MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    31,115:     2,639      2,201      4,909     20,086     19,134     27,633     26,244:     3,482      4,871
Old  :    31,115:     2,639      2,201      4,909     20,086     19,134     27,633     26,244:     3,482      4,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,230:       706        335        481        929      1,072      2,116      1,887:       114        343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        7.1       15.8       64.6       61.5       88.8       84.3:      11.2       15.7
Old  :     100.0:       8.5        7.1       15.8       64.6       61.5       88.8       84.3:      11.2       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        26          7         18         35         39         65         60:
Old  :        89:        26          7         18         35         39         65         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       28.3       55.2       43.3       42.5       27.5       48.0       40.3
Old  :                 43.4       28.3       55.2       43.3       42.5       27.5       48.0       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   109,831:    31,048      3,119     19,857     37,168     49,918     88,073     72,894:    21,757     36,936
Old  :   108,973:    31,201      3,119     19,697     36,836     49,764     87,734     72,580:    21,238     36,392
Other:       858:         7        160          0        332        154        339        314:       519        544
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        86:       513       -188       -107     -1,563        385     -1,157         89:     1,242         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        2.8       18.1       33.8       45.4       80.2       66.4:      19.8       33.6
Old  :     100.0:      28.6        2.9       18.1       33.8       45.7       80.5       66.6:      19.5       33.4
Other:     100.0:       0.8       18.6        0.0       38.7       17.9       39.5       36.6:      60.5       63.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        66         22         51         31         34        136         91:
Old  :       155:        66         22         51         30         34        135         91:
Other:         9:         1          1          0          5          3          6          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       25.0       31.8       34.7       21.6       24.5       30.6       32.4
Old  :                 21.9       25.2       32.0       35.0       21.8       24.8       30.9       32.9
Other:                 38.1       36.6       39.5       36.6       36.0       34.5       37.4       34.5
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     2,092:       375        480        124        921        403      1,420      1,007:       672      1,085
Old  :     2,092:       375        480        124        921        403      1,420      1,007:       672      1,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        27:      -137       -126        -17        136         34        -18       -109:        45        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       22.9        5.9       44.0       19.3       67.9       48.1:      32.1       51.9
Old  :     100.0:      17.9       22.9        5.9       44.0       19.3       67.9       48.1:      32.1       51.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4         13          6          7          3         17         16:
Old  :        25:         4         13          6          7          3         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       27.4       59.9       37.7       47.6       24.3       55.9       30.7
Old  :                 48.2       27.4       59.9       37.7       47.6       24.3       55.9       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   162,583:    45,402      7,979     33,327     64,131     79,339    142,861    120,645:    19,723     41,938
Old  :   162,583:    45,402      7,979     33,327     64,131     79,339    142,861    120,645:    19,723     41,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        47:     1,602        178      1,513     -2,845     -1,883        270       -192:      -223        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        4.9       20.5       39.4       48.8       87.9       74.2:      12.1       25.8
Old  :     100.0:      27.9        4.9       20.5       39.4       48.8       87.9       74.2:      12.1       25.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        62         28         49         68        106        154        167:
Old  :       214:        62         28         49         68        106        154        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       11.3       36.1       20.6       18.1        8.7       30.4       14.7
Old  :                 21.2       11.3       36.1       20.6       18.1        8.7       30.4       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     3,822:     1,292        644        160        481      1,956      1,933      2,760:     1,889      1,062
Old  :     3,822:     1,292        644        160        481      1,956      1,933      2,760:     1,889      1,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -141:      -137         34        -43        -92        -11       -271        -19:       130       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       16.8        4.2       12.6       51.2       50.6       72.2:      49.4       27.8
Old  :     100.0:      33.8       16.8        4.2       12.6       51.2       50.6       72.2:      49.4       27.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        19          5          6         12         20         33         29:
Old  :        45:        19          5          6         12         20         33         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       44.7       29.2       55.4       19.6       44.7       28.6       55.4
Old  :                 20.1       44.7       29.2       55.4       19.6       44.7       28.6       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    22,537:     6,121        542      4,782      7,146      5,139     18,049     10,463:     4,489     12,075
Old  :    22,537:     6,121        542      4,782      7,146      5,139     18,049     10,463:     4,489     12,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       961:       575       -188        507        -69        222      1,013        541:       -52        421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        2.4       21.2       31.7       22.8       80.1       46.4:      19.9       53.6
Old  :     100.0:      27.2        2.4       21.2       31.7       22.8       80.1       46.4:      19.9       53.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        36         14         27         43         49         94         79:
Old  :       118:        36         14         27         43         49         94         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       12.1       34.4       19.0       18.6        6.0       27.9        9.5
Old  :                 21.4       12.1       34.4       19.0       18.6        6.0       27.9        9.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :    86,051:    20,166     14,760      1,860     31,825     51,953     53,852     68,573:    32,199     17,478
Old  :    86,051:    20,166     14,760      1,860     31,825     51,953     53,852     68,573:    32,199     17,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     7,998:       241      4,902        524      7,004      2,114      7,770      7,540:       228        458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       17.2        2.2       37.0       60.4       62.6       79.7:      37.4       20.3
Old  :     100.0:      23.4       17.2        2.2       37.0       60.4       62.6       79.7:      37.4       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        19         13          7         23         19         44         37:
Old  :        62:        19         13          7         23         19         44         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       41.9       28.8       55.6       16.1       41.9       27.5       55.3
Old  :                 17.3       41.9       28.8       55.6       16.1       41.9       27.5       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    53,036:    11,178     12,317        268     27,306     27,276     38,752     39,861:    14,285     13,175
Old  :    53,036:    11,178     12,317        268     27,306     27,276     38,752     39,861:    14,285     13,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,364:      -761        494        155      1,493     -2,378        887     -1,729:    -2,251        365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       23.2        0.5       51.5       51.4       73.1       75.2:      26.9       24.8
Old  :     100.0:      21.1       23.2        0.5       51.5       51.4       73.1       75.2:      26.9       24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        13          5          4         13          6         26         15:
Old  :        33:        13          5          4         13          6         26         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       54.7       51.9       69.5       36.4       54.6       51.9       69.4
Old  :                 36.4       54.7       51.9       69.5       36.4       54.6       51.9       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    72,683:    47,902      5,279        522     14,466     61,835     62,889     67,635:     9,794      5,048
Old  :    72,683:    47,902      5,279        522     14,466     61,835     62,889     67,635:     9,794      5,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,256:     9,369     -1,277       -188     -2,921      7,350      6,260      5,885:    -3,004     -2,629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.9        7.3        0.7       19.9       85.1       86.5       93.1:      13.5        6.9
Old  :     100.0:      65.9        7.3        0.7       19.9       85.1       86.5       93.1:      13.5        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        48          9          1         16         19         65         28:
Old  :        88:        48          9          1         16         19         65         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       56.7       51.7       75.5       36.3       55.8       51.7       74.6
Old  :                 36.3       56.7       51.7       75.5       36.3       55.8       51.7       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :    66,910:    20,756      2,237        599     21,563     47,502     42,917     50,338:    23,993     16,573
Old  :    66,910:    20,756      2,237        599     21,563     47,502     42,917     50,338:    23,993     16,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,588:    -1,984        873        336       -653     -4,164     -2,301     -2,955:       713      1,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        3.3        0.9       32.2       71.0       64.1       75.2:      35.9       24.8
Old  :     100.0:      31.0        3.3        0.9       32.2       71.0       64.1       75.2:      35.9       24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          5          4         11         12         33         19:
Old  :        43:        20          5          4         11         12         33         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       48.5       35.8       68.8       24.1       48.5       34.2       65.6
Old  :                 24.4       48.5       35.8       68.8       24.1       48.5       34.2       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   195,746:    39,804     31,770      2,386    108,550    139,736    150,741    173,892:    45,005     21,854
Old  :   195,746:    39,804     31,770      2,386    108,550    139,736    150,741    173,892:    45,005     21,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     9,360:     4,881     20,345       -211     -3,961    -10,478        709      9,656:     8,651       -296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       16.2        1.2       55.5       71.4       77.0       88.8:      23.0       11.2
Old  :     100.0:      20.3       16.2        1.2       55.5       71.4       77.0       88.8:      23.0       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        27         14          4         22         21         52         36:
Old  :        70:        27         14          4         22         21         52         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       49.9       54.3       68.8       27.6       43.8       36.7       53.7
Old  :                 43.2       49.9       54.3       68.8       27.6       43.8       36.7       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   167,940:    28,839     14,759     21,882     50,868     73,986    101,589    110,626:    66,351     57,314
Old  :   167,940:    28,839     14,759     21,882     50,868     73,986    101,589    110,626:    66,351     57,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -7,313:    -4,480        623      4,136      6,077     -4,660      5,733         99:   -13,047     -7,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        8.8       13.0       30.3       44.1       60.5       65.9:      39.5       34.1
Old  :     100.0:      17.2        8.8       13.0       30.3       44.1       60.5       65.9:      39.5       34.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        32         23         25         31         23         72         62:
Old  :        89:        32         23         25         31         23         72         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       26.1       23.8       40.7       13.9       24.2       20.2       32.6
Old  :                 15.0       26.1       23.8       40.7       13.9       24.2       20.2       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    50,467:    10,128        700        100     29,271     45,423     39,499     46,223:    10,968      4,244
Old  :    50,467:    10,128        700        100     29,271     45,423     39,499     46,223:    10,968      4,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,473:       -82          0          0     -4,566      3,556     -4,648      3,556:     8,121        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        1.4        0.2       58.0       90.0       78.3       91.6:      21.7        8.4
Old  :     100.0:      20.1        1.4        0.2       58.0       90.0       78.3       91.6:      21.7        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          1          1         17         26         20         28:
Old  :        35:         3          1          1         17         26         20         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       35.9       60.0       55.0       35.2       32.4       49.3       50.3
Old  :                 39.3       35.9       60.0       55.0       35.2       32.4       49.3       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :10,477,763:   579,218    952,544  2,894,573  6,505,982  5,819,968  9,979,773  9,667,085:   497,989    810,677
Old  :10,477,763:   579,218    952,544  2,894,573  6,505,982  5,819,968  9,979,773  9,667,085:   497,989    810,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :   -97,224:    35,351    -20,721   -162,411     54,489     78,255    -72,571   -104,877:   -24,653      7,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        9.1       27.6       62.1       55.5       95.2       92.3:       4.8        7.7
Old  :     100.0:       5.5        9.1       27.6       62.1       55.5       95.2       92.3:       4.8        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       420:        88        107        149        186        204        350        395:
Old  :       420:        88        107        149        186        204        350        395:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       11.7       36.8       21.7       18.3        8.5       27.4       13.1
Old  :                 22.8       11.7       36.8       21.7       18.3        8.5       27.4       13.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   728,809:    69,976     56,986     36,938    470,446    524,777    577,359    618,701:   151,450    110,108
Old  :   728,809:    69,976     56,986     36,938    470,446    524,777    577,359    618,701:   151,450    110,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -8,878:     5,552     -1,871      1,527        388      1,651      7,467      1,306:   -16,345    -10,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        7.8        5.1       64.5       72.0       79.2       84.9:      20.8       15.1
Old  :     100.0:       9.6        7.8        5.1       64.5       72.0       79.2       84.9:      20.8       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        48         38         52         98         73        178        131:
Old  :       205:        48         38         52         98         73        178        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       29.8       27.8       43.0       18.3       29.7       26.9       42.9
Old  :                 19.0       29.8       27.8       43.0       18.3       29.7       26.9       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  :   864,197:   189,158    126,819     15,244    362,962    643,988    567,363    786,051:   296,834     78,146
Old  :   864,197:   189,158    126,819     15,244    362,962    643,988    567,363    786,051:   296,834     78,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    23,106:   -19,839     11,053       -923     27,139      9,599      6,377     19,729:    16,728      3,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       14.7        1.8       42.0       74.5       65.7       91.0:      34.3        9.0
Old  :     100.0:      21.9       14.7        1.8       42.0       74.5       65.7       91.0:      34.3        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        94         83         33         73         73        186        170:
Old  :       287:        94         83         33         73         73        186        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       34.9       28.5       48.3       17.0       32.2       26.5       43.7
Old  :                 17.7       34.9       28.5       48.3       17.0       32.2       26.5       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :    12,957:     2,055          0          0      8,145     12,111     10,200     12,111:     2,757        846
Old  :    12,957:     2,055          0          0      8,145     12,111     10,200     12,111:     2,757        846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -114:       128          0          0       -268         88       -140         88:        26       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.0        0.0       62.9       93.5       78.7       93.5:      21.3        6.5
Old  :     100.0:      15.9        0.0        0.0       62.9       93.5       78.7       93.5:      21.3        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         8          0          0         23         18         31         18:
Old  :        48:         8          0          0         23         18         31         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       44.5       44.4       72.4       26.2       44.5       44.4       72.4
Old  :                 26.2       44.5       44.4       72.4       26.2       44.5       44.4       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    25,266:     1,742      4,353        342     20,581     17,650     22,665     22,345:     2,601      2,921
Old  :    25,266:     1,742      4,353        342     20,581     17,650     22,665     22,345:     2,601      2,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -514:       661        594        -20     -1,491       -463       -850        111:       336       -625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       17.2        1.4       81.5       69.9       89.7       88.4:      10.3       11.6
Old  :     100.0:       6.9       17.2        1.4       81.5       69.9       89.7       88.4:      10.3       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         4          7          2         24         22         29         30:
Old  :        51:         4          7          2         24         22         29         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       41.6       67.3       62.9       48.7       37.6       61.7       55.5
Old  :                 51.5       41.6       67.3       62.9       48.7       37.6       61.7       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    74,830:     8,240     14,644        382     33,759     51,123     42,381     66,148:    32,449      8,681
Old  :    74,830:     8,240     14,644        382     33,759     51,123     42,381     66,148:    32,449      8,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,469:    -4,580        356        171      1,643      1,818     -2,765      2,346:     5,234        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       19.6        0.5       45.1       68.3       56.6       88.4:      43.4       11.6
Old  :     100.0:      11.0       19.6        0.5       45.1       68.3       56.6       88.4:      43.4       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        27         38          5         53         38         83         78:
Old  :       140:        27         38          5         53         38         83         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       41.9       25.4       56.3       15.8       36.9       22.2       50.1
Old  :                 16.4       41.9       25.4       56.3       15.8       36.9       22.2       50.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   343,640:   121,539     65,104      5,074    183,065    151,723    309,678    221,901:    33,962    121,739
Old  :   343,640:   121,539     65,104      5,074    183,065    151,723    309,678    221,901:    33,962    121,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    16,348:      -660     -1,004        125     20,222     11,781     19,688     10,903:    -3,339      5,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       18.9        1.5       53.3       44.2       90.1       64.6:       9.9       35.4
Old  :     100.0:      35.4       18.9        1.5       53.3       44.2       90.1       64.6:       9.9       35.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        89         64         16         52         43        146        118:
Old  :       234:        89         64         16         52         43        146        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       23.3       50.3       33.0       29.8       21.0       46.1       28.6
Old  :                 34.0       23.3       50.3       33.0       29.8       21.0       46.1       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :    66,429:    27,749        534        257     15,612     54,534     43,618     55,326:    22,811     11,104
Old  :    66,429:    27,749        534        257     15,612     54,534     43,618     55,326:    22,811     11,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,425:     1,255        -51         -4        727      1,385      1,979      1,331:       446      1,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8        0.8        0.4       23.5       82.1       65.7       83.3:      34.3       16.7
Old  :     100.0:      41.8        0.8        0.4       23.5       82.1       65.7       83.3:      34.3       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        17          2          1         10         14         28         16:
Old  :        37:        17          2          1         10         14         28         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       51.7       45.1       75.3       30.5       51.5       44.8       74.9
Old  :                 30.9       51.7       45.1       75.3       30.5       51.5       44.8       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    22,623:     2,039      8,170        106     16,485     11,289     18,630     19,565:     3,993      3,058
Old  :    22,623:     2,039      8,170        106     16,485     11,289     18,630     19,565:     3,993      3,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       954:       -41        758         11        841        -11        811        758:       143        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       36.1        0.5       72.9       49.9       82.3       86.5:      17.7       13.5
Old  :     100.0:       9.0       36.1        0.5       72.9       49.9       82.3       86.5:      17.7       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:         9         20          3         41         23         52         44:
Old  :        85:         9         20          3         41         23         52         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       40.1       37.5       51.0       23.7       36.5       36.4       47.3
Old  :                 23.9       40.1       37.5       51.0       23.7       36.5       36.4       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   142,522:    22,737     17,494      1,153    103,256    108,502    127,146    127,149:    15,376     15,373
Old  :   142,522:    22,737     17,494      1,153    103,256    108,502    127,146    127,149:    15,376     15,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     7,515:     1,998         36        -31     -1,570      4,790        397      4,795:     7,118      2,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.3        0.8       72.4       76.1       89.2       89.2:      10.8       10.8
Old  :     100.0:      16.0       12.3        0.8       72.4       76.1       89.2       89.2:      10.8       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        21         31          5         38         37         62         70:
Old  :       112:        21         31          5         38         37         62         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       38.3       60.2       54.6       42.7       36.5       53.9       49.0
Old  :                 45.3       38.3       60.2       54.6       42.7       36.5       53.9       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    33,528:    12,505      6,652        990     11,274     19,874     24,769     27,516:     8,759      6,012
Old  :    33,528:    12,505      6,652        990     11,274     19,874     24,769     27,516:     8,759      6,012
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,264:       372       -547          8      1,155        907      1,535        368:      -271        896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       19.8        3.0       33.6       59.3       73.9       82.1:      26.1       17.9
Old  :     100.0:      37.3       19.8        3.0       33.6       59.3       73.9       82.1:      26.1       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        40         19          4         26         25         69         47:
Old  :       108:        40         19          4         26         25         69         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       33.3       27.9       48.2       17.0       28.5       26.0       42.0
Old  :                 17.9       33.3       27.9       48.2       17.0       28.5       26.0       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :   126,468:       299      5,884      2,732     60,970     83,238     64,001     91,854:    62,467     34,614
Old  :   126,468:       299      5,884      2,732     60,970     83,238     64,001     91,854:    62,467     34,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,661:        72       -502       -150      4,616      5,166      4,538      4,514:     6,123      6,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        4.7        2.2       48.2       65.8       50.6       72.6:      49.4       27.4
Old  :     100.0:       0.2        4.7        2.2       48.2       65.8       50.6       72.6:      49.4       27.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3         12          3         16         24         21         38:
Old  :        44:         3         12          3         16         24         21         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       55.0       47.8       61.9        6.3       20.2        7.3       24.7
Old  :                 43.1       55.0       47.8       61.9        6.3       20.2        7.3       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 21, 2005