MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    23,146:     1,463      2,390      2,133     14,753     11,713     18,350     16,236:     4,796      6,910
Old  :    23,146:     1,463      2,390      2,133     14,753     11,713     18,350     16,236:     4,796      6,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :       345:        66        264        -74        214         99        206        289:       140         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       10.3        9.2       63.7       50.6       79.3       70.1:      20.7       29.9
Old  :     100.0:       6.3       10.3        9.2       63.7       50.6       79.3       70.1:      20.7       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  :        44:        11          8         15         22         17         39         34:
Old  :        44:        11          8         15         22         17         39         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       29.0       56.0       47.7       39.3       26.6       54.0       42.1
Old  :                 39.3       29.0       56.0       47.7       39.3       26.6       54.0       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   102,576:    15,502     19,914     23,514     47,403     27,990     86,419     71,418:    16,157     31,158
Old  :    62,648:    13,755     34,376      2,685     39,136     11,087     55,577     48,148:     7,070     14,500
Other:    39,928:    17,807      1,599      4,769      8,266     16,902     30,842     23,270:     9,087     16,659
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     7,617:     1,223     -1,574      3,390       -990      2,128      3,622      3,944:     3,995      3,673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       19.4       22.9       46.2       27.3       84.2       69.6:      15.8       30.4
Old  :     100.0:      22.0       54.9        4.3       62.5       17.7       88.7       76.9:      11.3       23.1
Other:     100.0:      44.6        4.0       11.9       20.7       42.3       77.2       58.3:      22.8       41.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        35         45         51         29         32        105         99:
Old  :       131:        33         52         18         22         30         66         89:
Other:        91:        37         12         22         19         26         69         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       18.3       40.3       29.6       27.3       14.7       39.7       23.7
Old  :                 44.0       27.2       61.9       38.6       44.0       27.2       61.9       38.5
Other:                 26.4       21.1       40.9       29.4       24.5       20.5       38.0       27.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   149,135:    34,196     37,206     19,914     73,411     61,307    127,521    118,427:    21,614     30,707
Old  :   149,135:    34,196     37,206     19,914     73,411     61,307    127,521    118,427:    21,614     30,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     2,368:      -382     -4,818      1,574     -2,167      3,444       -974        200:     3,342      2,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       24.9       13.4       49.2       41.1       85.5       79.4:      14.5       20.6
Old  :     100.0:      22.9       24.9       13.4       49.2       41.1       85.5       79.4:      14.5       20.6
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  :       218:        42         66         52         68         90        140        186:
Old  :       218:        42         66         52         68         90        140        186:
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  :                 22.7       12.9       37.7       21.5       22.7       10.4       36.8       18.6
Old  :                 22.7       12.9       37.7       21.5       22.7       10.4       36.8       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :     4,663:       912      1,831        303      1,250        603      2,465      2,736:     2,198      1,927
Old  :     4,663:       912      1,831        303      1,250        603      2,465      2,736:     2,198      1,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :        58:        14        479       -129         32       -121        -82        229:       140       -171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       39.3        6.5       26.8       12.9       52.9       58.7:      47.1       41.3
Old  :     100.0:      19.6       39.3        6.5       26.8       12.9       52.9       58.7:      47.1       41.3
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  :        47:        12         17          6         16         11         29         33:
Old  :        47:        12         17          6         16         11         29         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       24.8       31.2       33.1       17.6       24.8       28.0       32.0
Old  :                 19.1       24.8       31.2       33.1       17.6       24.8       28.0       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    33,463:    11,654      3,856      7,130      8,611      9,415     27,394     20,400:     6,069     13,063
Old  :    33,463:    11,654      3,856      7,130      8,611      9,415     27,394     20,400:     6,069     13,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :        35:     1,054        -94        320     -1,070        598        304        824:      -270       -789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       11.5       21.3       25.7       28.1       81.9       61.0:      18.1       39.0
Old  :     100.0:      34.8       11.5       21.3       25.7       28.1       81.9       61.0:      18.1       39.0
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  :       152:        44         29         38         53         52        123         99:
Old  :       152:        44         29         38         53         52        123         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       22.8       26.6       30.5       14.9       18.7       23.4       22.4
Old  :                 16.3       22.8       26.6       30.5       14.9       18.7       23.4       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   115,619:    42,899     17,678      1,379     35,053     77,247     79,331     96,304:    36,288     19,315
Old  :   115,619:    42,899     17,678      1,379     35,053     77,247     79,331     96,304:    36,288     19,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :    -1,419:    -2,429       -870         84      2,153     -1,061       -191     -1,847:    -1,228        427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       15.3        1.2       30.3       66.8       68.6       83.3:      31.4       16.7
Old  :     100.0:      37.1       15.3        1.2       30.3       66.8       68.6       83.3:      31.4       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        26         13          4         24         28         52         43:
Old  :        80:        26         13          4         24         28         52         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       30.7       33.9       49.1       20.5       30.6       33.7       48.8
Old  :                 20.5       30.7       33.9       49.1       20.5       30.6       33.7       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    68,516:     3,165     40,709         34     55,438     10,104     58,637     50,847:     9,879     17,669
Old  :    68,516:     3,165     40,709         34     55,438     10,104     58,637     50,847:     9,879     17,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     1,106:    -3,320      6,602       -373      6,610     -5,239      2,917        990:    -1,811        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       59.4        0.0       80.9       14.7       85.6       74.2:      14.4       25.8
Old  :     100.0:       4.6       59.4        0.0       80.9       14.7       85.6       74.2:      14.4       25.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         2         19          1          8         10         11         29:
Old  :        36:         2         19          1          8         10         11         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.4       36.9       84.4       49.3       73.4       36.8       82.6       49.2
Old  :                 73.4       36.9       84.4       49.3       73.4       36.8       82.6       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    81,504:    54,681      9,265        420     19,537     64,466     74,638     74,151:     6,867      7,353
Old  :    81,504:    54,681      9,265        420     19,537     64,466     74,638     74,151:     6,867      7,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :   -17,591:   -20,363      8,407        158      4,510    -27,709    -15,695    -19,144:    -1,895      1,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.1       11.4        0.5       24.0       79.1       91.6       91.0:       8.4        9.0
Old  :     100.0:      67.1       11.4        0.5       24.0       79.1       91.6       91.0:       8.4        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        43         10          3         17         15         62         26:
Old  :        81:        43         10          3         17         15         62         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       67.1       47.4       82.3       27.5       66.7       47.4       82.0
Old  :                 27.5       67.1       47.4       82.3       27.5       66.7       47.4       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    77,829:    21,692     16,484        834     35,185     42,345     57,711     59,662:    20,118     18,167
Old  :    77,829:    21,692     16,484        834     35,185     42,345     57,711     59,662:    20,118     18,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     1,701:     1,224     -1,724         58        647      6,130      1,929      4,464:      -228     -2,762
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       21.2        1.1       45.2       54.4       74.2       76.7:      25.8       23.3
Old  :     100.0:      27.9       21.2        1.1       45.2       54.4       74.2       76.7:      25.8       23.3
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  :        64:        15         14          4         18         26         35         42:
Old  :        64:        15         14          4         18         26         35         42:
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  :                 28.8       28.6       45.2       46.1       24.7       28.6       39.0       43.6
Old  :                 28.8       28.6       45.2       46.1       24.7       28.6       39.0       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   194,434:     7,256     41,111      5,432    150,986    120,178    163,674    166,722:    30,760     27,712
Old  :   194,434:     7,256     41,111      5,432    150,986    120,178    163,674    166,722:    30,760     27,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :      -628:    -3,214      1,909        310      3,103     -2,008        198        211:      -826       -839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       21.1        2.8       77.7       61.8       84.2       85.7:      15.8       14.3
Old  :     100.0:       3.7       21.1        2.8       77.7       61.8       84.2       85.7:      15.8       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  :        85:        12         31          8         28         33         45         67:
Old  :        85:        12         31          8         28         33         45         67:
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  :                 49.4       42.7       67.0       53.4       36.5       29.3       50.3       37.3
Old  :                 49.4       42.7       67.0       53.4       36.5       29.3       50.3       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   171,898:    23,320     30,392     13,672     84,223     79,356    121,216    123,421:    50,683     48,477
Old  :   171,898:    23,320     30,392     13,672     84,223     79,356    121,216    123,421:    50,683     48,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :    -3,894:    -3,015      3,809        -48      3,508     -4,610        445       -849:    -4,340     -3,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       17.7        8.0       49.0       46.2       70.5       71.8:      29.5       28.2
Old  :     100.0:      13.6       17.7        8.0       49.0       46.2       70.5       71.8:      29.5       28.2
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  :       100:        28         36         26         28         26         69         75:
Old  :       100:        28         36         26         28         26         69         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       30.5       39.9       40.3       21.8       19.8       32.0       28.0
Old  :                 27.6       30.5       39.9       40.3       21.8       19.8       32.0       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :13,485,601:   805,066    975,379  4,129,441  7,529,772  6,689,264 12,464,279 11,794,085: 1,021,322  1,691,517
Old  :13,485,601:   805,066    975,379  4,129,441  7,529,772  6,689,264 12,464,279 11,794,085: 1,021,322  1,691,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :   278,738:    60,166    -33,708     92,298    102,748    232,543    255,212    291,133:    23,526    -12,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        7.2       30.6       55.8       49.6       92.4       87.5:       7.6       12.5
Old  :     100.0:       6.0        7.2       30.6       55.8       49.6       92.4       87.5:       7.6       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  :       294:        64         68        106        145        151        260        278:
Old  :       294:        64         68        106        145        151        260        278:
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  :                 20.3       15.7       35.4       24.5       19.0        6.2       24.9       10.1
Old  :                 20.3       15.7       35.4       24.5       19.0        6.2       24.9       10.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   720,199:    52,476     56,277     40,960    481,785    517,942    575,220    615,179:   144,979    105,020
Old  :   720,199:    52,476     56,277     40,960    481,785    517,942    575,220    615,179:   144,979    105,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :   -11,001:    -3,386      2,618     -6,094      1,318     -2,991     -8,162     -6,467:    -2,839     -4,533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        7.8        5.7       66.9       71.9       79.9       85.4:      20.1       14.6
Old  :     100.0:       7.3        7.8        5.7       66.9       71.9       79.9       85.4:      20.1       14.6
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  :       207:        50         38         56         93         66        171        132:
Old  :       207:        50         38         56         93         66        171        132:
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  :                 19.2       31.2       28.2       44.4       19.2       30.4       28.2       43.3
Old  :                 19.2       31.2       28.2       44.4       19.2       30.4       28.2       43.3
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                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  : 1,116,596:   194,444    324,124     35,467    622,384    648,881    852,295  1,008,473:   264,300    108,123
Old  : 1,116,596:   194,444    324,124     35,467    622,384    648,881    852,295  1,008,473:   264,300    108,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :    40,091:    -5,563    -13,658      7,344     36,880     19,272     38,661     12,957:     1,429     27,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       29.0        3.2       55.7       58.1       76.3       90.3:      23.7        9.7
Old  :     100.0:      17.4       29.0        3.2       55.7       58.1       76.3       90.3:      23.7        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        43         58         32         60         66        126        133:
Old  :       197:        43         58         32         60         66        126        133:
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  :                 22.3       21.1       34.7       33.1       18.5       16.2       27.3       25.8
Old  :                 22.3       21.1       34.7       33.1       18.5       16.2       27.3       25.8
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                                                Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    12,331:     1,259          0          0      6,428     10,555      7,687     10,555:     4,644      1,776
Old  :    12,331:     1,259          0          0      6,428     10,555      7,687     10,555:     4,644      1,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :         8:       206          0          0        -11          4        195          4:      -187          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        0.0        0.0       52.1       85.6       62.3       85.6:      37.7       14.4
Old  :     100.0:      10.2        0.0        0.0       52.1       85.6       62.3       85.6:      37.7       14.4
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  :        28:         3          0          0         15         15         18         15:
Old  :        28:         3          0          0         15         15         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       38.3       44.2       65.0       27.3       37.9       41.2       63.9
Old  :                 28.0       38.3       44.2       65.0       27.3       37.9       41.2       63.9
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                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    33,095:     6,629      1,622          0     19,623     28,928     26,252     30,550:     6,843      2,545
Old  :    33,095:     6,629      1,622          0     19,623     28,928     26,252     30,550:     6,843      2,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :       698:      -637         18          0        952      1,191        315      1,209:       383       -511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        4.9        0.0       59.3       87.4       79.3       92.3:      20.7        7.7
Old  :     100.0:      20.0        4.9        0.0       59.3       87.4       79.3       92.3:      20.7        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          4          0         16         20         20         24:
Old  :        38:         4          4          0         16         20         20         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       55.7       65.4       75.6       49.0       55.7       64.8       71.2
Old  :                 49.3       55.7       65.4       75.6       49.0       55.7       64.8       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    57,451:     6,240     13,515        410     30,823     34,686     37,472     48,611:    19,979      8,840
Old  :    57,451:     6,240     13,515        410     30,823     34,686     37,472     48,611:    19,979      8,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     2,879:      -936      2,732        -10      1,364         40        419      2,762:     2,461        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       23.5        0.7       53.7       60.4       65.2       84.6:      34.8       15.4
Old  :     100.0:      10.9       23.5        0.7       53.7       60.4       65.2       84.6:      34.8       15.4
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  :        80:        11         18          2         34         30         47         48:
Old  :        80:        11         18          2         34         30         47         48:
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  :                 22.1       34.4       32.5       49.2       20.2       29.6       29.5       42.8
Old  :                 22.1       34.4       32.5       49.2       20.2       29.6       29.5       42.8
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                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   338,190:   120,072     74,103      2,705    195,390    201,433    318,167    278,241:    20,023     59,949
Old  :   338,190:   120,072     74,103      2,705    195,390    201,433    318,167    278,241:    20,023     59,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :    13,670:     3,344     -1,111        -77     10,407      6,560     13,674      5,372:        -5      8,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       21.9        0.8       57.8       59.6       94.1       82.3:       5.9       17.7
Old  :     100.0:      35.5       21.9        0.8       57.8       59.6       94.1       82.3:       5.9       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        69         61         15         43         37        120        105:
Old  :       199:        69         61         15         43         37        120        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       31.6       55.0       42.8       28.9       18.4       39.8       27.2
Old  :                 39.6       31.6       55.0       42.8       28.9       18.4       39.8       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    61,505:    14,661      2,791          0     27,045     46,385     41,706     49,176:    19,799     12,329
Old  :    61,505:    14,661      2,791          0     27,045     46,385     41,706     49,176:    19,799     12,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :   -13,522:   -12,429      2,005          0      3,230    -18,782     -9,199    -16,777:    -4,323      3,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        4.5        0.0       44.0       75.4       67.8       80.0:      32.2       20.0
Old  :     100.0:      23.8        4.5        0.0       44.0       75.4       67.8       80.0:      32.2       20.0
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  :        42:        11          4          0         15         17         26         21:
Old  :        42:        11          4          0         15         17         26         21:
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  :                 37.3       39.0       49.9       60.1       37.3       38.2       49.9       58.8
Old  :                 37.3       39.0       49.9       60.1       37.3       38.2       49.9       58.8
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                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    36,116:       220      5,163          0     30,821     25,208     31,041     30,372:     5,075      5,744
Old  :    36,116:       220      5,163          0     30,821     25,208     31,041     30,372:     5,075      5,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     4,102:         0        825          0      3,085      2,995      3,085      3,820:     1,017        282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       14.3        0.0       85.3       69.8       85.9       84.1:      14.1       15.9
Old  :     100.0:       0.6       14.3        0.0       85.3       69.8       85.9       84.1:      14.1       15.9
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  :        57:         1         12          0         30         26         31         38:
Old  :        57:         1         12          0         30         26         31         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       35.3       68.3       48.9       56.7       35.3       66.4       48.9
Old  :                 58.7       35.3       68.3       48.9       56.7       35.3       66.4       48.9
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                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   246,536:    12,250     47,823      2,208    221,317    184,554    235,776    234,585:    10,761     11,951
Old  :   246,536:    12,250     47,823      2,208    221,317    184,554    235,776    234,585:    10,761     11,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :    16,322:      -685        941       -604     19,072     14,757     17,782     15,094:    -1,460      1,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       19.4        0.9       89.8       74.9       95.6       95.2:       4.4        4.8
Old  :     100.0:       5.0       19.4        0.9       89.8       74.9       95.6       95.2:       4.4        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  :       124:        16         42         10         35         51         57         97:
Old  :       124:        16         42         10         35         51         57         97:
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  :                 60.9       38.0       71.3       54.5       57.2       33.2       65.4       47.6
Old  :                 60.9       38.0       71.3       54.5       57.2       33.2       65.4       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    57,643:    20,198     11,770        911     20,150     32,167     41,259     44,848:    16,384     12,795
Old  :    57,643:    20,198     11,770        911     20,150     32,167     41,259     44,848:    16,384     12,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     6,897:     1,306      1,946        163      3,189      2,781      4,658      4,890:     2,239      2,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       20.4        1.6       35.0       55.8       71.6       77.8:      28.4       22.2
Old  :     100.0:      35.0       20.4        1.6       35.0       55.8       71.6       77.8:      28.4       22.2
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  :        85:        26         18          4         22         24         51         44:
Old  :        85:        26         18          4         22         24         51         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       36.2       30.4       47.4       15.6       36.2       27.3       45.4
Old  :                 17.9       36.2       30.4       47.4       15.6       36.2       27.3       45.4
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                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    30,684:     7,288        891        239     18,584     10,978     26,111     12,108:     4,573     18,576
Old  :    30,684:     7,288        891        239     18,584     10,978     26,111     12,108:     4,573     18,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     2,095:       689        623        239      1,107      1,541      2,035      2,403:        60       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        2.9        0.8       60.6       35.8       85.1       39.5:      14.9       60.5
Old  :     100.0:      23.8        2.9        0.8       60.6       35.8       85.1       39.5:      14.9       60.5
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  :        31:        11          2          3         10          9         21         14:
Old  :        31:        11          2          3         10          9         21         14:
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  :                 55.9       26.7       69.4       35.5       55.2       24.9       66.9       32.8
Old  :                 55.9       26.7       69.4       35.5       55.2       24.9       66.9       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    38,581:     1,253      2,502          0     18,843     25,371     20,096     27,873:    18,485     10,708
Old  :    38,581:     1,253      2,502          0     18,843     25,371     20,096     27,873:    18,485     10,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     2,967:      -965          0          0      2,418      1,131      1,453      1,131:     1,514      1,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        6.5        0.0       48.8       65.8       52.1       72.2:      47.9       27.8
Old  :     100.0:       3.2        6.5        0.0       48.8       65.8       52.1       72.2:      47.9       27.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          9          0         16         22         19         31:
Old  :        38:         3          9          0         16         22         19         31:
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  :                 27.3       35.0       38.7       55.2       15.0       25.6       20.8       33.2
Old  :                 27.3       35.0       38.7       55.2       15.0       25.6       20.8       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 26, 2005