MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    19,625:       129      2,461        548     13,764      8,316     14,441     11,325:     5,184      8,300
Old  :    19,625:       129      2,461        548     13,764      8,316     14,441     11,325:     5,184      8,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       709:       -67          6        109        703        102        745        217:       -36        492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       12.5        2.8       70.1       42.4       73.6       57.7:      26.4       42.3
Old  :     100.0:       0.7       12.5        2.8       70.1       42.4       73.6       57.7:      26.4       42.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          8          8         17         13         25         24:
Old  :        31:         2          8          8         17         13         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       32.9       63.6       47.6       45.1       30.3       63.1       42.6
Old  :                 45.1       32.9       63.6       47.6       45.1       30.3       63.1       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   116,659:    29,570     24,107     20,411     49,224     39,581     99,205     84,099:    17,454     32,560
Old  :   116,520:    29,570     24,102     20,411     49,216     39,537     99,197     84,050:    17,323     32,470
Other:       139:         0          5          0          8         44          8         49:       131         90
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,919:     4,515        114     -1,043        229      3,812      3,701      2,883:     1,218      2,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       20.7       17.5       42.2       33.9       85.0       72.1:      15.0       27.9
Old  :     100.0:      25.4       20.7       17.5       42.2       33.9       85.1       72.1:      14.9       27.9
Other:     100.0:       0.0        3.6        0.0        5.8       31.7        5.8       35.3:      94.2       64.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        53         54         54         25         39        124        116:
Old  :       172:        53         54         54         25         39        124        116:
Other:         7:         0          1          0          1          5          1          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       16.7       39.7       27.9       27.9       16.2       39.0       25.6
Old  :                 28.0       16.8       39.8       27.9       28.0       16.2       39.0       25.7
Other:                  5.8       30.2        5.8       35.3        5.8       30.2        5.8       35.3
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     1,247:       302        345        116        288        142        706        603:       541        644
Old  :     1,247:       302        345        116        288        142        706        603:       541        644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       -68:       -98        -28         79         16        -44         -3          7:       -65        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       27.7        9.3       23.1       11.4       56.6       48.4:      43.4       51.6
Old  :     100.0:      24.2       27.7        9.3       23.1       11.4       56.6       48.4:      43.4       51.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         6         10          3          3          2         11         13:
Old  :        21:         6         10          3          3          2         11         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       25.5       52.0       38.4       39.5       24.5       47.1       34.7
Old  :                 41.0       25.5       52.0       38.4       39.5       24.5       47.1       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   173,332:    55,519     19,330     22,351     73,914     81,384    151,784    123,065:    21,548     50,267
Old  :   173,332:    55,519     19,330     22,351     73,914     81,384    151,784    123,065:    21,548     50,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,149:     1,522      1,213        672      3,867      5,247      6,061      7,132:     1,088         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       11.2       12.9       42.6       47.0       87.6       71.0:      12.4       29.0
Old  :     100.0:      32.0       11.2       12.9       42.6       47.0       87.6       71.0:      12.4       29.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        74         40         58         59        121        173        202:
Old  :       271:        74         40         58         59        121        173        202:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9        8.1       34.0       15.1       22.9        7.1       33.2       13.4
Old  :                 22.9        8.1       34.0       15.1       22.9        7.1       33.2       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,898:     2,533        225        339        463      2,704      3,335      3,268:     1,563      1,630
Old  :     4,898:     2,533        225        339        463      2,704      3,335      3,268:     1,563      1,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :       423:       475        -83        128        -46        463        557        508:      -134        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7        4.6        6.9        9.5       55.2       68.1       66.7:      31.9       33.3
Old  :     100.0:      51.7        4.6        6.9        9.5       55.2       68.1       66.7:      31.9       33.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        24          8          7         11         29         39         40:
Old  :        62:        24          8          7         11         29         39         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       21.4       40.9       32.9       29.6       21.4       40.3       30.8
Old  :                 29.6       21.4       40.9       32.9       29.6       21.4       40.3       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    27,220:    12,508      3,284      2,494      7,474      7,699     22,476     13,477:     4,744     13,743
Old  :    27,220:    12,508      3,284      2,494      7,474      7,699     22,476     13,477:     4,744     13,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,020:       550       -579     -1,077       -288        480       -815     -1,176:      -205        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0       12.1        9.2       27.5       28.3       82.6       49.5:      17.4       50.5
Old  :     100.0:      46.0       12.1        9.2       27.5       28.3       82.6       49.5:      17.4       50.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        48         14         19         32         45         92         70:
Old  :       129:        48         14         19         32         45         92         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       13.0       30.2       19.4       16.8        7.3       28.2       13.7
Old  :                 18.3       13.0       30.2       19.4       16.8        7.3       28.2       13.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :   102,550:    32,487     12,318        731     37,885     71,831     71,103     84,880:    31,447     17,670
Old  :   102,550:    32,487     12,318        731     37,885     71,831     71,103     84,880:    31,447     17,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,801:    -4,747      1,424        -44      1,726      7,446     -3,065      8,826:     1,264    -10,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       12.0        0.7       36.9       70.0       69.3       82.8:      30.7       17.2
Old  :     100.0:      31.7       12.0        0.7       36.9       70.0       69.3       82.8:      30.7       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        23         14          4         20         25         45         41:
Old  :        72:        23         14          4         20         25         45         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       35.5       43.5       54.1       29.4       34.7       43.5       53.4
Old  :                 29.4       35.5       43.5       54.1       29.4       34.7       43.5       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    98,446:    15,132     60,166          0     76,659     12,671     91,791     72,837:     6,655     25,609
Old  :    98,446:    15,132     60,166          0     76,659     12,671     91,791     72,837:     6,655     25,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    13,693:     1,302     11,666          0     13,235        229     14,537     11,895:      -844      1,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       61.1        0.0       77.9       12.9       93.2       74.0:       6.8       26.0
Old  :     100.0:      15.4       61.1        0.0       77.9       12.9       93.2       74.0:       6.8       26.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         5         33          0         19          9         24         42:
Old  :        60:         5         33          0         19          9         24         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       27.6       71.2       43.5       44.2       27.6       70.4       43.4
Old  :                 44.3       27.6       71.2       43.5       44.2       27.6       70.4       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :   110,276:    84,664      4,827          0     18,758    101,832    103,422    106,659:     6,854      3,617
Old  :   110,276:    84,664      4,827          0     18,758    101,832    103,422    106,659:     6,854      3,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    18,584:    17,303       -380          0        776     18,864     18,079     18,484:       505        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.8        4.4        0.0       17.0       92.3       93.8       96.7:       6.2        3.3
Old  :     100.0:      76.8        4.4        0.0       17.0       92.3       93.8       96.7:       6.2        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        62          7          0         17         20         79         27:
Old  :       100:        62          7          0         17         20         79         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       64.3       52.1       79.9       35.6       62.0       52.1       77.3
Old  :                 35.6       64.3       52.1       79.9       35.6       62.0       52.1       77.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :    84,441:    10,175     33,992          4     58,210     27,537     68,389     61,533:    16,052     22,908
Old  :    84,441:    10,175     33,992          4     58,210     27,537     68,389     61,533:    16,052     22,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,051:      -314      4,133          0      4,740       -475      4,426      3,658:      -375        393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       40.3        0.0       68.9       32.6       81.0       72.9:      19.0       27.1
Old  :     100.0:      12.0       40.3        0.0       68.9       32.6       81.0       72.9:      19.0       27.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        11         18          1         20         12         32         30:
Old  :        55:        11         18          1         20         12         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       34.4       59.9       48.5       29.4       29.7       49.2       38.7
Old  :                 37.7       34.4       59.9       48.5       29.4       29.7       49.2       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   203,137:    21,147     88,378        667    155,676     80,033    177,490    169,078:    25,647     34,059
Old  :   203,137:    21,147     88,378        667    155,676     80,033    177,490    169,078:    25,647     34,059
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     5,422:     1,719      4,322       -217      3,012        -91      4,514      4,014:       908      1,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       43.5        0.3       76.6       39.4       87.4       83.2:      12.6       16.8
Old  :     100.0:      10.4       43.5        0.3       76.6       39.4       87.4       83.2:      12.6       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        27         46          5         29         23         57         73:
Old  :       114:        27         46          5         29         23         57         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       29.9       59.6       43.1       34.6       24.9       51.5       35.4
Old  :                 38.3       29.9       59.6       43.1       34.6       24.9       51.5       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   175,265:    31,487     44,709      2,096     94,478     73,806    128,061    120,611:    47,204     54,654
Old  :   175,265:    31,487     44,709      2,096     94,478     73,806    128,061    120,611:    47,204     54,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    15,387:     1,929      8,524        721     13,271      5,032     15,921     14,277:      -534      1,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       25.5        1.2       53.9       42.1       73.1       68.8:      26.9       31.2
Old  :     100.0:      18.0       25.5        1.2       53.9       42.1       73.1       68.8:      26.9       31.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        32         39         12         27         27         65         73:
Old  :       110:        32         39         12         27         27         65         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       31.8       43.1       40.8       26.1       30.6       40.0       39.1
Old  :                 28.3       31.8       43.1       40.8       26.1       30.6       40.0       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  : 9,335,467: 1,025,812  1,203,874  1,440,253  5,976,818  5,209,406  8,442,883  7,853,533:   892,584  1,481,934
Old  : 9,335,467: 1,025,812  1,203,874  1,440,253  5,976,818  5,209,406  8,442,883  7,853,533:   892,584  1,481,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :   140,747:   -12,722    -28,885    139,282     43,923     62,815    170,483    173,212:   -29,736    -32,465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       12.9       15.4       64.0       55.8       90.4       84.1:       9.6       15.9
Old  :     100.0:      11.0       12.9       15.4       64.0       55.8       90.4       84.1:       9.6       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        61         65         94        126        146        231        270:
Old  :       287:        61         65         94        126        146        231        270:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       14.3       46.4       22.6       31.1       10.8       39.3       18.1
Old  :                 31.8       14.3       46.4       22.6       31.1       10.8       39.3       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   656,451:    59,621     67,365      4,494    462,553    467,543    526,668    539,402:   129,783    117,049
Old  :   656,451:    59,621     67,365      4,494    462,553    467,543    526,668    539,402:   129,783    117,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,316:     2,505      1,569      1,504       -375       -703      3,634      2,370:    -1,318        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       10.3        0.7       70.5       71.2       80.2       82.2:      19.8       17.8
Old  :     100.0:       9.1       10.3        0.7       70.5       71.2       80.2       82.2:      19.8       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        35         36         12         85         62        127        104:
Old  :       189:        35         36         12         85         62        127        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       29.5       29.1       43.0       21.1       29.1       29.1       42.6
Old  :                 21.1       29.5       29.1       43.0       21.1       29.1       29.1       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,144,708:   163,546    309,364     19,435    613,043    701,837    796,024  1,030,636:   348,684    114,072
Old  : 1,144,708:   163,546    309,364     19,435    613,043    701,837    796,024  1,030,636:   348,684    114,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,936:      -469    -22,502       -946    -26,523     23,792    -27,938        344:    35,874      7,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       27.0        1.7       53.6       61.3       69.5       90.0:      30.5       10.0
Old  :     100.0:      14.3       27.0        1.7       53.6       61.3       69.5       90.0:      30.5       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        51         54         15         61         61        123        119:
Old  :       197:        51         54         15         61         61        123        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       28.9       29.7       44.1       15.0       27.2       22.6       39.1
Old  :                 19.9       28.9       29.7       44.1       15.0       27.2       22.6       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-338741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :    12,979:     1,282        649          0      6,367     11,157      7,649     11,806:     5,330      1,173
Old  :    12,979:     1,282        649          0      6,367     11,157      7,649     11,806:     5,330      1,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -219:         5          0          0       -309       -161       -304       -161:        85        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        5.0        0.0       49.1       86.0       58.9       91.0:      41.1        9.0
Old  :     100.0:       9.9        5.0        0.0       49.1       86.0       58.9       91.0:      41.1        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          2          0         17         14         19         16:
Old  :        31:         2          2          0         17         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       46.9       40.2       68.7       26.1       46.9       40.2       67.1
Old  :                 26.1       46.9       40.2       68.7       26.1       46.9       40.2       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    44,023:     7,812      9,661          0     31,507     27,000     39,319     36,661:     4,704      7,362
Old  :    44,023:     7,812      9,661          0     31,507     27,000     39,319     36,661:     4,704      7,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     4,964:       716        479          0      4,828      4,065      5,544      4,544:      -580        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       21.9        0.0       71.6       61.3       89.3       83.3:      10.7       16.7
Old  :     100.0:      17.7       21.9        0.0       71.6       61.3       89.3       83.3:      10.7       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         6          6          0         20         18         26         24:
Old  :        43:         6          6          0         20         18         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       43.3       72.3       60.4       55.3       43.2       69.4       60.3
Old  :                 57.4       43.3       72.3       60.4       55.3       43.2       69.4       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    59,145:    14,157     12,487          0     33,476     36,563     47,633     49,050:    11,512     10,095
Old  :    59,145:    14,157     12,487          0     33,476     36,563     47,633     49,050:    11,512     10,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -2,892:     3,087       -659        -56       -161     -1,345      2,870     -2,060:    -5,762       -832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       21.1        0.0       56.6       61.8       80.5       82.9:      19.5       17.1
Old  :     100.0:      23.9       21.1        0.0       56.6       61.8       80.5       82.9:      19.5       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        16         15          0         36         25         52         40:
Old  :        82:        16         15          0         36         25         52         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       29.8       41.2       46.9       28.9       27.9       40.7       43.1
Old  :                 28.9       29.8       41.2       46.9       28.9       27.9       40.7       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   350,316:   147,878     88,213      3,671    174,376    230,384    325,925    322,268:    24,391     28,048
Old  :   350,316:   147,878     88,213      3,671    174,376    230,384    325,925    322,268:    24,391     28,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     1,848:    38,751     -6,208       -929    -39,886     39,060     -2,064     31,923:     3,912    -30,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2       25.2        1.0       49.8       65.8       93.0       92.0:       7.0        8.0
Old  :     100.0:      42.2       25.2        1.0       49.8       65.8       93.0       92.0:       7.0        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        80         60         12         43         41        130        106:
Old  :       214:        80         60         12         43         41        130        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       31.7       45.9       45.7       27.2       21.9       36.4       33.1
Old  :                 35.5       31.7       45.9       45.7       27.2       21.9       36.4       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :    75,581:    18,367     18,174          0     43,292     40,805     61,659     58,979:    13,922     16,602
Old  :    75,581:    18,367     18,174          0     43,292     40,805     61,659     58,979:    13,922     16,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     7,381:     1,184      5,062          0      6,782      1,738      7,966      6,800:      -585        581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       24.0        0.0       57.3       54.0       81.6       78.0:      18.4       22.0
Old  :     100.0:      24.3       24.0        0.0       57.3       54.0       81.6       78.0:      18.4       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         7         15          0         15         14         22         29:
Old  :        47:         7         15          0         15         14         22         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       34.6       65.2       49.3       48.5       34.4       64.6       48.9
Old  :                 48.5       34.6       65.2       49.3       48.5       34.4       64.6       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    37,141:     1,516      5,836          0     31,806     23,266     33,322     29,102:     3,819      8,039
Old  :    37,141:     1,516      5,836          0     31,806     23,266     33,322     29,102:     3,819      8,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -445:         8       -158          0        106        -13        114       -171:      -559       -274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       15.7        0.0       85.6       62.6       89.7       78.4:      10.3       21.6
Old  :     100.0:       4.1       15.7        0.0       85.6       62.6       89.7       78.4:      10.3       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         2         14          0         31         27         33         41:
Old  :        64:         2         14          0         31         27         33         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       30.8       67.6       42.9       53.7       29.2       66.9       41.3
Old  :                 54.4       30.8       67.6       42.9       53.7       29.2       66.9       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   288,183:    18,483     59,679      2,819    240,654    215,884    261,956    278,382:    26,227      9,801
Old  :   288,183:    18,483     59,679      2,819    240,654    215,884    261,956    278,382:    26,227      9,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     3,495:     2,036       -186        232     -2,286      4,453        -18      4,499:     3,513     -1,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       20.7        1.0       83.5       74.9       90.9       96.6:       9.1        3.4
Old  :     100.0:       6.4       20.7        1.0       83.5       74.9       90.9       96.6:       9.1        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        29         45          7         40         50         73         98:
Old  :       146:        29         45          7         40         50         73         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       32.5       70.3       48.2       56.2       31.7       63.2       44.9
Old  :                 60.4       32.5       70.3       48.2       56.2       31.7       63.2       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    68,244:    20,383     25,523      1,232     32,728     33,338     54,343     60,093:    13,901      8,151
Old  :    68,244:    20,383     25,523      1,232     32,728     33,338     54,343     60,093:    13,901      8,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :     2,340:      -542      1,651        -14        -69     -2,157       -625       -520:     2,965      2,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       37.4        1.8       48.0       48.9       79.6       88.1:      20.4       11.9
Old  :     100.0:      29.9       37.4        1.8       48.0       48.9       79.6       88.1:      20.4       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        34         28          4         24         24         61         53:
Old  :       105:        34         28          4         24         24         61         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       38.8       39.7       50.9       21.7       37.7       34.8       48.5
Old  :                 26.6       38.8       39.7       50.9       21.7       37.7       34.8       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    45,105:    17,091      3,404          4     24,038      7,594     41,133     11,002:     3,972     34,103
Old  :    45,105:    17,091      3,404          4     24,038      7,594     41,133     11,002:     3,972     34,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :    -1,021:      -101       -214          0       -396        132       -497        -82:      -524       -939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        7.5        0.0       53.3       16.8       91.2       24.4:       8.8       75.6
Old  :     100.0:      37.9        7.5        0.0       53.3       16.8       91.2       24.4:       8.8       75.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        17          7          1         11         11         29         18:
Old  :        45:        17          7          1         11         11         29         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       11.8       67.4       16.6       48.4        8.2       62.4       12.7
Old  :                 53.4       11.8       67.4       16.6       48.4        8.2       62.4       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders - Futures Only, November 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    34,725:     2,408      1,802        136     19,693     27,806     22,237     29,744:    12,488      4,981
Old  :    34,725:     2,408      1,802        136     19,693     27,806     22,237     29,744:    12,488      4,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2005                     :
     :      -927:       829        108          0        865       -206      1,694        -98:    -2,621       -829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        5.2        0.4       56.7       80.1       64.0       85.7:      36.0       14.3
Old  :     100.0:       6.9        5.2        0.4       56.7       80.1       64.0       85.7:      36.0       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         5          9          2         20         27         26         38:
Old  :        46:         5          9          2         20         27         26         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       40.0       47.6       61.3       19.6       29.6       26.8       40.7
Old  :                 34.5       40.0       47.6       61.3       19.6       29.6       26.8       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 14, 2005