MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :    24,618:     1,125      1,558      2,374     16,149     13,319     19,647     17,251:     4,971      7,367
Old  :    24,618:     1,125      1,558      2,374     16,149     13,319     19,647     17,251:     4,971      7,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     1,368:       -76        -34        120      1,028        933      1,072      1,018:       295        350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        6.3        9.6       65.6       54.1       79.8       70.1:      20.2       29.9
Old  :     100.0:       4.6        6.3        9.6       65.6       54.1       79.8       70.1:      20.2       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  :        41:         9          2          9         26         20         36         30:
Old  :        41:         9          2          9         26         20         36         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  :                 41.1       26.9       55.7       46.1       41.1       23.5       53.4       39.9
Old  :                 41.1       26.9       55.7       46.1       41.1       23.5       53.4       39.9
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, July 19, 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  :   103,753:    12,873     24,819     29,792     48,432     22,309     91,097     76,920:    12,656     26,833
Old  :    84,025:    11,443     26,456     22,424     41,621     15,795     75,487     64,674:     8,538     19,351
Other:    19,728:     6,129      3,062      2,669      6,812      6,515     15,610     12,246:     4,119      7,482
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     3,142:       415       -437      3,986       -761       -619      3,640      2,930:      -499        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       23.9       28.7       46.7       21.5       87.8       74.1:      12.2       25.9
Old  :     100.0:      13.6       31.5       26.7       49.5       18.8       89.8       77.0:      10.2       23.0
Other:     100.0:      31.1       15.5       13.5       34.5       33.0       79.1       62.1:      20.9       37.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        35         57         49         25         29         97        108:
Old  :       143:        33         61         41         23         29         87        107:
Other:        56:        21         10         12         12         19         38         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.3       18.8       44.6       29.4       28.3       12.8       41.7       19.9
Old  :                 34.8       19.9       52.2       30.5       34.8       12.1       48.6       20.7
Other:                 40.5       29.7       58.6       39.0       39.2       21.3       54.6       29.1
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :     2,659:       458        975        245        712        444      1,415      1,664:     1,245        996
Old  :     2,409:       465        991        201        601        381      1,266      1,573:     1,143        836
Other:       250:        37         27          0        111         63        148         90:       101        159
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :      -296:       -59        -80        -30        -10       -159        -99       -268:      -196        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       36.7        9.2       26.8       16.7       53.2       62.6:      46.8       37.4
Old  :     100.0:      19.3       41.1        8.3       24.9       15.8       52.6       65.3:      47.4       34.7
Other:     100.0:      15.0       10.9        0.0       44.4       25.2       59.4       36.2:      40.6       63.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        10         14          9          9          5         24         23:
Old  :        34:        10         14          7          9          4         23         21:
Other:        15:         3          5          0          4          3          7          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       34.3       36.1       45.8       23.8       33.2       31.9       42.7
Old  :                 25.6       35.7       36.1       48.4       22.6       35.7       32.1       46.2
Other:                 50.0       31.2       59.4       36.2       50.0       31.2       59.4       36.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   156,668:    30,937     36,486     23,520     80,215     63,501    134,672    123,506:    21,996     33,161
Old  :   156,668:    30,937     36,486     23,520     80,215     63,501    134,672    123,506:    21,996     33,161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     7,655:     2,572        791      2,800      2,021      3,273      7,393      6,864:       262        791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       23.3       15.0       51.2       40.5       86.0       78.8:      14.0       21.2
Old  :     100.0:      19.7       23.3       15.0       51.2       40.5       86.0       78.8:      14.0       21.2
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  :       253:        55         73         64         76        102        162        216:
Old  :       253:        55         73         64         76        102        162        216:
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  :                 24.1       10.2       38.5       18.0       24.0        9.0       37.7       16.2
Old  :                 24.1       10.2       38.5       18.0       24.0        9.0       37.7       16.2
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, July 19, 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  :     3,451:       946        802        122        862      1,130      1,929      2,054:     1,522      1,397
Old  :     3,451:       946        802        122        862      1,130      1,929      2,054:     1,522      1,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :      -348:       100       -129        -75       -140         52       -116       -152:      -232       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       23.3        3.5       25.0       32.8       55.9       59.5:      44.1       40.5
Old  :     100.0:      27.4       23.3        3.5       25.0       32.8       55.9       59.5:      44.1       40.5
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  :        35:         7         10          6         13         11         24         23:
Old  :        35:         7         10          6         13         11         24         23:
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  :                 24.1       34.8       38.1       47.3       24.1       34.3       37.5       45.1
Old  :                 24.1       34.8       38.1       47.3       24.1       34.3       37.5       45.1
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, July 19, 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  :    28,215:     7,473      2,935      5,859      9,159      6,151     22,491     14,945:     5,724     13,270
Old  :    28,215:     7,473      2,935      5,859      9,159      6,151     22,491     14,945:     5,724     13,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :       142:    -2,370        499        744      1,209        323       -417      1,566:       559     -1,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       10.4       20.8       32.5       21.8       79.7       53.0:      20.3       47.0
Old  :     100.0:      26.5       10.4       20.8       32.5       21.8       79.7       53.0:      20.3       47.0
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  :       139:        40         25         28         53         50        108         91:
Old  :       139:        40         25         28         53         50        108         91:
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       15.2       27.9       22.8       12.4       11.1       21.3       15.6
Old  :                 17.9       15.2       27.9       22.8       12.4       11.1       21.3       15.6
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, July 19, 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  :    97,879:    36,727      9,881      1,533     25,341     67,750     63,601     79,164:    34,278     18,716
Old  :    97,879:    36,727      9,881      1,533     25,341     67,750     63,601     79,164:    34,278     18,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :      -998:      -172     -2,784        -95     -1,296      3,227     -1,564        348:       566     -1,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5       10.1        1.6       25.9       69.2       65.0       80.9:      35.0       19.1
Old  :     100.0:      37.5       10.1        1.6       25.9       69.2       65.0       80.9:      35.0       19.1
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  :        74:        28          9          5         24         25         54         37:
Old  :        74:        28          9          5         24         25         54         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  :                 17.2       32.7       30.4       51.7       17.2       32.7       28.9       51.3
Old  :                 17.2       32.7       30.4       51.7       17.2       32.7       28.9       51.3
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, July 19, 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  :    73,164:     6,019     42,511          1     59,067      7,684     65,087     50,196:     8,077     22,968
Old  :    73,164:     6,019     42,511          1     59,067      7,684     65,087     50,196:     8,077     22,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     3,054:     3,028      1,572          1      1,145      1,479      4,174      3,052:    -1,120          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       58.1        0.0       80.7       10.5       89.0       68.6:      11.0       31.4
Old  :     100.0:       8.2       58.1        0.0       80.7       10.5       89.0       68.6:      11.0       31.4
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  :        42:         2         27          1          9          8         11         36:
Old  :        42:         2         27          1          9          8         11         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  :                 68.3       28.1       88.9       40.1       68.3       28.1       88.2       40.1
Old  :                 68.3       28.1       88.9       40.1       68.3       28.1       88.2       40.1
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, July 19, 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  :    94,885:    74,717      4,377        305     11,198     84,265     86,220     88,947:     8,665      5,939
Old  :    94,885:    74,717      4,377        305     11,198     84,265     86,220     88,947:     8,665      5,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    -5,685:    -4,574       -511         82     -1,173     -5,243     -5,665     -5,672:       -20        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.7        4.6        0.3       11.8       88.8       90.9       93.7:       9.1        6.3
Old  :     100.0:      78.7        4.6        0.3       11.8       88.8       90.9       93.7:       9.1        6.3
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  :        95:        64          5          3         15         14         79         22:
Old  :        95:        64          5          3         15         14         79         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  :                 29.4       69.6       44.3       86.5       29.4       69.0       44.3       85.9
Old  :                 29.4       69.6       44.3       86.5       29.4       69.0       44.3       85.9
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, July 19, 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  :    80,777:    11,360     37,220        895     49,161     22,211     61,416     60,326:    19,361     20,451
Old  :    80,777:    11,360     37,220        895     49,161     22,211     61,416     60,326:    19,361     20,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     3,499:     2,052      5,349        -60        782       -448      2,774      4,841:       725     -1,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       46.1        1.1       60.9       27.5       76.0       74.7:      24.0       25.3
Old  :     100.0:      14.1       46.1        1.1       60.9       27.5       76.0       74.7:      24.0       25.3
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  :        66:        11         24          3         20         20         33         45:
Old  :        66:        11         24          3         20         20         33         45:
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  :                 41.1       28.4       54.6       39.4       37.0       28.4       50.5       39.0
Old  :                 41.1       28.4       54.6       39.4       37.0       28.4       50.5       39.0
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, July 19, 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  :   196,245:     7,124     68,835      5,473    154,913     85,464    167,510    159,771:    28,735     36,474
Old  :   196,245:     7,124     68,835      5,473    154,913     85,464    167,510    159,771:    28,735     36,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     7,387:    -1,583     -5,405       -388      7,297     10,650      5,327      4,857:     2,060      2,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       35.1        2.8       78.9       43.5       85.4       81.4:      14.6       18.6
Old  :     100.0:       3.6       35.1        2.8       78.9       43.5       85.4       81.4:      14.6       18.6
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  :        96:        14         40          7         29         30         46         74:
Old  :        96:        14         40          7         29         30         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  :                 45.8       33.0       65.7       45.7       34.0       21.9       48.1       32.1
Old  :                 45.8       33.0       65.7       45.7       34.0       21.9       48.1       32.1
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, July 19, 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  :   170,756:    23,116     35,281     12,694     82,333     67,681    118,143    115,656:    52,612     55,100
Old  :   170,756:    23,116     35,281     12,694     82,333     67,681    118,143    115,656:    52,612     55,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     3,569:    -1,525      3,219        334      2,290      1,889      1,099      5,443:     2,470     -1,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       20.7        7.4       48.2       39.6       69.2       67.7:      30.8       32.3
Old  :     100.0:      13.5       20.7        7.4       48.2       39.6       69.2       67.7:      30.8       32.3
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  :       106:        24         39         21         32         32         68         80:
Old  :       106:        24         39         21         32         32         68         80:
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  :                 25.9       19.8       38.4       29.9       23.2       18.6       35.3       27.7
Old  :                 25.9       19.8       38.4       29.9       23.2       18.6       35.3       27.7
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, July 19, 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  :    60,913:     9,372      1,000        360     47,036     54,223     56,768     55,583:     4,145      5,330
Old  :    60,913:     9,372      1,000        360     47,036     54,223     56,768     55,583:     4,145      5,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :   -24,172:   -14,089       -166        310     -6,344    -17,523    -20,123    -17,379:    -4,049     -6,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        1.6        0.6       77.2       89.0       93.2       91.2:       6.8        8.8
Old  :     100.0:      15.4        1.6        0.6       77.2       89.0       93.2       91.2:       6.8        8.8
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  :        24:         3          1          1         10         15         13         17:
Old  :        24:         3          1          1         10         15         13         17:
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  :                 68.6       65.7       86.7       82.6       67.1       61.1       82.2       77.8
Old  :                 68.6       65.7       86.7       82.6       67.1       61.1       82.2       77.8
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, July 19, 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  :11,817,476:   670,412    869,346  3,579,782  6,620,163  5,825,485 10,870,358 10,274,613:   947,118  1,542,863
Old  :11,817,476:   670,412    869,346  3,579,782  6,620,163  5,825,485 10,870,358 10,274,613:   947,118  1,542,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    -9,736:     5,553    131,053     63,263     -9,446    -83,919     59,370    110,397:   -69,105   -120,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        7.4       30.3       56.0       49.3       92.0       86.9:       8.0       13.1
Old  :     100.0:       5.7        7.4       30.3       56.0       49.3       92.0       86.9:       8.0       13.1
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  :       285:        64         65        102        141        147        251        271:
Old  :       285:        64         65        102        141        147        251        271:
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  :                 20.4       13.3       35.3       22.4       18.9        6.6       26.3       10.9
Old  :                 20.4       13.3       35.3       22.4       18.9        6.6       26.3       10.9
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, July 19, 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  :   714,806:    57,137     41,077     34,232    483,516    517,110    574,885    592,420:   139,920    122,386
Old  :   714,806:    57,137     41,077     34,232    483,516    517,110    574,885    592,420:   139,920    122,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :   -11,375:     2,315       -756     -8,146     -7,564     -6,050    -13,396    -14,953:     2,021      3,578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        5.7        4.8       67.6       72.3       80.4       82.9:      19.6       17.1
Old  :     100.0:       8.0        5.7        4.8       67.6       72.3       80.4       82.9:      19.6       17.1
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  :       197:        43         35         49         93         67        164        123:
Old  :       197:        43         35         49         93         67        164        123:
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  :                 19.3       32.2       28.1       45.8       19.2       31.4       28.0       44.9
Old  :                 19.3       32.2       28.1       45.8       19.2       31.4       28.0       44.9
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, July 19, 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  :   973,544:   137,560    239,560     16,238    484,869    617,888    638,666    873,687:   334,877     99,857
Old  :   973,544:   137,560    239,560     16,238    484,869    617,888    638,666    873,687:   334,877     99,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :   -11,697:    22,310    -11,235    -11,255    -39,364     17,131    -28,309     -5,359:    16,612     -6,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       24.6        1.7       49.8       63.5       65.6       89.7:      34.4       10.3
Old  :     100.0:      14.1       24.6        1.7       49.8       63.5       65.6       89.7:      34.4       10.3
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  :       181:        36         58         30         55         63        113        129:
Old  :       181:        36         58         30         55         63        113        129:
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       27.2       31.0       40.7       17.5       24.0       24.9       35.3
Old  :                 21.4       27.2       31.0       40.7       17.5       24.0       24.9       35.3
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, July 19, 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  :    12,266:     1,060        337          0      6,543     10,960      7,603     11,297:     4,663        969
Old  :    12,266:     1,060        337          0      6,543     10,960      7,603     11,297:     4,663        969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :        -4:         0        -16          0         18          3         18        -13:       -22          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        2.7        0.0       53.3       89.4       62.0       92.1:      38.0        7.9
Old  :     100.0:       8.6        2.7        0.0       53.3       89.4       62.0       92.1:      38.0        7.9
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  :        29:         2          1          0         14         16         16         17:
Old  :        29:         2          1          0         14         16         16         17:
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  :                 27.7       38.4       43.5       66.2       26.0       37.4       40.9       64.9
Old  :                 27.7       38.4       43.5       66.2       26.0       37.4       40.9       64.9
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, July 19, 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  :    30,841:     8,875      1,584          0     17,455     25,387     26,330     26,971:     4,511      3,870
Old  :    30,841:     8,875      1,584          0     17,455     25,387     26,330     26,971:     4,511      3,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :      -729:       353        292       -123       -960     -1,048       -730       -879:         1        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        5.1        0.0       56.6       82.3       85.4       87.5:      14.6       12.5
Old  :     100.0:      28.8        5.1        0.0       56.6       82.3       85.4       87.5:      14.6       12.5
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  :        40:         8          3          0         16         19         24         22:
Old  :        40:         8          3          0         16         19         24         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  :                 49.8       51.0       67.7       66.1       49.7       49.6       65.2       64.0
Old  :                 49.8       51.0       67.7       66.1       49.7       49.6       65.2       64.0
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, July 19, 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  :    48,125:     7,494      7,104        101     26,263     32,005     33,857     39,210:    14,268      8,915
Old  :    48,125:     7,494      7,104        101     26,263     32,005     33,857     39,210:    14,268      8,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    -2,565:       979     -1,682         21       -169       -893        831     -2,554:    -3,397        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       14.8        0.2       54.6       66.5       70.4       81.5:      29.6       18.5
Old  :     100.0:      15.6       14.8        0.2       54.6       66.5       70.4       81.5:      29.6       18.5
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  :        71:        13         12          1         30         24         43         37:
Old  :        71:        13         12          1         30         24         43         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  :                 22.4       40.7       34.5       55.1       20.8       35.1       31.7       49.1
Old  :                 22.4       40.7       34.5       55.1       20.8       35.1       31.7       49.1
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, July 19, 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  :   266,971:    99,644     72,309      2,153    144,682    158,813    246,479    233,276:    20,492     33,696
Old  :   266,971:    99,644     72,309      2,153    144,682    158,813    246,479    233,276:    20,492     33,696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     7,542:    28,116     -3,408     -1,265    -16,463     37,271     10,388     32,597:    -2,846    -25,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       27.1        0.8       54.2       59.5       92.3       87.4:       7.7       12.6
Old  :     100.0:      37.3       27.1        0.8       54.2       59.5       92.3       87.4:       7.7       12.6
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  :       190:        70         54         11         36         42        112        101:
Old  :       190:        70         54         11         36         42        112        101:
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  :                 40.1       29.8       51.7       40.3       35.1       24.9       43.1       34.2
Old  :                 40.1       29.8       51.7       40.3       35.1       24.9       43.1       34.2
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, July 19, 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  :    64,539:    16,209      9,453          7     32,113     38,820     48,329     48,280:    16,211     16,259
Old  :    64,539:    16,209      9,453          7     32,113     38,820     48,329     48,280:    16,211     16,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :      -831:    -1,659        141          0      2,832       -894      1,173       -753:    -2,003        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       14.6        0.0       49.8       60.2       74.9       74.8:      25.1       25.2
Old  :     100.0:      25.1       14.6        0.0       49.8       60.2       74.9       74.8:      25.1       25.2
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  :        42:         7          9          1         16         16         24         25:
Old  :        42:         7          9          1         16         16         24         25:
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  :                 49.1       33.5       61.5       51.7       49.0       32.6       61.3       50.9
Old  :                 49.1       33.5       61.5       51.7       49.0       32.6       61.3       50.9
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, July 19, 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  :    29,276:       778      4,244          0     23,433     19,290     24,211     23,535:     5,065      5,741
Old  :    29,276:       778      4,244          0     23,433     19,290     24,211     23,535:     5,065      5,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :       168:       -22        194          0         93     -1,607         71     -1,413:        97      1,581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       14.5        0.0       80.0       65.9       82.7       80.4:      17.3       19.6
Old  :     100.0:       2.7       14.5        0.0       80.0       65.9       82.7       80.4:      17.3       19.6
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  :        53:         3         10          0         28         22         31         32:
Old  :        53:         3         10          0         28         22         31         32:
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  :                 50.5       36.6       60.2       50.8       49.7       36.6       59.3       50.6
Old  :                 50.5       36.6       60.2       50.8       49.7       36.6       59.3       50.6
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, July 19, 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  :   225,872:    26,161     43,361      1,358    185,222    170,253    212,741    214,972:    13,131     10,901
Old  :   225,872:    26,161     43,361      1,358    185,222    170,253    212,741    214,972:    13,131     10,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    -3,766:      -720       -578       -599     -2,145         10     -3,463     -1,167:      -302     -2,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       19.2        0.6       82.0       75.4       94.2       95.2:       5.8        4.8
Old  :     100.0:      11.6       19.2        0.6       82.0       75.4       94.2       95.2:       5.8        4.8
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  :       128:        26         37         11         35         48         67         90:
Old  :       128:        26         37         11         35         48         67         90:
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  :                 56.5       35.5       66.5       51.5       51.7       33.3       60.5       48.2
Old  :                 56.5       35.5       66.5       51.5       51.7       33.3       60.5       48.2
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, July 19, 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  :    38,330:    13,164      7,083        661     13,040     22,170     26,865     29,914:    11,465      8,416
Old  :    38,330:    13,164      7,083        661     13,040     22,170     26,865     29,914:    11,465      8,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     2,446:     1,352      1,146        -19        972        730      2,305      1,857:       141        589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       18.5        1.7       34.0       57.8       70.1       78.0:      29.9       22.0
Old  :     100.0:      34.3       18.5        1.7       34.0       57.8       70.1       78.0:      29.9       22.0
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  :        74:        26         13          4         16         21         44         37:
Old  :        74:        26         13          4         16         21         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  :                 20.7       38.9       32.7       49.2       20.7       38.4       32.7       48.7
Old  :                 20.7       38.9       32.7       49.2       20.7       38.4       32.7       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    22,289:     5,592          0         70     12,129      5,694     17,791      5,764:     4,498     16,525
Old  :    22,289:     5,592          0         70     12,129      5,694     17,791      5,764:     4,498     16,525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     4,938:       628       -200         70      2,733      3,494      3,431      3,364:     1,507      1,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        0.0        0.3       54.4       25.5       79.8       25.9:      20.2       74.1
Old  :     100.0:      25.1        0.0        0.3       54.4       25.5       79.8       25.9:      20.2       74.1
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  :        20:         9          0          1          9          3         18          4:
Old  :        20:         9          0          1          9          3         18          4:
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  :                 51.6       25.9       62.8       25.9       49.9       20.6       60.0       20.6
Old  :                 51.6       25.9       62.8       25.9       49.9       20.6       60.0       20.6
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, July 19, 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  :    28,964:     1,153      2,366        107     14,289     22,338     15,549     24,811:    13,415      4,153
Old  :    28,964:     1,153      2,366        107     14,289     22,338     15,549     24,811:    13,415      4,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :       629:      -142         55       -334        981        339        505         60:       124        569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        8.2        0.4       49.3       77.1       53.7       85.7:      46.3       14.3
Old  :     100.0:       4.0        8.2        0.4       49.3       77.1       53.7       85.7:      46.3       14.3
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  :        35:         3         10          2         13         19         17         30:
Old  :        35:         3         10          2         13         19         17         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  :                 28.9       51.6       43.5       67.0       14.1       31.4       18.8       38.9
Old  :                 28.9       51.6       43.5       67.0       14.1       31.4       18.8       38.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 22, 2005