MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,310
COMMITMENTS
   1,342    2,512    5,433   17,936   16,434   24,711   24,379    6,600    6,932

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,250)
    -201      182      629    1,386      958    1,814    1,769      436      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      8.0     17.4     57.3     52.5     78.9     77.9     21.1     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        8       15       23       20       39       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,157
COMMITMENTS
  18,270    4,781   16,541   44,672   42,432   79,483   63,754   16,673   32,403

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,379)
    -378   -1,239    1,565    1,317    1,031    2,503    1,357   -1,124       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      5.0     17.2     46.5     44.1     82.7     66.3     17.3     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      56       22       51       30       37      113       97
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,739
COMMITMENTS
     133      865      127    1,744      483    2,004    1,476      735    1,263

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -290)
    -214     -507      -37      -13       65     -264     -480      -26      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     31.6      4.7     63.7     17.6     73.2     53.9     26.8     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4       14        3        8        2       15       16
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      168,507
COMMITMENTS
  47,291    6,786   24,225   75,831   90,263  147,347  121,274   21,161   47,233

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,048)
  -6,477   -1,507    2,185    5,430    2,369    1,138    3,046      910     -998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      4.0     14.4     45.0     53.6     87.4     72.0     12.6     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      64       31       51       91      124      186      185
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,570
COMMITMENTS
   1,911      322      413    1,072    3,418    3,396    4,153    2,173    1,417

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        191)
    -108       85      -12      293      212      173      285       18      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      5.8      7.4     19.2     61.4     61.0     74.6     39.0     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        8        8       15       19       40       31
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,351
COMMITMENTS
  10,847      976    8,241    7,475    7,750   26,564   16,968    4,787   14,383

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        752)
     382      295      484      -89      308      777    1,087      -25     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      3.1     26.3     23.8     24.7     84.7     54.1     15.3     45.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      54       17       27       36       51      103       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       95,671
COMMITMENTS
  43,364   11,699    1,475   16,240   64,428   61,080   77,603   34,592   18,068

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -34,914)
   6,959    1,524     -335  -37,441  -14,602  -30,817  -13,412   -4,097  -21,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.3     12.2      1.5     17.0     67.3     63.8     81.1     36.2     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      23       14        6       17       23       45       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       39,035
COMMITMENTS
   5,242   16,598        1   20,112   11,796   25,355   28,395   13,680   10,640

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -3,292)
  -5,413    6,103        0    5,213  -10,728     -200   -4,625   -3,092    1,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     42.5      0.0     51.5     30.2     65.0     72.7     35.0     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        7        1       11        4       18       11
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       65,991
COMMITMENTS
  37,662    4,799      269   16,973   56,462   54,905   61,530   11,086    4,460

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -6,181)
 -11,948     -389        9    2,762   -7,093   -9,177   -7,473    2,996    1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.1      7.3      0.4     25.7     85.6     83.2     93.2     16.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      42       16        3       16       18       60       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       73,891
COMMITMENTS
  31,328    4,717      846   16,337   57,186   48,512   62,749   25,379   11,142

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,404)
 -10,734      388      358    6,383   -8,924   -3,993   -8,177   -3,411      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4      6.4      1.1     22.1     77.4     65.7     84.9     34.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      26        8        7       13       15       40       29
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      133,444
COMMITMENTS
  16,114   27,585    2,291   85,954   79,897  104,359  109,774   29,085   23,670

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,081)
   1,543    8,277      677    1,895  -10,435    4,114   -1,481   -2,034    3,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     20.7      1.7     64.4     59.9     78.2     82.3     21.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      19       17        8       20       23       40       47
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      140,445
COMMITMENTS
  35,489   10,559   10,976   33,677   69,881   80,142   91,416   60,303   49,028

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -5,875)
  -4,193     -657   -1,030   -1,094   -4,282   -6,317   -5,969      442       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      7.5      7.8     24.0     49.8     57.1     65.1     42.9     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      33       15       22       29       24       68       55
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       74,746
COMMITMENTS
  30,399    3,261        0   38,676   64,260   69,075   67,521    5,671    7,225

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     11,500)
  10,121      100        0      477    9,623   10,598    9,723      902    1,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.7      4.4      0.0     51.7     86.0     92.4     90.3      7.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        0       15       17       19       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,307,962
COMMITMENTS
 716,972  1216101  4024725  7420125  6292107 12161822 11532933  1146140  1775029

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    914,845)
  50,091   60,756  432,723  367,610  355,543  850,424  849,022   64,421   65,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      9.1     30.2     55.8     47.3     91.4     86.7      8.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      59       73      101      118      130      230      254
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      734,156
COMMITMENTS
  58,312   87,555   34,938  489,993  497,529  583,243  620,021  150,914  114,135

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -124,549)
  -8,997  -15,563  -10,610  -66,945  -85,969  -86,552 -112,142  -37,997  -12,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     11.9      4.8     66.7     67.8     79.4     84.5     20.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      47       38       49       98       67      169      130
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      865,243
COMMITMENTS
 152,522  166,852   15,787  365,200  579,669  533,508  762,308  331,735  102,935

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -390,910)
-124,323  -62,310  -51,159 -235,761 -181,885 -411,243 -295,353   20,333  -95,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     19.3      1.8     42.2     67.0     61.7     88.1     38.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      42       46       16       47       48       98      101
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,705
COMMITMENTS
   1,464    2,113        0    6,069    8,536    7,533   10,649    4,172    1,056

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -8,082)
  -1,246    1,505   -1,287   -2,809   -6,135   -5,342   -5,917   -2,740   -2,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     18.1      0.0     51.8     72.9     64.4     91.0     35.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        0       13       11       16       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       22,563
COMMITMENTS
   7,689    1,614        2    9,616   15,165   17,307   16,781    5,256    5,782

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -25,311)
   3,803   -4,394   -5,244  -19,285   -6,659  -20,726  -16,297   -4,585   -9,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1      7.2      0.0     42.6     67.2     76.7     74.4     23.3     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        4        1       12       17       18       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,933
COMMITMENTS
   5,141   17,628      118   34,333   27,148   39,593   44,894   14,340    9,039

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -50,219)
     916      393   -3,966  -20,253  -43,362  -23,303  -46,935  -26,916   -3,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     32.7      0.2     63.7     50.3     73.4     83.2     26.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      13       23        2       36       30       51       53
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      269,194
COMMITMENTS
  77,577  120,002    2,942  152,336  100,329  232,855  223,273   36,338   45,920

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -221,458)
 -10,728   12,557   -7,612 -201,372 -105,890 -219,712 -100,945   -1,745 -120,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     44.6      1.1     56.6     37.3     86.5     82.9     13.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      45       68        9       33       36       85      106
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      112,094
COMMITMENTS
  57,506    3,401    4,534   21,044   95,805   83,085  103,740   29,009    8,355

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      3,301)
   1,372      455      676    1,546    1,357    3,595    2,488     -294      813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.3      3.0      4.0     18.8     85.5     74.1     92.5     25.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      27        2        5       14       18       41       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,850
COMMITMENTS
   1,190   10,221        0   22,749   12,149   23,939   22,370    4,910    6,480

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -20,348)
    -504   -8,567   -1,607  -12,828  -11,389  -14,939  -21,563   -5,409    1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     35.4      0.0     78.9     42.1     83.0     77.5     17.0     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3       11        0       26       24       29       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      155,988
COMMITMENTS
  37,488   31,669    1,353   98,601  110,261  137,442  143,283   18,546   12,705

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -94,955)
 -36,695   -7,142  -13,254  -54,073  -50,802 -104,023  -71,197    9,068  -23,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     20.3      0.9     63.2     70.7     88.1     91.9     11.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      21       32        8       28       41       52       78
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       33,740
COMMITMENTS
  12,552   11,210      272   10,196   15,040   23,020   26,522   10,720    7,218

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,613)
     968      544       36      363    1,608    1,367    2,188      246     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     33.2      0.8     30.2     44.6     68.2     78.6     31.8     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21       14        3       14       19       37       35
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       67,720
COMMITMENTS
   3,246    7,628        0   48,325   25,810   51,571   33,438   16,149   34,282

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        242)
    -230        0        0      346     -461      116     -461      126      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     11.3      0.0     71.4     38.1     76.2     49.4     23.8     50.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3       13        0       19       29       22       42
 

Updated March 25, 2005