MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,897
COMMITMENTS
     529    2,905      382   15,048    8,717   15,959   12,004    4,938    8,893

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        891)
     366      184      -87      225      468      504      565      387      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     13.9      1.8     72.0     41.7     76.4     57.4     23.6     42.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        8        8       16       13       25       25
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      120,458
COMMITMENTS
  24,892   12,163   27,044   51,193   51,347  103,129   90,554   17,329   29,904

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -7,767)
  -4,301   -2,941     -508     -767   -3,047   -5,576   -6,496   -2,191   -1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     10.1     22.5     42.5     42.6     85.6     75.2     14.4     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      61       47       69       25       43      134      130
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,078
COMMITMENTS
     388      758      386      516      209    1,290    1,353      788      725

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        261)
      85      151       99       37       66      221      316       40      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     36.5     18.6     24.8     10.1     62.1     65.1     37.9     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9       15        6        5        4       17       23
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      198,245
COMMITMENTS
  68,848   19,584   25,824   80,056   93,935  174,728  139,343   23,517   58,902

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:       -921)
     837    1,655   -1,054   -2,467   -2,746   -2,684   -2,145    1,763    1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      9.9     13.0     40.4     47.4     88.1     70.3     11.9     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      92       40       55       68      128      199      197
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,113
COMMITMENTS
   2,079      400      223      938    2,981    3,240    3,604    1,873    1,509

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:         25)
      59       43       18      -25      -94       52      -33      -27       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7      7.8      4.4     18.3     58.3     63.4     70.5     36.6     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      23        8        8       16       29       44       40
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,994
COMMITMENTS
  14,657    2,822    3,327    8,708    9,521   26,692   15,670    5,302   16,324

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        941)
     374      -79     -285      671      970      760      606      181      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8      8.8     10.4     27.2     29.8     83.4     49.0     16.6     51.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      47       19       20       40       55      100       85
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      137,619
COMMITMENTS
  55,542    7,431    1,889   46,157  103,345  103,588  112,665   34,031   24,954

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -4,831)
 -10,926   -2,854   -1,402   12,260   -8,207      -68  -12,463   -4,763    7,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4      5.4      1.4     33.5     75.1     75.3     81.9     24.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      37        8        6       29       25       66       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       75,904
COMMITMENTS
   5,247   39,314        0   61,359   15,858   66,606   55,172    9,298   20,732

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -38,005)
  -8,690  -14,484   -1,635  -25,912  -21,548  -36,237  -37,667   -1,768     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     51.8      0.0     80.8     20.9     87.8     72.7     12.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       18        0       12       13       16       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       93,855
COMMITMENTS
  42,265    5,976      372   45,446   84,142   88,083   90,490    5,772    3,365

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -44,419)
 -30,974      327   -1,585   -6,855  -41,110  -39,414  -42,368   -5,005   -2,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0      6.4      0.4     48.4     89.7     93.9     96.4      6.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      42       10        2       14       14       56       26
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       70,230
COMMITMENTS
   9,425   17,617       95   43,997   36,623   53,517   54,335   16,713   15,895

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -41,038)
  -4,161   -3,825     -729  -35,831  -33,308  -40,721  -37,862     -317   -3,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     25.1      0.1     62.6     52.1     76.2     77.4     23.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       13        1       18       15       29       28
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      139,503
COMMITMENTS
  12,322   38,427       72  103,665   70,812  116,059  109,311   23,444   30,192

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:   -104,096)
  -9,899  -55,857   -2,229  -84,926  -42,101  -97,054 -100,187   -7,042   -3,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     27.5      0.1     74.3     50.8     83.2     78.4     16.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       28        1       20       22       39       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      123,445
COMMITMENTS
  24,852   20,348    2,443   50,514   58,508   77,809   81,299   45,636   42,146

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -68,947)
  -3,236   -8,803     -317  -67,157  -55,842  -70,710  -64,962    1,763   -3,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     16.5      2.0     40.9     47.4     63.0     65.9     37.0     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      32       29        9       23       22       61       55
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       42,695
COMMITMENTS
  14,393      721        0   20,616   32,961   35,009   33,682    7,686    9,013

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7      1.7      0.0     48.3     77.2     82.0     78.9     18.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        8       13       11       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,467,960
COMMITMENTS
 978,577  988,922  1150805  5540126  5041828  7669508  7181555  798,452  1286405

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -1,009,694)
 -55,853 -258,975 -223,810 -625,889 -413,966 -905,552 -896,751 -104,142 -112,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     11.7     13.6     65.4     59.5     90.6     84.8      9.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      53       50       81      117      136      211      239
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      639,013
COMMITMENTS
  54,609   44,195    1,903  448,121  483,896  504,633  529,994  134,380  109,019

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:   -117,319)
  -3,528  -26,626  -12,964  -77,188  -48,389  -93,680  -87,979  -23,639  -29,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      6.9      0.3     70.1     75.7     79.0     82.9     21.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      30       29        8       79       57      114       90
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,013,365
COMMITMENTS
 195,126  262,901    7,284  481,824  647,999  684,234  918,184  329,131   95,181

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:   -488,911)
 -99,504    7,805 -126,888 -192,803 -342,014 -419,195 -461,097  -69,716  -27,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     25.9      0.7     47.5     63.9     67.5     90.6     32.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      50       53       12       56       55      114      112
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,122
COMMITMENTS
   1,624    1,052        0    5,744   10,070    7,368   11,122    4,754    1,000

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -5,163)
    -144     -434      -41   -2,364   -3,980   -2,549   -4,455   -2,614     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      8.7      0.0     47.4     83.1     60.8     91.8     39.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       14       12       17       14
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       41,605
COMMITMENTS
   8,131   11,881        0   28,681   25,566   36,812   37,447    4,793    4,158

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -17,964)
  -1,263    3,124   -1,533  -12,305   -7,721  -15,101   -6,130   -2,863  -11,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     28.6      0.0     68.9     61.4     88.5     90.0     11.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        8        0       19       15       25       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,376
COMMITMENTS
  14,418    7,800        0   28,052   40,648   42,470   48,448   11,906    5,928

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -29,445)
  -1,385   -1,503   -3,668  -25,244  -16,201  -30,297  -21,372      852   -8,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     14.3      0.0     51.6     74.8     78.1     89.1     21.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12       12        0       33       24       45       36
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      282,498
COMMITMENTS
 125,572   85,020    9,152  125,756  159,247  260,480  253,419   22,018   29,079

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:   -219,914)
 -45,227  -29,950  -12,534 -123,823 -179,060 -181,584 -221,544  -38,330    1,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     30.1      3.2     44.5     56.4     92.2     89.7      7.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      71       54        9       43       33      118       92
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       43,315
COMMITMENTS
  14,497    6,588        0   13,740   25,054   28,237   31,642   15,078   11,673

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -39,502)
  -9,393    2,980   -2,150  -21,087  -39,934  -32,630  -39,104   -6,872     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     15.2      0.0     31.7     57.8     65.2     73.1     34.8     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        6        0       10       11       24       17
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,834
COMMITMENTS
   4,864    5,008        2   19,215   15,573   24,081   20,583    4,753    8,251

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -21,485)
   2,453     -506   -2,118  -16,207  -17,395  -15,872  -20,019   -5,613   -1,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     17.4      0.0     66.6     54.0     83.5     71.4     16.5     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1       11        1       29       23       31       34
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      266,732
COMMITMENTS
  27,428   46,987      988  210,511  208,692  238,927  256,667   27,805   10,065

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -94,068)
   5,359    2,299  -14,395  -87,396  -67,684  -96,432  -79,780    2,364  -14,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     17.6      0.4     78.9     78.2     89.6     96.2     10.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      30       50        3       35       44       65       97
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,941
COMMITMENTS
  14,306   19,860      230   26,034   26,819   40,570   46,909   13,371    7,032

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        933)
  -1,379   -1,811      230   -1,247      904   -2,396     -677    3,329    1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     36.8      0.4     48.3     49.7     75.2     87.0     24.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      25       20        3       19       20       46       41
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       31,881
COMMITMENTS
  18,660    2,457        0    8,627    5,808   27,287    8,265    4,594   23,616

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -2,268)
  -2,773   -1,025        0    3,671    1,496      898      471   -3,166   -2,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.5      7.7      0.0     27.1     18.2     85.6     25.9     14.4     74.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        5        0       11       10       24       15
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       36,948
COMMITMENTS
     442    1,876    1,106   17,205   27,060   18,753   30,042   18,195    6,906

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -8,196)
  -2,225     -320     -100   -2,769   -8,366   -5,094   -8,786   -3,102      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      5.1      3.0     46.6     73.2     50.8     81.3     49.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        8        2       18       23       23       32
 

Updated December 23, 2005