MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :    32,796:     1,802      2,602      5,473     19,308     17,406     26,583     25,480:     6,213      7,316
Old  :    32,796:     1,802      2,602      5,473     19,308     17,406     26,583     25,480:     6,213      7,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       659:      -312         85         53        701        233        442        370:       217        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        7.9       16.7       58.9       53.1       81.1       77.7:      18.9       22.3
Old  :     100.0:       5.5        7.9       16.7       58.9       53.1       81.1       77.7:      18.9       22.3
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  :        54:        14          6         17         26         25         45         43:
Old  :        54:        14          6         17         26         25         45         43:
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  :                 44.2       30.0       56.0       47.7       41.5       28.9       47.3       41.2
Old  :                 44.2       30.0       56.0       47.7       41.5       28.9       47.3       41.2
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, February 22, 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  :    98,120:    17,756      5,960     21,170     40,006     37,850     78,932     64,980:    19,188     33,139
Old  :    96,322:    17,896      6,032     20,908     39,103     37,441     77,907     64,381:    18,415     31,940
Other:     1,798:       122        190          0        903        409      1,025        599:       773      1,199
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -2,255:        69     -1,193     -1,725       -197       -489     -1,853     -3,406:      -402      1,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        6.1       21.6       40.8       38.6       80.4       66.2:      19.6       33.8
Old  :     100.0:      18.6        6.3       21.7       40.6       38.9       80.9       66.8:      19.1       33.2
Other:     100.0:       6.8       10.6        0.0       50.2       22.7       57.0       33.3:      43.0       66.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        47         33         51         30         35        118         97:
Old  :       144:        47         33         51         29         35        117         97:
Other:        17:         4          1          0          4         10          8         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.9       18.2       36.9       30.4       25.9       17.0       35.8       26.4
Old  :                 26.4       18.5       37.5       30.9       26.4       17.9       36.3       27.4
Other:                 50.2       28.5       57.0       31.9       48.3       28.5       55.1       31.1
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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  :     3,578:       274      1,273        631      1,725        465      2,630      2,369:       948      1,209
Old  :     3,578:       274      1,273        631      1,725        465      2,630      2,369:       948      1,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       249:        90        140          2         35         47        127        190:       123         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       35.6       17.6       48.2       13.0       73.5       66.2:      26.5       33.8
Old  :     100.0:       7.6       35.6       17.6       48.2       13.0       73.5       66.2:      26.5       33.8
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  :        34:         5         16          8          9          3         22         22:
Old  :        34:         5         16          8          9          3         22         22:
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  :                 44.7       31.8       60.2       46.0       40.9       25.2       49.6       36.1
Old  :                 44.7       31.8       60.2       46.0       40.9       25.2       49.6       36.1
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, February 22, 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  :   145,394:    39,003     11,037     21,677     69,074     72,942    129,754    105,657:    15,640     39,738
Old  :   145,394:    39,003     11,037     21,677     69,074     72,942    129,754    105,657:    15,640     39,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -8,359:    -4,691       -574       -523       -489     -5,657     -5,703     -6,754:    -2,656     -1,604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        7.6       14.9       47.5       50.2       89.2       72.7:      10.8       27.3
Old  :     100.0:      26.8        7.6       14.9       47.5       50.2       89.2       72.7:      10.8       27.3
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  :       203:        47         44         45         66         95        138        165:
Old  :       203:        47         44         45         66         95        138        165:
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  :                 23.6       11.8       39.7       19.9       22.4       11.6       37.6       19.0
Old  :                 23.6       11.8       39.7       19.9       22.4       11.6       37.6       19.0
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, February 22, 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  :     5,832:     2,062        197        512        676      3,382      3,249      4,090:     2,583      1,742
Old  :     5,832:     2,062        197        512        676      3,382      3,249      4,090:     2,583      1,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       -62:      -128          9        -29        -73       -120       -229       -139:       166         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        3.4        8.8       11.6       58.0       55.7       70.1:      44.3       29.9
Old  :     100.0:      35.4        3.4        8.8       11.6       58.0       55.7       70.1:      44.3       29.9
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  :        50:        22          7          8         12         17         38         28:
Old  :        50:        22          7          8         12         17         38         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  :                 17.7       42.9       26.6       52.5       17.3       42.9       24.2       50.4
Old  :                 17.7       42.9       26.6       52.5       17.3       42.9       24.2       50.4
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, February 22, 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  :    27,652:     6,829      1,943      6,649      9,771      5,456     23,249     14,049:     4,403     13,603
Old  :    27,652:     6,829      1,943      6,649      9,771      5,456     23,249     14,049:     4,403     13,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       151:        64        278         70        452       -310        586         38:      -435        113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        7.0       24.0       35.3       19.7       84.1       50.8:      15.9       49.2
Old  :     100.0:      24.7        7.0       24.0       35.3       19.7       84.1       50.8:      15.9       49.2
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  :       120:        33         18         27         45         49         92         84:
Old  :       120:        33         18         27         45         49         92         84:
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  :                 24.9       15.4       39.2       21.6       16.3        6.5       27.0       10.6
Old  :                 24.9       15.4       39.2       21.6       16.3        6.5       27.0       10.6
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, February 22, 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  :    97,273:    11,119     14,470      2,863     54,058     62,430     68,040     79,764:    29,233     17,509
Old  :    97,273:    11,119     14,470      2,863     54,058     62,430     68,040     79,764:    29,233     17,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     5,453:       192     -2,138        563      4,680      8,993      5,435      7,418:        18     -1,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       14.9        2.9       55.6       64.2       69.9       82.0:      30.1       18.0
Old  :     100.0:      11.4       14.9        2.9       55.6       64.2       69.9       82.0:      30.1       18.0
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  :        59:        13         13          6         25         21         42         36:
Old  :        59:        13         13          6         25         21         42         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  :                 30.5       43.9       43.1       57.3       27.8       43.8       39.6       57.1
Old  :                 30.5       43.9       43.1       57.3       27.8       43.8       39.6       57.1
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, February 22, 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  :    55,434:     4,839      8,240        823     30,473     30,065     36,135     39,128:    19,299     16,305
Old  :    55,434:     4,839      8,240        823     30,473     30,065     36,135     39,128:    19,299     16,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     1,863:       994     -6,866        -13     -7,323      9,050     -6,343      2,171:     8,206       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       14.9        1.5       55.0       54.2       65.2       70.6:      34.8       29.4
Old  :     100.0:       8.7       14.9        1.5       55.0       54.2       65.2       70.6:      34.8       29.4
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  :        27:         5          6          2         12          8         18         15:
Old  :        27:         5          6          2         12          8         18         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  :                 40.6       51.8       52.7       64.2       40.3       51.5       52.4       62.5
Old  :                 40.6       51.8       52.7       64.2       40.3       51.5       52.4       62.5
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, February 22, 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  :    97,970:    71,256      8,496        471     14,126     83,104     85,854     92,072:    12,116      5,898
Old  :    97,970:    71,256      8,496        471     14,126     83,104     85,854     92,072:    12,116      5,898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     8,490:     7,149        230        155       -106      6,972      7,198      7,357:     1,292      1,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.7        8.7        0.5       14.4       84.8       87.6       94.0:      12.4        6.0
Old  :     100.0:      72.7        8.7        0.5       14.4       84.8       87.6       94.0:      12.4        6.0
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  :       102:        58         10          2         17         24         76         35:
Old  :       102:        58         10          2         17         24         76         35:
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  :                 32.3       54.4       48.6       72.3       32.3       54.3       48.6       72.2
Old  :                 32.3       54.4       48.6       72.3       32.3       54.3       48.6       72.2
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, February 22, 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  :    82,059:    29,369      4,316        339     26,579     63,150     56,287     67,805:    25,772     14,254
Old  :    82,059:    29,369      4,316        339     26,579     63,150     56,287     67,805:    25,772     14,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     6,474:     2,393       -433       -627      1,308      6,512      3,074      5,452:     3,399      1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8        5.3        0.4       32.4       77.0       68.6       82.6:      31.4       17.4
Old  :     100.0:      35.8        5.3        0.4       32.4       77.0       68.6       82.6:      31.4       17.4
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  :        54:        22          8          2         13         17         36         26:
Old  :        54:        22          8          2         13         17         36         26:
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  :                 23.6       52.8       36.3       70.3       22.3       52.8       33.9       66.0
Old  :                 23.6       52.8       36.3       70.3       22.3       52.8       33.9       66.0
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, February 22, 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  :   181,565:    13,628     39,254      3,888    128,974    112,111    146,489    155,253:    35,076     26,313
Old  :   181,565:    13,628     39,254      3,888    128,974    112,111    146,489    155,253:    35,076     26,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     2,002:       969      2,886        136     -3,035     -2,627     -1,930        394:     3,931      1,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       21.6        2.1       71.0       61.7       80.7       85.5:      19.3       14.5
Old  :     100.0:       7.5       21.6        2.1       71.0       61.7       80.7       85.5:      19.3       14.5
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  :        70:        17         19          8         25         27         45         51:
Old  :        70:        17         19          8         25         27         45         51:
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  :                 53.0       43.3       65.0       58.6       35.8       30.9       44.2       40.7
Old  :                 53.0       43.3       65.0       58.6       35.8       30.9       44.2       40.7
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, February 22, 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  :   209,095:    26,135     24,525     21,123     89,089     92,502    136,346    138,149:    72,748     70,945
Old  :   209,095:    26,135     24,525     21,123     89,089     92,502    136,346    138,149:    72,748     70,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    21,191:     1,340     -3,910      4,394      1,299      5,576      7,033      6,060:    14,159     15,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       11.7       10.1       42.6       44.2       65.2       66.1:      34.8       33.9
Old  :     100.0:      12.5       11.7       10.1       42.6       44.2       65.2       66.1:      34.8       33.9
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  :       100:        25         36         28         34         29         77         75:
Old  :       100:        25         36         28         34         29         77         75:
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  :                 19.4       22.1       29.8       34.2       17.4       20.2       24.8       29.8
Old  :                 19.4       22.1       29.8       34.2       17.4       20.2       24.8       29.8
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, February 22, 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  :    31,945:    10,366      1,640        250     17,388     26,192     28,004     28,082:     3,941      3,863
Old  :    31,945:    10,366      1,640        250     17,388     26,192     28,004     28,082:     3,941      3,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -14,674:    -1,082      1,640        107    -14,670    -14,412    -15,645    -12,665:       971     -2,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        5.1        0.8       54.4       82.0       87.7       87.9:      12.3       12.1
Old  :     100.0:      32.4        5.1        0.8       54.4       82.0       87.7       87.9:      12.3       12.1
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  :        21:         2          1          1          8         17         10         19:
Old  :        21:         2          1          1          8         17         10         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  :                 64.7       43.3       85.1       64.3       57.6       35.5       69.2       54.4
Old  :                 64.7       43.3       85.1       64.3       57.6       35.5       69.2       54.4
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, February 22, 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  :12,432,581:   698,156  1,043,668  3,561,218  7,167,184  6,141,595 11,426,558 10,746,480: 1,006,023  1,686,101
Old  :12,432,581:   698,156  1,043,668  3,561,218  7,167,184  6,141,595 11,426,558 10,746,480: 1,006,023  1,686,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   760,802:    48,878    176,475    386,969    262,119     92,188    697,966    655,632:    62,836    105,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        8.4       28.6       57.6       49.4       91.9       86.4:       8.1       13.6
Old  :     100.0:       5.6        8.4       28.6       57.6       49.4       91.9       86.4:       8.1       13.6
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  :       271:        53         68         97        131        142        238        259:
Old  :       271:        53         68         97        131        142        238        259:
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  :                 20.0       12.7       33.2       22.1       16.8        7.4       24.3       11.9
Old  :                 20.0       12.7       33.2       22.1       16.8        7.4       24.3       11.9
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, February 22, 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  :   743,152:    62,450     81,258     29,806    489,147    519,106    581,402    630,170:   161,749    112,982
Old  :   743,152:    62,450     81,258     29,806    489,147    519,106    581,402    630,170:   161,749    112,982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     1,482:    -1,373      1,943     -5,185       -940      5,524     -7,498      2,282:     8,980       -799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       10.9        4.0       65.8       69.9       78.2       84.8:      21.8       15.2
Old  :     100.0:       8.4       10.9        4.0       65.8       69.9       78.2       84.8:      21.8       15.2
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  :       197:        49         30         44        100         69        170        122:
Old  :       197:        49         30         44        100         69        170        122:
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  :                 18.6       29.8       26.9       42.5       17.9       29.5       26.0       42.2
Old  :                 18.6       29.8       26.9       42.5       17.9       29.5       26.0       42.2
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, February 22, 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  :   921,693:   208,053    241,788     15,260    390,658    554,610    613,970    811,658:   307,723    110,035
Old  :   921,693:   208,053    241,788     15,260    390,658    554,610    613,970    811,658:   307,723    110,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -36,074:    18,673     49,330      2,162    -31,735   -100,750    -10,900    -49,259:   -25,174     13,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       26.2        1.7       42.4       60.2       66.6       88.1:      33.4       11.9
Old  :     100.0:      22.6       26.2        1.7       42.4       60.2       66.6       88.1:      33.4       11.9
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  :       175:        36         63         26         55         54        110        124:
Old  :       175:        36         63         26         55         54        110        124:
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       29.8       32.3       40.3       19.3       26.0       29.8       34.7
Old  :                 21.2       29.8       32.3       40.3       19.3       26.0       29.8       34.7
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, February 22, 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  :    13,321:     1,610        240          0      5,998     11,525      7,608     11,765:     5,713      1,556
Old  :    13,321:     1,610        240          0      5,998     11,525      7,608     11,765:     5,713      1,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :        16:         3        240          0        158       -222        161         18:      -145         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        1.8        0.0       45.0       86.5       57.1       88.3:      42.9       11.7
Old  :     100.0:      12.1        1.8        0.0       45.0       86.5       57.1       88.3:      42.9       11.7
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  :        28:         3          1          0         15         11         18         12:
Old  :        28:         3          1          0         15         11         18         12:
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  :                 26.1       47.2       40.5       75.3       26.1       46.5       40.5       74.3
Old  :                 26.1       47.2       40.5       75.3       26.1       46.5       40.5       74.3
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, February 22, 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  :    31,121:     2,487      5,872        269     23,781     17,964     26,537     24,105:     4,584      7,016
Old  :    31,121:     2,487      5,872        269     23,781     17,964     26,537     24,105:     4,584      7,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       742:      -327        222         43        883       -553        599       -288:       143      1,030
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       18.9        0.9       76.4       57.7       85.3       77.5:      14.7       22.5
Old  :     100.0:       8.0       18.9        0.9       76.4       57.7       85.3       77.5:      14.7       22.5
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  :        39:         3          5          2         20         18         24         24:
Old  :        39:         3          5          2         20         18         24         24:
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  :                 41.0       39.8       62.2       57.0       41.0       34.8       59.6       51.0
Old  :                 41.0       39.8       62.2       57.0       41.0       34.8       59.6       51.0
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, February 22, 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  :    87,506:     4,644     19,342        393     36,942     53,618     41,979     73,353:    45,527     14,153
Old  :    87,506:     4,644     19,342        393     36,942     53,618     41,979     73,353:    45,527     14,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     7,860:    -1,734      2,058       -217      3,035      3,428      1,083      5,269:     6,777      2,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       22.1        0.4       42.2       61.3       48.0       83.8:      52.0       16.2
Old  :     100.0:       5.3       22.1        0.4       42.2       61.3       48.0       83.8:      52.0       16.2
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  :        86:        14         24          6         35         29         54         54:
Old  :        86:        14         24          6         35         29         54         54:
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       43.0       27.8       56.9       19.0       41.7       27.1       54.3
Old  :                 19.0       43.0       27.8       56.9       19.0       41.7       27.1       54.3
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, February 22, 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  :   475,103:   114,855    106,549      3,859    311,799    163,993    430,512    274,401:    44,591    200,702
Old  :   475,103:   114,855    106,549      3,859    311,799    163,993    430,512    274,401:    44,591    200,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    56,490:    12,974     11,405       -653     31,378      7,089     43,699     17,841:    12,791     38,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       22.4        0.8       65.6       34.5       90.6       57.8:       9.4       42.2
Old  :     100.0:      24.2       22.4        0.8       65.6       34.5       90.6       57.8:       9.4       42.2
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  :       186:        49         71         15         44         37        100        116:
Old  :       186:        49         71         15         44         37        100        116:
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  :                 46.8       23.4       64.7       33.0       42.1       20.8       58.9       26.0
Old  :                 46.8       23.4       64.7       33.0       42.1       20.8       58.9       26.0
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, February 22, 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  :    97,405:    49,621      3,999      1,610     14,805     82,566     66,036     88,176:    31,369      9,229
Old  :    97,405:    49,621      3,999      1,610     14,805     82,566     66,036     88,176:    31,369      9,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     6,428:     5,272     -3,920      1,032       -843      9,014      5,460      6,126:       969        303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9        4.1        1.7       15.2       84.8       67.8       90.5:      32.2        9.5
Old  :     100.0:      50.9        4.1        1.7       15.2       84.8       67.8       90.5:      32.2        9.5
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  :        51:        21          3          3         10         23         33         27:
Old  :        51:        21          3          3         10         23         33         27:
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  :                 31.2       50.4       44.9       70.4       31.2       50.4       44.9       69.1
Old  :                 31.2       50.4       44.9       70.4       31.2       50.4       44.9       69.1
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, February 22, 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  :    31,666:     1,375     13,495        260     23,598     13,479     25,233     27,234:     6,433      4,431
Old  :    31,666:     1,375     13,495        260     23,598     13,479     25,233     27,234:     6,433      4,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     4,324:       111      2,683        186      4,812      1,274      5,109      4,143:      -785        181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       42.6        0.8       74.5       42.6       79.7       86.0:      20.3       14.0
Old  :     100.0:       4.3       42.6        0.8       74.5       42.6       79.7       86.0:      20.3       14.0
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  :        57:         5         13          3         29         19         36         33:
Old  :        57:         5         13          3         29         19         36         33:
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  :                 39.5       51.2       52.4       61.2       29.3       43.3       41.3       51.6
Old  :                 39.5       51.2       52.4       61.2       29.3       43.3       41.3       51.6
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, February 22, 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  :   200,022:    49,807     32,202      1,430    136,171    152,812    187,408    186,444:    12,614     13,578
Old  :   200,022:    49,807     32,202      1,430    136,171    152,812    187,408    186,444:    12,614     13,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    22,149:    10,339      3,779        819     10,971     18,311     22,130     22,909:        19       -760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       16.1        0.7       68.1       76.4       93.7       93.2:       6.3        6.8
Old  :     100.0:      24.9       16.1        0.7       68.1       76.4       93.7       93.2:       6.3        6.8
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  :       100:        15         33          6         26         40         46         74:
Old  :       100:        15         33          6         26         40         46         74:
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  :                 64.3       38.7       76.9       53.2       60.2       38.5       72.4       51.7
Old  :                 64.3       38.7       76.9       53.2       60.2       38.5       72.4       51.7
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, February 22, 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  :    39,231:    10,314      7,374      1,028     14,426     23,395     25,768     31,797:    13,463      7,434
Old  :    39,231:    10,314      7,374      1,028     14,426     23,395     25,768     31,797:    13,463      7,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       -39:       459     -1,855         18       -922        969       -445       -868:       406        829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       18.8        2.6       36.8       59.6       65.7       81.1:      34.3       18.9
Old  :     100.0:      26.3       18.8        2.6       36.8       59.6       65.7       81.1:      34.3       18.9
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  :        71:        19         15          4         16         22         38         40:
Old  :        71:        19         15          4         16         22         38         40:
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  :                 19.7       32.9       32.5       48.4       17.4       32.2       27.7       43.4
Old  :                 19.7       32.9       32.5       48.4       17.4       32.2       27.7       43.4
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, February 22, 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  :   119,517:       290      6,910      2,531     56,342     77,515     59,163     86,956:    60,354     32,561
Old  :   119,517:       290      6,910      2,531     56,342     77,515     59,163     86,956:    60,354     32,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :      -395:      -110         -5         10     -3,019     -1,434     -3,119     -1,429:     2,724      1,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        5.8        2.1       47.1       64.9       49.5       72.8:      50.5       27.2
Old  :     100.0:       0.2        5.8        2.1       47.1       64.9       49.5       72.8:      50.5       27.2
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  :        47:         2         15          4         20         26         25         43:
Old  :        47:         2         15          4         20         26         25         43:
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  :                 39.9       51.6       44.7       59.2        5.8       19.4        7.1       24.3
Old  :                 39.9       51.6       44.7       59.2        5.8       19.4        7.1       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 25, 2005