5     95.2      6.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      20       38        6       32       41       54       83
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,821
COMMITMENTS
  10,701    5,820      192    9,082   16,669   19,975   22,681   10,846    8,140

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:         80)
     750   -1,395      104      -43    2,132      811      841     -731     -761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     18.9      0.6     29.5     54.1     64.8     73.6     35.2     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      22       11        3       13       16       37       28
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       30,013
COMMITMENTS
   1,265    2,942      793   12,885   22,692   14,943   26,427   15,070    3,586

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        146)
    -567     -902      100      825      356      358     -446     -212      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      9.8      2.6     42.9     75.6     49.8     88.1     50.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       12        3       14       20       19       34
 

Updated June 24, 2005