MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,206
COMMITMENTS
   1,634    1,918    2,732   16,682   14,075   21,047   18,725    5,159    7,481

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        711)
      82      306      262      261        7      605      575      105      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      7.3     10.4     63.7     53.7     80.3     71.5     19.7     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10        5       12       23       18       37       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      101,441
COMMITMENTS
  14,067   20,923   24,955   49,587   26,111   88,609   71,988   12,832   29,453

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      2,240)
     284   -3,581    1,518      -94    2,478    1,707      414      533    1,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     20.6     24.6     48.9     25.7     87.3     71.0     12.7     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      39       50       46       31       31      100      104
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,327
COMMITMENTS
     801      769      229      482      462    1,512    1,461      815      867

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:       -163)
     293     -101      -25     -158       81      110      -45     -273     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.4     33.1      9.8     20.7     19.9     65.0     62.8     35.0     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9       11        7        6        4       19       18
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      155,659
COMMITMENTS
  31,884   33,189   26,968   78,612   65,976  137,464  126,132   18,195   29,527

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      4,167)
     878   -3,157    6,669   -1,019    3,730    6,528    7,242   -2,361   -3,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     21.3     17.3     50.5     42.4     88.3     81.0     11.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      56       68       68       69      102      160      213
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,447
COMMITMENTS
   1,065    1,255      399    1,130    1,066    2,594    2,720    1,852    1,727

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        638)
     160      222      197       65       28      422      447      216      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     28.2      9.0     25.4     24.0     58.3     61.2     41.7     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       18        7       16       11       30       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,050
COMMITMENTS
   7,419    2,933    6,500    9,560    6,763   23,479   16,195    5,572   12,855

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        991)
     361     -371      560      165    1,186    1,087    1,376      -96     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     10.1     22.4     32.9     23.3     80.8     55.7     19.2     44.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      34       29       23       60       52      112       90
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       95,026
COMMITMENTS
  29,889   16,949    1,691   31,292   55,528   62,872   74,168   32,154   20,858

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -1,965)
  -2,785    2,624       87    2,792   -8,814       94   -6,103   -2,059    4,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     17.8      1.8     32.9     58.4     66.2     78.1     33.8     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      24       14        5       25       26       50       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       72,157
COMMITMENTS
   4,633   35,813      303   58,879   13,085   63,815   49,201    8,342   22,956

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -2,424)
      29   -5,220      302   -3,660    4,286   -3,329     -632      905   -1,791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     49.6      0.4     81.6     18.1     88.4     68.2     11.6     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       18        1        8       12       12       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       96,045
COMMITMENTS
  74,850    1,557      211   12,074   87,479   87,135   89,247    8,909    6,798

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -1,284)
    -723     -291       27   -1,081   -2,053   -1,777   -2,317      493    1,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.9      1.6      0.2     12.6     91.1     90.7     92.9      9.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      58        7        2       17       14       75       23
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       76,852
COMMITMENTS
  12,380   29,406    1,032   44,079   23,430   57,491   53,868   19,361   22,985

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -2,051)
      44   -3,078      133   -2,683     -726   -2,506   -3,671      455    1,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     38.3      1.3     57.4     30.5     74.8     70.1     25.2     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      12       18        4       18       19       33       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      193,351
COMMITMENTS
   6,952   52,858    5,683  152,485  103,351  165,121  161,892   28,230   31,459

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      4,070)
   1,265   -3,507     -170    1,926    9,455    3,022    5,778    1,048   -1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     27.3      2.9     78.9     53.5     85.4     83.7     14.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      13       35        8       27       28       45       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      173,034
COMMITMENTS
  24,133   24,941   14,861   80,034   81,896  119,027  121,698   54,006   51,335

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:       -632)
    -353   -8,733      908      699    9,719    1,253    1,893   -1,885   -2,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     14.4      8.6     46.3     47.3     68.8     70.3     31.2     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      29       38       31       30       29       79       78
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       72,436
COMMITMENTS
   4,884    1,000      795   61,490   64,820   67,169   66,615    5,267    5,821

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      4,827)
  -1,113        0      380    4,559    3,279    3,826    3,659    1,001    1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      1.4      1.1     84.9     89.5     92.7     92.0      7.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       11       16       13       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   12,922,161
COMMITMENTS
 675,011  957,845  4082159  7138987  6237580 11896157 11277584  1026004  1644577

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:    616,956)
    -407  -16,611  250,165  321,431  339,614  571,189  573,168   45,767   43,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      7.4     31.6     55.2     48.3     92.1     87.3      7.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      57       71      103      140      144      249      270
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      721,489
COMMITMENTS
  52,614   45,804   43,711  483,475  517,815  579,801  607,330  141,688  114,159

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      5,554)
  -1,811    1,195    7,610   -2,222    1,638    3,577   10,444    1,977   -4,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      6.3      6.1     67.0     71.8     80.4     84.2     19.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      45       41       56       92       69      169      134
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,042,860
COMMITMENTS
 187,856  296,273   26,171  521,575  610,223  735,603  932,668  307,257  110,192

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     63,143)
  32,941   45,233    8,894   51,390   -6,655   93,226   47,473  -30,082   15,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     28.4      2.5     50.0     58.5     70.5     89.4     29.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      47       64       33       59       62      131      134
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,341
COMMITMENTS
   1,279      452        0    7,027   10,927    8,306   11,379    4,035      962

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        -84)
    -187      -42        0      224     -160       37     -202     -121      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      3.7      0.0     56.9     88.5     67.3     92.2     32.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       17       16       20       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       33,443
COMMITMENTS
   9,078    1,418        0   20,271   30,077   29,349   31,495    4,094    1,948

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      3,427)
      94     -210        0    2,213    3,322    2,307    3,112    1,120      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      4.2      0.0     60.6     89.9     87.8     94.2     12.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        3        0       17       19       22       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,822
COMMITMENTS
   6,730    7,459      844   27,592   33,028   35,166   41,331   14,656    8,491

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:       -100)
    -124   -1,047      424      501      198      801     -426     -901      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     15.0      1.7     55.4     66.3     70.6     83.0     29.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      13       14        3       32       24       46       40
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      308,840
COMMITMENTS
 144,814   63,801    2,139  140,175  209,984  287,128  275,924   21,712   32,916

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     19,430)
  20,940    2,751     -421     -810   20,646   19,709   22,976     -279   -3,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.9     20.7      0.7     45.4     68.0     93.0     89.3      7.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      79       49        9       38       45      123       98
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       62,026
COMMITMENTS
  20,549    3,232        0   21,499   48,309   42,048   51,541   19,979   10,485

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:         66)
     -94      -68        0   -1,397    1,752   -1,491    1,684    1,557   -1,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      5.2      0.0     34.7     77.9     67.8     83.1     32.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        3        0       12       18       23       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,773
COMMITMENTS
     458    4,072        0   25,046   20,356   25,504   24,429    5,268    6,344

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      1,659)
     -10      -62        0    1,699    1,222    1,689    1,160      -31      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     13.2      0.0     81.4     66.2     82.9     79.4     17.1     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        9        0       28       23       30       32
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      228,164
COMMITMENTS
  25,276   44,197    1,292  185,120  171,502  211,688  216,992   16,476   11,172

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      4,893)
   1,289    1,571       32     -168    1,751    1,153    3,354    3,740    1,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     19.4      0.6     81.1     75.2     92.8     95.1      7.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      25       38        9       32       50       62       92
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,399
COMMITMENTS
  15,860    6,727      668   15,554   26,756   32,082   34,151   13,317   11,248

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      3,977)
   2,299      125        3    1,061    2,736    3,363    2,864      614    1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9     14.8      1.5     34.3     58.9     70.7     75.2     29.3     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      28       12        4       19       25       49       40
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       25,351
COMMITMENTS
   6,505        0        0   14,499    8,041   21,004    8,041    4,347   17,310

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      3,062)
     913        0      -70    2,370    2,347    3,213    2,277     -151      785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      0.0      0.0     57.2     31.7     82.9     31.7     17.1     68.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        0        0        9        5       19        5
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       30,811
COMMITMENTS
   1,615    3,551       29   15,263   22,171   16,907   25,751   13,904    5,060

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      1,785)
     104    1,209       -4      476     -203      576    1,002    1,209      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     11.5      0.1     49.5     72.0     54.9     83.6     45.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       12        1       15       19       19       31
 

Updated August 5, 2005