MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,088
COMMITMENTS
   1,692    2,159    4,993   16,663   15,189   23,349   22,342    6,739    7,746

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      1,288)
     -39       68      407    1,142      516    1,510      990     -222      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      7.2     16.6     55.4     50.5     77.6     74.3     22.4     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12        6       14       23       18       39       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       99,796
COMMITMENTS
  16,797    9,069   24,175   42,481   37,425   83,453   70,669   16,343   29,127

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      3,890)
   1,319    3,814    2,528       40   -1,024    3,886    5,318        4   -1,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      9.1     24.2     42.6     37.5     83.6     70.8     16.4     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      46       38       59       28       35      110      113
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,826
COMMITMENTS
     392    1,486      420    1,639      765    2,451    2,671    1,375    1,155

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        758)
     208      516       98       49      -37      355      577      403      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     38.8     11.0     42.8     20.0     64.1     69.8     35.9     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11       12        8        8        3       22       20
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      156,675
COMMITMENTS
  45,945   11,475   21,384   70,051   79,957  137,381  112,816   19,294   43,860

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      6,039)
   4,826    1,035    2,178   -2,669     -556    4,335    2,657    1,704    3,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      7.3     13.6     44.7     51.0     87.7     72.0     12.3     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      61       31       42       63      102      150      156
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,879
COMMITMENTS
   1,200      442      402    1,215    2,634    2,817    3,478    2,062    1,401

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        -50)
    -193      147      -34      -73     -305     -300     -193      250      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      9.1      8.2     24.9     54.0     57.7     71.3     42.3     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        7        8       19       16       37       29
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,852
COMMITMENTS
  10,287    2,293    6,297    9,313    7,446   25,897   16,035    5,955   15,816

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        851)
    -254      800      208      145     -340       99      668      751      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      7.2     19.8     29.2     23.4     81.3     50.3     18.7     49.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      53       25       31       49       50      119       94
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       92,366
COMMITMENTS
  13,713   38,118    2,350   48,040   30,932   64,103   71,399   28,264   20,967

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      9,571)
     142    8,191      153    9,546   -1,061    9,841    7,283     -270    2,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     41.3      2.5     52.0     33.5     69.4     77.3     30.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       15        6       27       20       47       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       35,064
COMMITMENTS
   3,504   12,129        1   21,122    7,719   24,627   19,849   10,437   15,215

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -1,371)
     -81   -3,177        0   -1,584    1,107   -1,665   -2,070      295      699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     34.6      0.0     60.2     22.0     70.2     56.6     29.8     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        7        1       10        8       16       15
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       99,147
COMMITMENTS
  71,277    5,197       57   19,424   91,149   90,758   96,402    8,390    2,745

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      6,278)
   6,435    1,042       -1     -491    4,859    5,944    5,900      334      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.9      5.2      0.1     19.6     91.9     91.5     97.2      8.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      53       16        2       18       18       72       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       87,877
COMMITMENTS
  29,298    5,474      818   33,734   70,510   63,850   76,803   24,026   11,074

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -2,786)
  -3,036     -965   -2,083     -995    1,602   -6,114   -1,446    3,327   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3      6.2      0.9     38.4     80.2     72.7     87.4     27.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      23        9        4       16       15       41       26
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      165,535
COMMITMENTS
  10,403   42,651    4,313  123,500   92,610  138,215  139,573   27,320   25,962

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -3,128)
   3,527  -18,644    1,388   -8,262   16,910   -3,347     -347      218   -2,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     25.8      2.6     74.6     55.9     83.5     84.3     16.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15       25        8       31       29       48       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      165,528
COMMITMENTS
  23,706   18,287   17,927   71,711   79,436  113,344  115,651   52,183   49,877

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     13,596)
   1,547      572     -392    8,098    5,155    9,253    5,336    4,343    8,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     11.0     10.8     43.3     48.0     68.5     69.9     31.5     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      31       26       26       33       27       76       67
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       75,436
COMMITMENTS
  31,384    6,000      168   41,254   62,100   72,806   68,268    2,630    7,168

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      7,888)
     327    6,000      110    7,860    1,330    8,297    7,440     -409      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.6      8.0      0.2     54.7     82.3     96.5     90.5      3.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        2       14       18       18       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,010,217
COMMITMENTS
 629,239  707,849  3768891  7434138  6762124 11832269 11238864  1177948  1771353

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     94,709)
  59,749   71,346 -131,663  149,317   79,951   77,403   19,633   17,306   75,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      5.4     29.0     57.1     52.0     90.9     86.4      9.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      57       67      109      137      141      254      264
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      768,101
COMMITMENTS
  63,892   74,024   50,468  501,273  519,756  615,633  644,248  152,468  123,853

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     21,928)
  -1,088   -5,494    3,920    6,139   10,812    8,971    9,237   12,958   12,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      9.6      6.6     65.3     67.7     80.2     83.9     19.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      52       39       57      102       68      183      135
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      985,606
COMMITMENTS
 210,064  212,389   21,862  453,804  644,038  685,730  878,288  299,876  107,318

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -11,003)
   3,566   -8,997      814    2,474   -5,510    6,854  -13,693  -17,857    2,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     21.5      2.2     46.0     65.3     69.6     89.1     30.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      45       52       26       56       63      115      127
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,848
COMMITMENTS
     725    1,238        0    5,444    9,263    6,169   10,501    5,679    1,347

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:         34)
       0      -33        0     -353      -29     -353      -62      387       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     10.4      0.0     45.9     78.2     52.1     88.6     47.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       10       13       11       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       27,269
COMMITMENTS
   7,315      765       82   16,579   17,928   23,976   18,775    3,293    8,494

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -143)
   1,682      270      -17     -901     -146      764      107     -907     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      2.8      0.3     60.8     65.7     87.9     68.9     12.1     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        3        2       19       18       26       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,392
COMMITMENTS
   6,844   20,440       83   36,076   27,903   43,003   48,426   18,389   12,967

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      3,237)
   1,512    2,027      -45      -57    1,762    1,410    3,744    1,827     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     33.3      0.1     58.8     45.4     70.0     78.9     30.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      17       25        2       35       34       53       60
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      342,390
COMMITMENTS
  79,234  146,895    1,439  221,396  127,338  302,069  275,672   40,320   66,717

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     14,503)
    -716   -1,587      112   24,300   -1,528   23,697   -3,003   -9,193   17,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     42.9      0.4     64.7     37.2     88.2     80.5     11.8     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      38       84        8       47       36       90      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       96,275
COMMITMENTS
  28,449    4,203    8,366   35,983   73,751   72,799   86,320   23,477    9,956

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      4,931)
   7,281   -1,016    1,879   -4,772    8,799    4,388    9,663      542   -4,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6      4.4      8.7     37.4     76.6     75.6     89.7     24.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      18        6        6       20       18       41       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       34,505
COMMITMENTS
   1,121   13,276        5   28,032   16,626   29,158   29,907    5,347    4,597

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      1,501)
       0      812        0      714    1,212      714    2,024      787     -522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     38.5      0.0     81.2     48.2     84.5     86.7     15.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2       14        1       26       29       29       43
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      218,835
COMMITMENTS
  56,240   28,545    2,035  147,905  169,766  206,180  200,346   12,655   18,489

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     22,109)
   5,687      -82      224   11,149   14,991   17,060   15,133    5,049    6,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     13.0      0.9     67.6     77.6     94.2     91.6      5.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      19       38       11       30       43       54       87
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,020
COMMITMENTS
  10,270    6,697      235   15,282   21,517   25,787   28,449   12,233    9,571

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -316)
     201   -1,592        0     -938      120     -737   -1,472      421    1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     17.6      0.6     40.2     56.6     67.8     74.8     32.2     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      23       13        2       17       25       42       39
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       27,672
COMMITMENTS
   8,452      666       15   13,779    1,719   22,246    2,400    5,426   25,272

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:         40)
    -537     -238        0    1,036       93      499     -145     -459      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      2.4      0.1     49.8      6.2     80.4      8.7     19.6     91.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        2        1        9        4       18        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       69,239
COMMITMENTS
   3,576    4,144      443   52,024   24,062   56,043   28,649   13,196   40,590

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -394)
  -2,091        0     -136      121    1,289   -2,106    1,153    1,712   -1,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      6.0      0.6     75.1     34.8     80.9     41.4     19.1     58.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3       12        1       19       27       23       40
 

Updated April 29, 2005