MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,150
COMMITMENTS
   1,665    2,181    5,076   16,211   15,217   22,952   22,474    6,197    6,676

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     -5,329)
    -952     -350   -1,248   -3,464   -3,214   -5,664   -4,812      335     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      7.5     17.4     55.6     52.2     78.7     77.1     21.3     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        7       17       22       21       41       38
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      109,237
COMMITMENTS
  26,522    5,998   19,940   42,896   47,283   89,358   73,221   19,879   36,017

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        339)
   3,674      -46   -3,784      924    3,011      813     -819     -474    1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      5.5     18.3     39.3     43.3     81.8     67.0     18.2     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      59       26       44       31       39      125       87
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,989
COMMITMENTS
     320    1,441      155    1,697      373    2,171    1,969      817    1,020

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        -65)
      61      -35       51       43      -26      155      -10     -221      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     48.2      5.2     56.8     12.5     72.7     65.9     27.3     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       17        5        8        1       18       20
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      151,858
COMMITMENTS
  45,377    8,164   21,357   68,740   78,595  135,474  108,115   16,385   43,743

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      8,915)
   6,257   -3,735      932     -577    5,046    6,612    2,243    2,304    6,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9      5.4     14.1     45.3     51.8     89.2     71.2     10.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      67       28       45       72      104      157      164
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,597
COMMITMENTS
   2,075      274      413      894    3,316    3,382    4,003    2,215    1,594

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        -76)
     -94       90      -51       26     -180     -119     -141       43       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      4.9      7.4     16.0     59.2     60.4     71.5     39.6     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      23        8        8       13       19       39       33
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,236
COMMITMENTS
   8,719    1,178    6,533    9,290    7,257   24,541   14,968    4,695   14,268

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      1,795)
   1,506     -805      175     -130    1,439    1,551      809      243      986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      4.0     22.3     31.8     24.8     83.9     51.2     16.1     48.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      43       16       28       42       48       98       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      110,529
COMMITMENTS
  17,809   14,325      990   61,449   77,494   80,248   92,810   30,282   17,719

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      5,334)
   5,693   -5,311   -1,428    1,254   14,033    5,518    7,293     -184   -1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     13.0      0.9     55.6     70.1     72.6     84.0     27.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       12        4       26       27       46       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       68,252
COMMITMENTS
   7,474   10,501    1,346   39,620   43,558   48,440   55,405   19,812   12,847

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      5,024)
     176    1,285      942    2,819    3,780    3,937    6,007    1,087     -983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     15.4      2.0     58.0     63.8     71.0     81.2     29.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        6        2       17       16       26       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      125,660
COMMITMENTS
  73,217    8,443    1,785   36,018  107,187  111,020  117,415   14,640    8,245

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     23,003)
   2,218     -442    1,529   15,480   17,882   19,227   18,968    3,776    4,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.3      6.7      1.4     28.7     85.3     88.3     93.4     11.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      62       11        5       21       27       87       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      101,072
COMMITMENTS
  46,452    5,279    1,951   21,361   80,646   69,764   87,876   31,308   13,196

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     18,186)
   8,471      728    1,348    5,183   17,666   15,002   19,743    3,184   -1,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.0      5.2      1.9     21.1     79.8     69.0     86.9     31.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      28        8        6       13       19       43       31
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      194,559
COMMITMENTS
  13,986   23,045    5,110  139,876  142,037  158,972  170,191   35,587   24,368

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     13,772)
     659    3,018    2,234    9,927    7,220   12,819   12,471      953    1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     11.8      2.6     71.9     73.0     81.7     87.5     18.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      18       16        9       27       26       48       48
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      190,458
COMMITMENTS
  35,645   14,279    9,922   77,590  113,023  123,158  137,225   67,300   53,233

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:    -21,073)
  -7,055    3,610  -11,252      646   -8,076  -17,661  -15,718   -3,412   -5,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      7.5      5.2     40.7     59.3     64.7     72.0     35.3     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      31       25       21       33       34       74       70
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       11,871
COMMITMENTS
   5,933        0        0    3,852   10,846    9,785   10,846    2,086    1,025

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.0      0.0      0.0     32.4     91.4     82.4     91.4     17.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        0        0        7       11       15       11
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       60,857
COMMITMENTS
  14,573    1,906       62   40,533   50,920   55,168   52,888    5,689    7,969

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     27,082)
   4,207      266     -188   22,103   24,766   26,122   24,844      960    2,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      3.1      0.1     66.6     83.7     90.7     86.9      9.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        2       11       16       16       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,559,938
COMMITMENTS
 698,975  1182284  4117520  7736064  6587980 12552560 11887784  1007378  1672155

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:    213,472)
  -4,671   33,527  136,794  114,074   56,327  246,197  226,648  -32,725  -13,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      8.7     30.4     57.1     48.6     92.6     87.7      7.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      57       77      104      131      145      247      271
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      789,857
COMMITMENTS
  69,197   85,219   43,204  518,307  540,846  630,708  669,270  159,149  120,587

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     24,507)
   2,326    2,439    9,165   15,120   18,076   26,612   29,680   -2,105   -5,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     10.8      5.5     65.6     68.5     79.9     84.7     20.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      52       38       52       99       74      179      136
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,091,958
COMMITMENTS
 228,533  267,079   33,517  498,541  695,563  760,591  996,159  331,367   95,799

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     64,713)
  20,066    3,301   10,996   49,849   56,436   80,910   70,733  -16,197   -6,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     24.5      3.1     45.7     63.7     69.7     91.2     30.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      40       64       29       57       56      116      130
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       15,358
COMMITMENTS
   1,795      478      617    7,128   12,397    9,540   13,492    5,818    1,866

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      1,445)
     228      -45      561      292      685    1,081    1,201      364      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      3.1      4.0     46.4     80.7     62.1     87.8     37.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        2       17       12       22       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       33,166
COMMITMENTS
   3,912    6,008    1,497   22,094   17,981   27,503   25,486    5,663    7,680

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        721)
    -646     -163    1,224      534     -669    1,112      392     -391      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     18.1      4.5     66.6     54.2     82.9     76.8     17.1     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        5        6       16       20       25       28
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       85,956
COMMITMENTS
   4,969   13,266    1,021   45,162   60,588   51,152   74,875   34,804   11,082

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     -4,172)
     450   -6,746      836    4,517    2,885    5,803   -3,025   -9,975   -1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     15.4      1.2     52.5     70.5     59.5     87.1     40.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14       24        7       38       34       59       60
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      392,342
COMMITMENTS
  82,046  101,231    2,651  279,258  156,341  363,956  260,223   28,386  132,119

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:    -66,131)
 -32,893    1,878     -394  -26,871  -13,054  -60,158  -11,570   -5,973  -54,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     25.8      0.7     71.2     39.8     92.8     66.3      7.2     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      51       56       12       43       33       98       97
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      136,644
COMMITMENTS
  54,063    3,496    4,900   40,497  115,441   99,460  123,837   37,184   12,807

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     29,968)
  -1,547    2,625    2,558   23,399   19,935   24,411   25,119    5,558    4,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6      2.6      3.6     29.6     84.5     72.8     90.6     27.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      21        4        4       16       26       39       32
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       40,029
COMMITMENTS
   1,652   15,694      224   31,597   19,293   33,473   35,211    6,555    4,818

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      4,242)
     149    1,144      -86    3,939    2,859    4,002    3,917      240      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     39.2      0.6     78.9     48.2     83.6     88.0     16.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5       11        2       28       23       34       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      213,999
COMMITMENTS
  66,357   37,077    4,755  131,684  160,398  202,796  202,230   11,203   11,769

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      1,568)
   5,019    1,742    3,223   -4,566     -447    3,676    4,518   -2,108   -2,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     17.3      2.2     61.5     75.0     94.8     94.5      5.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      16       33       10       29       43       51       80
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       54,318
COMMITMENTS
  12,407    8,247    7,259   16,293   25,709   35,959   41,215   18,359   13,103

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     13,297)
   1,459     -251    6,205     -401    1,801    7,263    7,755    6,034    5,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     15.2     13.4     30.0     47.3     66.2     75.9     33.8     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      24       20       12       18       26       52       49
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       37,666
COMMITMENTS
   7,588      485    4,458    7,979    4,852   20,025    9,795   17,641   27,871

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      1.3     11.8     21.2     12.9     53.2     26.0     46.8     74.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        3        5        9        7       21       14
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      115,377
COMMITMENTS
     200    9,599    2,219   56,520   72,005   58,939   83,823   56,438   31,554

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     -3,198)
     100     -912     -399   -1,669   -3,317   -1,968   -4,628   -1,230    1,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      8.3      1.9     49.0     62.4     51.1     72.7     48.9     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2       16        3       22       29       26       47
 

Updated March 11, 2005