MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,858
COMMITMENTS
   1,133    2,225      570   12,522   10,254   14,225   13,049    4,633    5,809

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -2,594)
    -314     -179      -29   -2,004   -1,768   -2,347   -1,976     -247     -618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     11.8      3.0     66.4     54.4     75.4     69.2     24.6     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        8        8       20       16       29       28
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      105,279
COMMITMENTS
  19,726   21,228   22,288   48,092   29,869   90,106   73,385   15,173   31,894

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      3,107)
   2,397   -1,379      946     -987    2,144    2,356    1,711      751    1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     20.2     21.2     45.7     28.4     85.6     69.7     14.4     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      42       44       53       22       34      108      100
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      136,364
COMMITMENTS
  37,555   34,772   12,321   68,175   56,762  118,051  103,855   18,313   32,509

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        207)
   1,513   -1,667      101   -2,128     -251     -514   -1,817      721    2,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     25.5      9.0     50.0     41.6     86.6     76.2     13.4     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      47       59       45       55       78      123      168
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,038
COMMITMENTS
   1,048    1,605      164      857      519    2,069    2,288    1,969    1,750

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:       -306)
     -11     -300      103     -296      -54     -204     -251     -102      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     39.7      4.1     21.2     12.9     51.2     56.7     48.8     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      14       12        4       13        9       28       25
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,916
COMMITMENTS
  12,415    4,389    3,291    6,749    8,212   22,455   15,892    4,461   11,024

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        -19)
     486     -518     -276     -192      465       18     -329      -37      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1     16.3     12.2     25.1     30.5     83.4     59.0     16.6     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      42       24       29       27       29       93       64
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      117,451
COMMITMENTS
  46,423   16,430    1,049   42,369   88,034   89,841  105,513   27,610   11,938

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      6,298)
   1,519      440      441    3,489    6,494    5,449    7,375      849   -1,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     14.0      0.9     36.1     75.0     76.5     89.8     23.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29       13        7       23       26       57       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       61,472
COMMITMENTS
  14,944   15,729      522   36,899   37,451   52,365   53,702    9,107    7,770

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -6,249)
  10,936  -20,155      521  -26,682   14,716  -15,225   -4,918    8,976   -1,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     25.6      0.8     60.0     60.9     85.2     87.4     14.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9       12        2        7       16       17       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       75,752
COMMITMENTS
  45,022    1,944      655   26,283   66,784   71,960   69,383    3,792    6,369

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      5,155)
   5,351   -2,963      174   -1,327    8,373    4,198    5,584      957     -429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.4      2.6      0.9     34.7     88.2     95.0     91.6      5.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      43        9        5       19       16       64       28
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       80,522
COMMITMENTS
  25,940   14,944       61   37,604   61,913   63,605   76,918   16,917    3,604

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      2,926)
   7,552   -5,655       41   -7,430   14,529      163    8,915    2,763   -5,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     18.6      0.1     46.7     76.9     79.0     95.5     21.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      16       18        4       19       24       39       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      175,986
COMMITMENTS
   8,017   42,389    1,454  151,972  121,758  161,443  165,601   14,543   10,385

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -2,259)
      76  -13,217      312   -5,107   13,750   -4,719      845    2,460   -3,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     24.1      0.8     86.4     69.2     91.7     94.1      8.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      13       28        6       25       30       42       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      161,018
COMMITMENTS
  38,768   15,250    1,007   80,291  109,602  120,066  125,859   40,952   35,159

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      7,287)
  12,303  -14,834     -162  -10,468   21,504    1,673    6,508    5,614      779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      9.5      0.6     49.9     68.1     74.6     78.2     25.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      43       15       11       27       31       73       54
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:        9,596
COMMITMENTS
   5,251        0        0    3,051    8,610    8,302    8,610    1,294      986

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        186)
     374        0        0     -201      415      173      415       13     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.7      0.0      0.0     31.8     89.7     86.5     89.7     13.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        0        5       10       12       10
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,296,784
COMMITMENTS
 1268235  895,301  842,632  5165488  4946687  7276355  6684620  1020429  1612164

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:   -221,256)
 293,599  -87,740 -128,526 -405,768   56,484 -240,695 -159,782   19,439  -61,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     10.8     10.2     62.3     59.6     87.7     80.6     12.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      44       68       85      128      146      225      249
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      687,444
COMMITMENTS
  43,699   58,589   13,571  486,204  514,965  543,474  587,125  143,970  100,319

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     25,436)
  -6,048   -1,719    3,765   18,348   15,197   16,065   17,243    9,371    8,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      8.5      2.0     70.7     74.9     79.1     85.4     20.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      33       33       24       85       66      132      110
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,201,748
COMMITMENTS
 208,544  362,085   53,320  674,516  682,878  936,380  1098283  265,368  103,465

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     98,104)
  25,968   38,649   24,201   19,322   42,948   69,491  105,798   28,613   -7,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     30.1      4.4     56.1     56.8     77.9     91.4     22.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      45       66       26       63       70      126      144
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,498
COMMITMENTS
   1,439      530        0    7,579   10,344    9,018   10,874    4,480    2,624

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        664)
     410        0        0      728      119    1,138      119     -474      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      3.9      0.0     56.1     76.6     66.8     80.6     33.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        0       18       14       22       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       35,682
COMMITMENTS
   7,610    1,751      116   18,016   31,618   25,742   33,485    9,940    2,197

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      1,186)
     171     -416      115   -1,128    1,525     -842    1,224    2,028      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      4.9      0.3     50.5     88.6     72.1     93.8     27.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        4        2       20       17       26       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,349
COMMITMENTS
   6,426   16,274       16   34,296   33,506   40,738   49,796   17,611    8,553

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        381)
     362      157       16    3,660      506    4,038      679   -3,657     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     27.9      0.0     58.8     57.4     69.8     85.3     30.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      11       22        1       34       29       46       51
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      334,813
COMMITMENTS
 114,114   79,355    3,254  197,175  196,176  314,543  278,785   20,270   56,028

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:       -133)
   7,820  -12,210    1,735  -14,090   22,355   -4,535   11,880    4,402  -12,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     23.7      1.0     58.9     58.6     93.9     83.3      6.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      70       57       12       43       41      120      104
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       65,292
COMMITMENTS
  20,798    1,465        0   31,242   56,505   52,040   57,970   13,252    7,322

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      4,193)
   6,656   -1,812        0   -4,000    6,521    2,656    4,709    1,537     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      2.2      0.0     47.8     86.5     79.7     88.8     20.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14        2        0       15       19       29       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       38,141
COMMITMENTS
     221    6,145       55   32,154   25,855   32,430   32,055    5,711    6,086

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        926)
    -559      -77       55      986    1,160      482    1,138      444     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     16.1      0.1     84.3     67.8     85.0     84.0     15.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1       15        1       29       27       31       42
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      240,805
COMMITMENTS
  20,770   50,050    1,266  205,110  178,709  227,146  230,025   13,659   10,780

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -9,002)
   4,294   -4,013      370  -15,411   -4,749  -10,747   -8,392    1,745     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     20.8      0.5     85.2     74.2     94.3     95.5      5.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      23       38        9       37       50       65       93
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       65,798
COMMITMENTS
  20,338   13,132    6,222   21,328   34,291   47,888   53,645   17,910   12,153

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     11,597)
     797      202    5,865    3,089    3,051    9,751    9,118    1,846    2,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     20.0      9.5     32.4     52.1     72.8     81.5     27.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       20       15       23       27       58       53
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       39,046
COMMITMENTS
   6,944    2,485    3,489   20,827   10,982   31,260   16,956    7,786   22,090

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      7,513)
     388      596    3,310    1,649     -385    5,347    3,521    2,166    3,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      6.4      8.9     53.3     28.1     80.1     43.4     19.9     56.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        5        9       13       10       28       23
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 09/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       39,484
COMMITMENTS
   1,498    2,906        0   19,548   28,546   21,046   31,452   18,438    8,032

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      2,039)
    -212     -164      -45      929    3,391      672    3,182    1,367   -1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      7.4      0.0     49.5     72.3     53.3     79.7     46.7     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       10        0       16       24       20       34
 

Updated September 9, 2005