MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,332
COMMITMENTS
       2    2,673    4,404   28,455   16,153   32,861   23,229    4,472   14,103

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     -1,962)
       2      288     -410   -1,351     -888   -1,758   -1,010     -204     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2     11.8     76.2     43.3     88.0     62.2     12.0     37.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1       14       12       24       20       36       35
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      158,820
COMMITMENTS
  17,595   25,517   41,709   77,858   55,255  137,162  122,481   21,658   36,339

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:       -130)
  -2,801   -1,110    1,977    1,151   -1,087      327     -220     -457       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     16.1     26.3     49.0     34.8     86.4     77.1     13.6     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      59       68       89       35       37      149      162
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,261
COMMITMENTS
     614      174      251      718      669    1,582    1,094      679    1,167

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:        306)
     289       34      122     -154       21      258      177       48      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      7.7     11.1     31.8     29.6     70.0     48.4     30.0     51.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        8        7        7        5       21       16
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      239,258
COMMITMENTS
  39,110   21,228   53,518  119,273  104,684  211,902  179,431   27,356   59,826

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      2,086)
    -564    2,072   -2,375    4,564     -647    1,625     -950      461    3,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      8.9     22.4     49.9     43.8     88.6     75.0     11.4     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      83       68       80       88      122      213      241
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,440
COMMITMENTS
   1,699      458      437      779    2,021    2,916    2,917    1,523    1,523

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:       -477)
      30     -113     -139     -316     -363     -426     -615      -52      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     10.3      9.9     17.6     45.5     65.7     65.7     34.3     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      15        9        8        8       17       26       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,034
COMMITMENTS
  14,421    4,333    7,216   14,491   11,024   36,128   22,573    6,906   20,461

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      1,743)
   1,353      -31      533      -52     -247    1,834      255      -91    1,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     10.1     16.8     33.7     25.6     84.0     52.5     16.0     47.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      40       39       34       68       66      128      126
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      142,973
COMMITMENTS
  55,397   14,685    3,677   41,330  106,630  100,403  124,991   42,570   17,982

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      8,958)
  -1,309   -3,377    1,447   11,231   16,676   11,369   14,746   -2,412   -5,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     10.3      2.6     28.9     74.6     70.2     87.4     29.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      30       18        9       25       27       60       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      128,812
COMMITMENTS
  16,305   62,198      113  102,674   38,945  119,093  101,256    9,720   27,556

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     -6,923)
     -98  -22,373     -240   -5,291   14,398   -5,629   -8,215   -1,294    1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     48.3      0.1     79.7     30.2     92.5     78.6      7.5     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       9       32        2       19       16       29       49
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       98,842
COMMITMENTS
  40,730    6,170    1,486   50,344   87,361   92,560   95,017    6,282    3,825

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:    -14,836)
 -26,221    2,124      750   10,445  -19,107  -15,025  -16,233      190    1,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.2      6.2      1.5     50.9     88.4     93.6     96.1      6.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      34       16        7       20       15       58       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      106,948
COMMITMENTS
  14,827   27,447      509   72,276   53,208   87,611   81,164   19,337   25,784

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      4,971)
      43    4,114     -831    5,355   -2,590    4,567      692      404    4,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     25.7      0.5     67.6     49.8     81.9     75.9     18.1     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      13       19        3       24       22       39       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      289,728
COMMITMENTS
  36,046   78,572    2,452  214,349  170,921  252,847  251,946   36,881   37,782

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     43,584)
  -2,879   14,173   -2,582   47,887   26,971   42,427   38,562    1,157    5,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     27.1      0.8     74.0     59.0     87.3     87.0     12.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      17       32       10       35       30       57       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      195,913
COMMITMENTS
  47,562   36,429   13,665   79,564  100,759  140,790  150,852   55,122   45,060

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     13,943)
  -1,592    2,414     -317   19,201   16,492   17,292   18,590   -3,349   -4,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     18.6      7.0     40.6     51.4     71.9     77.0     28.1     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      42       42       33       32       31       88       93
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       17,982
COMMITMENTS
   4,364    1,518      123   12,566   14,459   17,053   16,100      929    1,882

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      3,506)
      91      145      123    3,728    3,096    3,942    3,364     -436      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      8.4      0.7     69.9     80.4     94.8     89.5      5.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        6        1       14       10       20       17
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       43,909
COMMITMENTS
   8,286    1,980    1,243   28,616   36,337   38,145   39,560    5,764    4,349

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      2,257)
     397     -362      810     -580      938      627    1,386    1,630      871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      4.5      2.8     65.2     82.8     86.9     90.1     13.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        3       11       13       17       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   17,574,194
COMMITMENTS
 801,699  1196802  6355179  9326821  8415070 16483700 15967051  1090494  1607143

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:    794,385)
  90,357  -98,842  408,013  278,104  444,449  776,474  753,620   17,911   40,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      6.8     36.2     53.1     47.9     93.8     90.9      6.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      75       86      126      158      166      305      313
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      781,343
COMMITMENTS
  68,830   47,848   56,481  490,049  546,997  615,359  651,327  165,984  130,017

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     38,561)
   1,218    6,454   18,168    9,133   12,539   28,520   37,161   10,041    1,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      6.1      7.2     62.7     70.0     78.8     83.4     21.2     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      44       51       61       93       68      176      141
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,403,750
COMMITMENTS
 244,725  398,142   71,146  788,588  805,179  1104459  1274467  299,291  129,283

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:    137,553)
  -4,587  -35,299   29,829  132,644  145,803  157,886  140,333  -20,333   -2,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     28.4      5.1     56.2     57.4     78.7     90.8     21.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      64       74       52       78       75      176      169
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,088
COMMITMENTS
   2,402      733       29    6,403   10,891    8,834   11,653    4,254    1,435

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:        976)
     -98        0       29      518      653      449      682      527      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      5.6      0.2     48.9     83.2     67.5     89.0     32.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        1       14       16       19       18
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       53,137
COMMITMENTS
   6,479   12,445      604   39,896   36,392   46,979   49,441    6,158    3,696

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      5,276)
    -379    1,514      604    5,656    3,121    5,881    5,239     -605       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     23.4      1.1     75.1     68.5     88.4     93.0     11.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        9        1       26       24       33       33
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        5,005
COMMITMENTS
   3,343      373      512      925    4,120    4,780    5,005      225        0

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     -6,127)
    -516   -1,635     -317   -5,279   -4,019   -6,112   -5,972      -15     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.8      7.4     10.2     18.5     82.3     95.5    100.0      4.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        3        5        5        8       17       14
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,162
COMMITMENTS
  13,366    9,188      940   38,049   55,822   52,355   65,951   22,807    9,211

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      6,454)
    -149      863      684    3,862    3,036    4,396    4,583    2,058    1,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     12.2      1.3     50.6     74.3     69.7     87.7     30.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      20       15        5       36       30       58       48
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      415,077
COMMITMENTS
 113,958  124,094   12,220  265,306  199,400  391,484  335,714   23,593   79,363

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     37,578)
   7,994   14,988    3,895   27,738    7,562   39,627   26,444   -2,049   11,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     29.9      2.9     63.9     48.0     94.3     80.9      5.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      67       79       16       49       45      126      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       67,966
COMMITMENTS
  16,803   19,699      578   36,511   32,067   53,892   52,344   14,074   15,622

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      8,565)
     628    4,899      305   10,368    2,798   11,301    8,002   -2,736      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     29.0      0.9     53.7     47.2     79.3     77.0     20.7     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       12        3       19       15       33       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       34,260
COMMITMENTS
   5,384    6,816      194   23,257   19,554   28,835   26,565    5,425    7,696

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      2,681)
       6      132      191    2,320    1,855    2,517    2,178      165      503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     19.9      0.6     67.9     57.1     84.2     77.5     15.8     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3       15        3       28       20       34       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      310,047
COMMITMENTS
  31,723   72,747    6,866  244,828  216,508  283,416  296,120   26,631   13,927

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     21,273)
  -3,809    7,481    4,081   17,917    6,998   18,189   18,560    3,084    2,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     23.5      2.2     79.0     69.8     91.4     95.5      8.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      37       56       24       38       57       85      127
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       75,616
COMMITMENTS
  19,799   15,347    2,571   37,568   45,116   59,938   63,034   15,678   12,582

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      2,343)
     835     -903   -2,105    2,096    4,388      826    1,380    1,517      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     20.3      3.4     49.7     59.7     79.3     83.4     20.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      32       23       12       30       32       68       61
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       51,160
COMMITMENTS
  13,243   11,614    4,914   25,200   29,058   43,357   45,586    7,803    5,574

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      6,949)
  -1,300    1,482    4,134    2,276    2,533    5,110    8,149    1,839   -1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     22.7      9.6     49.3     56.8     84.7     89.1     15.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       13       12       22       17       44       37
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       44,413
COMMITMENTS
   5,207    2,930    1,631   16,430   32,917   23,268   37,478   21,145    6,935

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      5,128)
   2,086      333      153    2,975    2,788    5,214    3,274      -86    1,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      6.6      3.7     37.0     74.1     52.4     84.4     47.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11       13        6       20       29       34       46
 

Updated March 10, 2006