WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      336,450
COMMITMENTS
  52,310   64,031   70,057  182,842  156,636  305,209  290,724   31,241   45,726

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -2,567)
  -5,041   -5,667    1,223     -283      920   -4,101   -3,523    1,534      956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     19.0     20.8     54.3     46.6     90.7     86.4      9.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      82      111      110       52       69      214      228
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      339,017
COMMITMENTS
  57,352   69,698   68,834  183,125  155,716  309,310  294,247   29,707   44,769

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     22,401)
  12,626  -10,944   15,117   -6,566   13,747   21,177   17,921    1,225    4,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     20.6     20.3     54.0     45.9     91.2     86.8      8.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      84      117      105       49       67      210      226
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      964,554
COMMITMENTS
 136,214  161,938  171,271  498,857  404,795  806,343  738,005  158,211  226,549

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     20,377)
  -1,177    6,750    2,837   18,237    8,766   19,897   18,353      480    2,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     16.8     17.8     51.7     42.0     83.6     76.5     16.4     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
     154      139      163      222      221      458      457
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      944,177
COMMITMENTS
 137,391  155,189  168,435  480,620  396,029  786,446  719,652  157,731  224,525

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     34,449)
  13,588    4,909    6,703    2,553   14,115   22,843   25,727   11,607    8,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     16.4     17.8     50.9     41.9     83.3     76.2     16.7     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     160      129      156      221      220      451      449
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,812
COMMITMENTS
   3,204      108      572    1,621    5,825    5,397    6,506    2,415    1,306

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        288)
     455     -125      -38        7      459      424      296     -135       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0      1.4      7.3     20.7     74.6     69.1     83.3     30.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        6        5        9       16       27       23
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,524
COMMITMENTS
   2,750      234      611    1,614    5,366    4,974    6,210    2,550    1,314

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        600)
     301     -233       82      -11    1,343      373    1,192      227     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      3.1      8.1     21.4     71.3     66.1     82.5     33.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12        6        6        8       17       23       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      391,007
COMMITMENTS
  51,721   48,782   86,268  186,552  146,701  324,540  281,751   66,467  109,256

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     28,653)
    -204   -2,254   10,212   12,221   10,435   22,229   18,393    6,423   10,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     12.5     22.1     47.7     37.5     83.0     72.1     17.0     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
      89      125      138      113      117      287      305
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      362,355
COMMITMENTS
  51,924   51,036   76,056  174,331  136,266  302,311  263,358   60,044   98,997

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     16,056)
   2,957    1,518    4,234    9,064    8,011   16,256   13,763     -199    2,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     14.1     21.0     48.1     37.6     83.4     72.7     16.6     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      97      114      130      109      113      276      296
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      191,382
COMMITMENTS
  30,045    8,925   39,977   91,663  127,666  161,685  176,567   29,696   14,814

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     15,973)
   2,566   -2,530    8,542    1,954   11,032   13,063   17,045    2,910   -1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      4.7     20.9     47.9     66.7     84.5     92.3     15.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      45       26       39       56       55      126      106
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      175,409
COMMITMENTS
  27,480   11,454   31,435   89,709  116,633  148,623  159,522   26,786   15,887

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     16,495)
   5,537  -13,868    5,427     -237   28,404   10,727   19,962    5,768   -3,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      6.5     17.9     51.1     66.5     84.7     90.9     15.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      41       30       34       55       52      117      101
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      716,583
COMMITMENTS
  72,806   80,572   92,736  429,993  354,468  595,535  527,776  121,047  188,806

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    -10,976)
 -16,765     -149    4,517   14,699  -11,513    2,451   -7,145  -13,427   -3,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     11.2     12.9     60.0     49.5     83.1     73.7     16.9     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      35       29       44       76       80      126      138
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      727,559
COMMITMENTS
  89,571   80,721   88,219  415,294  365,981  593,084  534,921  134,474  192,637

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     41,673)
  -1,084   12,781    8,531   25,539    1,907   32,986   23,219    8,686   18,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     11.1     12.1     57.1     50.3     81.5     73.5     18.5     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      25       39       44       71       85      122      142
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      152,874
COMMITMENTS
  15,682   20,086   26,075   80,165   82,530  121,922  128,691   30,952   24,183

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      6,120)
  -1,480      744    1,203    3,716    3,471    3,438    5,418    2,682      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     13.1     17.1     52.4     54.0     79.8     84.2     20.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      24       45       40       58       53      109      122
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      146,754
COMMITMENTS
  17,162   19,342   24,873   76,449   79,058  118,484  123,273   28,270   23,481

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      4,975)
   1,773    4,375    1,244      193   -2,144    3,210    3,474    1,766    1,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     13.2     16.9     52.1     53.9     80.7     84.0     19.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      31       43       42       53       49      107      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,030
COMMITMENTS
   2,699    1,000    1,298    2,354    4,631    6,350    6,929    1,680    1,101

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        284)
    -204      -83       -1      296      479       91      395      193     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     12.5     16.2     29.3     57.7     79.1     86.3     20.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      18        9       12       17       18       40       34
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,746
COMMITMENTS
   2,902    1,083    1,299    2,058    4,152    6,260    6,534    1,487    1,213

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        713)
     389     -286      172       -1      858      560      744      152      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     14.0     16.8     26.6     53.6     80.8     84.3     19.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20        6       12       16       17       39       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      347,610
COMMITMENTS
  92,804   80,694    2,058  188,816  164,603  283,678  247,355   63,932  100,255

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     12,367)
   9,233   15,237      735    2,439    1,183   12,407   17,155      -39   -4,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7     23.2      0.6     54.3     47.4     81.6     71.2     18.4     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      19       22        4       46       48       66       73
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      335,243
COMMITMENTS
  83,571   65,457    1,323  186,377  163,420  271,271  230,200   63,972  105,043

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:       -697)
  -3,628   19,818     -338   10,825  -18,463    6,859    1,017   -7,556   -1,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     19.5      0.4     55.6     48.7     80.9     68.7     19.1     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      21       22        4       42       45       64       70
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,100,541
COMMITMENTS
 351,021  393,009  252,495  1268906  1056749  1872422  1702252  228,119  398,289

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    -12,711)
   8,602     -269   15,864  -12,991     -311   11,474   15,283  -24,185  -27,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     18.7     12.0     60.4     50.3     89.1     81.0     10.9     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      58       68       79      109      121      203      232
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,113,252
COMMITMENTS
 342,419  393,278  236,631  1281898  1057060  1860948  1686970  252,304  426,282

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     63,473)
   9,736   24,560    5,182   52,507    6,313   67,424   36,054   -3,951   27,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     18.6     11.2     60.7     50.0     88.1     79.8     11.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      55       66       71      102      118      189      223
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,590,953
COMMITMENTS
 179,976  396,153  199,632  1069831  700,836  1449439  1296622  141,514  294,332

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     94,275)
   9,571   60,727       38   99,949   30,242  109,557   91,007  -15,282    3,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     24.9     12.5     67.2     44.1     91.1     81.5      8.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      42       46       42       81       86      141      156
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,496,678
COMMITMENTS
 170,405  335,426  199,594  969,882  670,594  1339882  1205615  156,797  291,063

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:    127,805)
  38,125   80,626   36,245   63,432  -23,693  137,801   93,178   -9,997   34,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     22.4     13.3     64.8     44.8     89.5     80.6     10.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      39       45       43       78       83      137      151
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      620,271
COMMITMENTS
 123,392  108,286  240,409  206,271  239,059  570,072  587,753   50,199   32,518

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     46,616)
  12,920   22,242   16,813   13,966   11,798   43,698   50,853    2,918   -4,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     17.5     38.8     33.3     38.5     91.9     94.8      8.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      40       31       39       59       58      119      108
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      573,655
COMMITMENTS
 110,472   86,044  223,596  192,305  227,260  526,373  536,900   47,282   36,755

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:   -133,618)
 -26,281   -3,088  -46,262  -52,127  -78,478 -124,669 -127,827   -8,950   -5,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     15.0     39.0     33.5     39.6     91.8     93.6      8.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      45       26       40       56       53      121       99
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       36,793
COMMITMENTS
   4,068    6,198      773   23,540   18,472   28,381   25,443    8,412   11,351

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:       -300)
    -880     -169     -141     -113       70   -1,134     -240      835      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     16.8      2.1     64.0     50.2     77.1     69.2     22.9     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8       12        6       20       11       33       24
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       37,093
COMMITMENTS
   4,949    6,366      914   23,653   18,402   29,516   25,683    7,577   11,410

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      1,301)
     646     -657      407      190    1,242    1,244      992       57      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     17.2      2.5     63.8     49.6     79.6     69.2     20.4     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11       14        8       19       12       36       28
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       66,618
COMMITMENTS
  25,599   29,063    5,700   16,346   22,165   47,645   56,928   18,973    9,690

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      8,075)
   2,832      -66    1,093    3,554    6,910    7,478    7,937      597      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4     43.6      8.6     24.5     33.3     71.5     85.5     28.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      30       23       15       22       16       58       48
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       58,542
COMMITMENTS
  22,767   29,129    4,607   12,792   15,255   40,167   48,991   18,376    9,551

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      5,003)
   4,127    3,075      116   -1,374    2,282    2,869    5,474    2,134     -471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     49.8      7.9     21.9     26.1     68.6     83.7     31.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      26       26       15       15       13       49       46
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,673
COMMITMENTS
   8,674    3,633       62   24,473   29,105   33,209   32,800      464      873

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        183)
      10     -112        0      162      152      172       40       11      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8     10.8      0.2     72.7     86.4     98.6     97.4      1.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7       15        3       15       21       24       37
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,490
COMMITMENTS
   8,664    3,745       62   24,311   28,953   33,037   32,760      453      730

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:       -188)
     120     -136     -110     -440       57     -430     -189      242        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     11.2      0.2     72.6     86.5     98.6     97.8      1.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7       17        3       15       20       24       38
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,233
COMMITMENTS
     299    1,987    1,726   13,344    9,331   15,369   13,045    5,864    8,189

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,526)
    -198      138      351    1,013      242    1,166      731      359      794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      9.4      8.1     62.8     43.9     72.4     61.4     27.6     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        4       10       19       13       30       24
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,707
COMMITMENTS
     496    1,849    1,375   12,331    9,090   14,202   12,313    5,505    7,394

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     -2,895)
    -154       28     -526   -1,281   -2,561   -1,961   -3,059     -934      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      9.4      7.0     62.6     46.1     72.1     62.5     27.9     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        5       10       18       12       29       23
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      129,360
COMMITMENTS
  26,806   19,577   32,170   50,655   37,540  109,630   89,286   19,731   40,074

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      5,396)
   1,115      256    2,210    1,279      210    4,604    2,675      792    2,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     15.1     24.9     39.2     29.0     84.7     69.0     15.3     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      62       44       60       33       43      142      111
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      123,965
COMMITMENTS
  25,691   19,321   29,959   49,376   37,330  105,026   86,611   18,939   37,354

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      3,218)
   1,768       66      538     -822    1,875    1,484    2,479    1,734      739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     15.6     24.2     39.8     30.1     84.7     69.9     15.3     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      57       45       58       30       42      135      109
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,772
COMMITMENTS
   1,033      486       35      137      123    1,205      643      567    1,129

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        646)
     449      145       16      112       77      577      238       69      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.3     27.4      2.0      7.7      6.9     68.0     36.3     32.0     63.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10       11        2        2        3       14       14
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      186,551
COMMITMENTS
  53,538   13,478   36,883   74,024   84,264  164,444  134,624   22,107   51,926

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -6,155)
   2,943   -2,810   -4,052   -4,025     -995   -5,133   -7,857   -1,022    1,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      7.2     19.8     39.7     45.2     88.1     72.2     11.9     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      82       45       67       74      116      195      204
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      192,705
COMMITMENTS
  50,594   16,288   40,934   78,048   85,259  169,577  142,482   23,128   50,224

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     14,604)
   7,054   -3,547    5,354      889    7,979   13,296    9,786    1,308    4,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      8.5     21.2     40.5     44.2     88.0     73.9     12.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      74       48       63       77      117      191      200
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,467
COMMITMENTS
   1,071      872      427      855    1,235    2,353    2,534    2,115    1,933

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:       -144)
     -90      158      -55      151     -263        5     -160     -149       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     19.5      9.6     19.1     27.6     52.7     56.7     47.3     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17       18       11       12       23       36       45
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,612
COMMITMENTS
   1,161      714      482      704    1,498    2,348    2,694    2,264    1,918

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:         33)
     -57     -267       28       45      408       17      169       16     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     15.5     10.5     15.3     32.5     50.9     58.4     49.1     41.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16       12        9       11       24       32       40
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,889
COMMITMENTS
  12,354    1,196    6,124    7,333   10,173   25,810   17,492    6,079   14,397

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:       -930)
     450     -350     -619     -497     -404     -666   -1,373     -264      443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7      3.8     19.2     23.0     31.9     80.9     54.9     19.1     45.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      53       17       28       42       53      111       88
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       32,820
COMMITMENTS
  11,904    1,546    6,743    7,830   10,577   26,477   18,865    6,343   13,954

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:       -484)
    -382     -409      170     -515       35     -727     -204      243     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      4.7     20.5     23.9     32.2     80.7     57.5     19.3     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      57       13       31       44       57      115       95
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      115,726
COMMITMENTS
  51,634    6,900    2,629   25,978   84,675   80,242   94,204   35,484   21,522

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        506)
   3,311   -1,881     -324     -370     -223    2,618   -2,428   -2,112    2,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.6      6.0      2.3     22.4     73.2     69.3     81.4     30.7     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      31       16        9       18       25       54       45
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      115,220
COMMITMENTS
  48,323    8,781    2,953   26,348   84,898   77,624   96,631   37,596   18,589

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     -1,463)
  -3,389    1,612      177      872   -2,480   -2,340     -691      877     -772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.9      7.6      2.6     22.9     73.7     67.4     83.9     32.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      29       17       11       18       28       51       52
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       72,841
COMMITMENTS
  13,572   38,859        0   52,286   12,327   65,858   51,186    6,983   21,655

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    -15,389)
   3,599  -18,240        0  -17,667    3,443  -14,068  -14,797   -1,321     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     53.3      0.0     71.8     16.9     90.4     70.3      9.6     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       24        0       15        8       19       32
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       88,230
COMMITMENTS
   9,973   57,099        0   69,953    8,884   79,926   65,983    8,304   22,247

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     11,020)
   3,835    7,230        0    5,671    2,588    9,506    9,818    1,514    1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     64.7      0.0     79.3     10.1     90.6     74.8      9.4     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4       30        0       15        7       19       37
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       75,708
COMMITMENTS
  53,443    5,509       55   15,032   63,855   68,530   69,419    7,178    6,289

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -5,713)
  -6,725    1,615       55      672   -8,805   -5,998   -7,135      285    1,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.6      7.3      0.1     19.9     84.3     90.5     91.7      9.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      48        8        1       18       15       66       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       81,422
COMMITMENTS
  60,168    3,894        0   14,360   72,660   74,528   76,554    6,894    4,868

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      1,321)
  20,091   -3,521      -53  -20,491    5,852     -453    2,278    1,774     -957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.9      4.8      0.0     17.6     89.2     91.5     94.0      8.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      53        8        0       16       17       69       25
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       91,162
COMMITMENTS
  13,578   36,826      267   56,373   32,485   70,218   69,578   20,945   21,584

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:       -798)
  -6,330     -333     -402    2,743   -2,262   -3,989   -2,998    3,191    2,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     40.4      0.3     61.8     35.6     77.0     76.3     23.0     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      13       17        3       19       14       33       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       91,960
COMMITMENTS
  19,908   37,159      669   53,630   34,747   74,207   72,575   17,754   19,385

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     12,599)
  -7,529   11,984      -13   23,148   -1,259   15,606   10,712   -3,007    1,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     40.4      0.7     58.3     37.8     80.7     78.9     19.3     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      13       20        6       21       16       40       36
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      200,854
COMMITMENTS
  16,515   85,122    3,830  150,408   74,357  170,753  163,309   30,101   37,545

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      6,983)
   2,840    5,118     -763    3,141     -343    5,218    4,012    1,765    2,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     42.4      1.9     74.9     37.0     85.0     81.3     15.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      22       43        6       30       24       54       71
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      193,871
COMMITMENTS
  13,676   80,004    4,593  147,267   74,700  165,535  159,297   28,336   34,574

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     30,131)
   2,733    7,106      354   24,636   22,934   27,724   30,395    2,407     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     41.3      2.4     76.0     38.5     85.4     82.2     14.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      18       44        7       29       25       51       72
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      150,289
COMMITMENTS
  29,620   26,230   10,238   64,578   61,829  104,436   98,297   45,852   51,992

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    -19,635)
  -4,448  -10,635   -4,217   -7,979      -86  -16,644  -14,938   -2,991   -4,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     17.5      6.8     43.0     41.1     69.5     65.4     30.5     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      39       31       29       29       29       81       76
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      169,924
COMMITMENTS
  34,068   36,865   14,455   72,557   61,915  121,080  113,235   48,844   56,689

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     11,643)
   1,613    2,018    2,131    5,211      799    8,954    4,948    2,689    6,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     21.7      8.5     42.7     36.4     71.3     66.6     28.7     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      47       33       32       31       30       88       85
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:        9,438
COMMITMENTS
   5,592      508        0    2,499    7,855    8,091    8,363    1,347    1,075

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.2      5.4      0.0     26.5     83.2     85.7     88.6     14.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        0        6        8       10       11
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       41,071
COMMITMENTS
   9,605    2,787    1,360   23,251   29,257   34,216   33,404    6,855    7,667

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,987)
     583     -614    1,354     -276    3,576    1,661    4,316      326   -2,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      6.8      3.3     56.6     71.2     83.3     81.3     16.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        2       11       14       15       18
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       39,084
COMMITMENTS
   9,022    3,401        6   23,527   25,681   32,555   29,088    6,529    9,996

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      2,468)
    -308      873        0    3,851       -7    3,543      866   -1,075    1,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      8.7      0.0     60.2     65.7     83.3     74.4     16.7     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1       10       13       13       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,333,415
COMMITMENTS
 875,730  986,333  4201124  7214522  6620340 12291376 11807797  1042039  1525618

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    234,785)
  57,832    7,239  100,592  138,230  185,121  296,654  292,952  -61,869  -58,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      7.4     31.5     54.1     49.7     92.2     88.6      7.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      64       68      106      137      152      251      281
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,098,630
COMMITMENTS
 817,897  979,094  4100532  7076292  6435219 11994722 11514845  1103909  1583785

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:    819,013)
 -52,044  198,003  474,780  264,546   96,012  687,283  768,795  131,731   50,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      7.5     31.3     54.0     49.1     91.6     87.9      8.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      60       69      105      136      148      246      276
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      743,245
COMMITMENTS
  58,565   71,482   59,740  472,041  493,237  590,346  624,459  152,900  118,786

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     37,653)
   5,877    8,168   15,158   10,580    9,352   31,616   32,679    6,037    4,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      9.6      8.0     63.5     66.4     79.4     84.0     20.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      54       41       61       89       69      172      142
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      705,593
COMMITMENTS
  52,688   63,314   44,581  461,460  483,885  558,730  591,780  146,863  113,813

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      5,110)
   2,428    2,010    4,639   -1,732    1,262    5,336    7,912     -226   -2,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      9.0      6.3     65.4     68.6     79.2     83.9     20.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      51       38       58       90       66      168      135
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,061,867
COMMITMENTS
 203,710  259,806   51,696  580,983  642,720  836,389  954,222  225,477  107,645

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     55,140)
  13,598   13,712   10,179   59,232   46,122   83,009   70,012  -27,869  -14,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     24.5      4.9     54.7     60.5     78.8     89.9     21.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      49       54       32       66       59      132      128
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,006,727
COMMITMENTS
 190,112  246,094   41,517  521,751  596,598  753,381  884,210  253,346  122,517

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     21,280)
   8,780    9,866   15,319   13,120  -20,072   37,219    5,113  -15,939   16,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     24.4      4.1     51.8     59.3     74.8     87.8     25.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      49       54       31       59       61      126      128
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,792
COMMITMENTS
   1,191      427        0    6,807   11,278    7,998   11,705    4,794    1,087

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:         12)
    -749        0        0      147      -46     -602      -46      614       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      3.3      0.0     53.2     88.2     62.5     91.5     37.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       19       16       21       18
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,780
COMMITMENTS
   1,940      427        0    6,660   11,324    8,600   11,751    4,180    1,029

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        159)
     154        0        0     -332     -145     -178     -145      337      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      3.3      0.0     52.1     88.6     67.3     91.9     32.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        1        1       18       15       23       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       34,408
COMMITMENTS
   7,641    4,999        0   23,630   23,086   31,271   28,085    3,137    6,323

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,057)
     318    1,318      -98    1,975   -2,426    2,195   -1,206   -1,138    2,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     14.5      0.0     68.7     67.1     90.9     81.6      9.1     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        5        0       20       18       26       23
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       33,351
COMMITMENTS
   7,323    3,681       98   21,655   25,512   29,076   29,291    4,275    4,060

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      3,322)
   1,126   -1,427       30    1,708    5,267    2,864    3,870      458     -548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     11.0      0.3     64.9     76.5     87.2     87.8     12.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        4        1       20       21       27       26
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,225
COMMITMENTS
   7,327   12,271    1,349   30,166   37,070   38,843   50,691   21,383    9,535

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      3,296)
  -2,133    2,745     -255    1,470    1,301     -918    3,790    4,214     -494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     20.4      2.2     50.1     61.6     64.5     84.2     35.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      12       18        4       31       30       47       48
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,929
COMMITMENTS
   9,460    9,527    1,604   28,696   35,769   39,760   46,900   17,169   10,028

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        -45)
   3,942   -3,197      974   -1,316      852    3,600   -1,371   -3,644    1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     16.7      2.8     50.4     62.8     69.8     82.4     30.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14       15        3       33       25       49       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      348,402
COMMITMENTS
  99,242  156,668    3,877  223,465  107,756  326,584  268,301   21,818   80,101

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     77,887)
  -6,748   75,258      787   94,900  -12,094   88,939   63,952  -11,052   13,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     45.0      1.1     64.1     30.9     93.7     77.0      6.3     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      63       59       13       47       31      120       93
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      270,515
COMMITMENTS
 105,990   81,409    3,090  128,565  119,850  237,645  204,349   32,870   66,166

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      4,290)
  17,481   -3,797       29  -31,771   15,836  -14,261   12,068   18,551   -7,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2     30.1      1.1     47.5     44.3     87.8     75.5     12.2     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      66       60       13       38       37      110      104
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       60,703
COMMITMENTS
  18,844    1,916        0   21,722   48,964   40,566   50,880   20,137    9,823

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -9,568)
 -10,608    1,334        0    4,923  -11,580   -5,685  -10,246   -3,883      678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0      3.2      0.0     35.8     80.7     66.8     83.8     33.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        2        0       13       15       24       17
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       70,271
COMMITMENTS
  29,452      582        0   16,799   60,544   46,251   61,126   24,020    9,145

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      6,372)
   5,925        0        0       96    6,432    6,021    6,432      351      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.9      0.8      0.0     23.9     86.2     65.8     87.0     34.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      16        1        0        9       13       25       14
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       33,843
COMMITMENTS
     866    6,347        0   27,740   22,726   28,606   29,073    5,236    4,770

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,611)
     197      302       -0      995    1,151    1,192    1,453      419      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     18.8      0.0     82.0     67.2     84.5     85.9     15.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1       14        1       31       28       32       43
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       32,231
COMMITMENTS
     669    6,045        0   26,746   21,574   27,415   27,619    4,817    4,612

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        601)
      -3      156        0      580      376      577      532       24       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     18.8      0.0     83.0     66.9     85.1     85.7     14.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       1       14        1       31       29       32       44
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      259,038
COMMITMENTS
  12,064   56,611    4,009  231,160  178,592  247,233  239,211   11,805   19,827

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     26,529)
  -4,918    3,683    2,592   26,077   16,450   23,751   22,725    2,778    3,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     21.9      1.5     89.2     68.9     95.4     92.3      4.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      28       43       21       36       48       71      105
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      232,510
COMMITMENTS
  16,982   52,928    1,417  205,084  162,142  223,482  216,487    9,027   16,023

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     10,069)
   3,333    3,753     -161    5,218    3,956    8,390    7,547    1,679    2,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     22.8      0.6     88.2     69.7     96.1     93.1      3.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      21       51       18       37       48       70      105
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       60,986
COMMITMENTS
  15,454   17,452    3,363   30,126   32,208   48,943   53,023   12,043    7,963

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      4,782)
     820      148     -176    4,564    2,710    5,208    2,682     -426    2,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     28.6      5.5     49.4     52.8     80.3     86.9     19.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      27       19        6       20       23       50       47
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,203
COMMITMENTS
  14,634   17,304    3,539   25,561   29,498   43,734   50,341   12,469    5,862

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      1,154)
  -3,886   -2,076    1,566    2,810    2,043      490    1,533      664     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     30.8      6.3     45.5     52.5     77.8     89.6     22.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      28       18        5       19       23       48       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       40,021
COMMITMENTS
  10,585    2,070      145   22,793    3,133   33,523    5,348    6,498   34,673

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      5,008)
   2,037   -1,049     -481      686      607    2,242     -923    2,766    5,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      5.2      0.4     57.0      7.8     83.8     13.4     16.2     86.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      15        3        1        8        6       24        9
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       35,013
COMMITMENTS
   8,548    3,119      626   22,107    2,526   31,281    6,271    3,732   28,742

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      1,307)
  -2,502    1,246      305    2,745      488      548    2,039      759     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      8.9      1.8     63.1      7.2     89.3     17.9     10.7     82.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      14        3        1       10        4       24        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       32,855
COMMITMENTS
   1,609    2,719        0   15,931   27,335   17,540   30,054   15,315    2,801

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -3,449)
    -210      -77     -150   -1,648   -1,808   -2,008   -2,035   -1,441   -1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      8.3      0.0     48.5     83.2     53.4     91.5     46.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       10        0       16       24       19       34
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       36,303
COMMITMENTS
   1,819    2,796      150   17,579   29,143   19,548   32,089   16,755    4,214

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     -1,820)
    -465      100      150    1,474   -1,569    1,159   -1,319   -2,979     -501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      7.7      0.4     48.4     80.3     53.8     88.4     46.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       10        1       20       26       24       37
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      169,415
COMMITMENTS
  63,424   11,617   31,962   34,320  107,180  129,706  150,759   39,708   18,655

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     19,288)
   6,774     -914    6,826    3,924    9,459   17,524   15,371    1,764    3,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      6.9     18.9     20.3     63.3     76.6     89.0     23.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      93       55       49       26       44      148      120
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      150,126
COMMITMENTS
  56,650   12,531   25,137   30,396   97,721  112,182  135,388   37,944   14,738

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     11,647)
   5,566     -898    3,426    2,047    7,237   11,039    9,765      608    1,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7      8.3     16.7     20.2     65.1     74.7     90.2     25.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
     100       46       49       26       41      146      117
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      116,028
COMMITMENTS
  43,498   30,902   13,958   43,735   56,228  101,191  101,089   14,837   14,939

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      4,274)
   2,256      242      809      185      823    3,251    1,875    1,024    2,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     26.6     12.0     37.7     48.5     87.2     87.1     12.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      84       68       55       48       41      161      138
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      111,754
COMMITMENTS
  41,241   30,660   13,149   43,550   55,405   97,940   99,214   13,814   12,540

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      3,841)
   3,570    3,093     -767    1,385    2,199    4,189    4,525     -348     -685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9     27.4     11.8     39.0     49.6     87.6     88.8     12.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      77       61       54       44       38      152      129
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      458,416
COMMITMENTS
 238,480   49,318   72,697   78,945  306,511  390,122  428,525   68,294   29,890

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     16,949)
   5,239     -930    6,756    2,000   12,115   13,995   17,941    2,954     -992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.0     10.8     15.9     17.2     66.9     85.1     93.5     14.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     171       88       70       37       58      249      178
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      441,466
COMMITMENTS
 233,241   50,248   65,941   76,944  294,395  376,127  410,584   65,340   30,882

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      5,863)
  10,296    4,749   -2,862      406    9,111    7,840   10,998   -1,977   -5,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.8     11.4     14.9     17.4     66.7     85.2     93.0     14.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
     169       72       67       37       55      241      162
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,647
COMMITMENTS
   5,190    1,443    1,052    2,719    7,652    8,961   10,147    2,686    1,500

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,289)
     269     -885      502      -69    1,230      702      847      587      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.6     12.4      9.0     23.3     65.7     76.9     87.1     23.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      19        3       16        6        6       39       23
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,358
COMMITMENTS
   4,921    2,328      550    2,788    6,422    8,259    9,300    2,099    1,058

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        631)
     407      132        0       19      151      426      283      205      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.5     22.5      5.3     26.9     62.0     79.7     89.8     20.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19        3       12        6        6       35       21
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      126,941
COMMITMENTS
  47,498    4,601   12,505   44,438   86,678  104,440  103,784   22,501   23,157

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        820)
   2,195     -769      231      339    2,500    2,765    1,962   -1,945   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      3.6      9.9     35.0     68.3     82.3     81.8     17.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      62       21       28       55       64      132      102
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      126,121
COMMITMENTS
  45,303    5,371   12,273   44,099   84,178  101,675  101,822   24,446   24,299

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     15,938)
   6,648    2,528    1,787    5,595    8,996   14,030   13,311    1,908    2,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9      4.3      9.7     35.0     66.7     80.6     80.7     19.4     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      65       22       30       54       65      134      105
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       35,095
COMMITMENTS
   9,802      228      709   14,911   24,365   25,422   25,302    9,673    9,793

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        950)
   1,537     -286     -134      184    1,058    1,587      638     -637      312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9      0.6      2.0     42.5     69.4     72.4     72.1     27.6     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      23        1        3       20       19       43       23
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       34,145
COMMITMENTS
   8,265      514      843   14,727   23,307   23,835   24,664   10,310    9,482

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      3,317)
   2,458      -62       53    1,305    2,923    3,816    2,913     -499      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      1.5      2.5     43.1     68.3     69.8     72.2     30.2     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      18        4        4       23       21       43       27
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      171,410
COMMITMENTS
  25,095    8,324   49,197   78,355  103,072  152,647  160,592   18,763   10,818

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      8,154)
   2,202   -3,078    3,546    1,292    7,799    7,040    8,267    1,114     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      4.9     28.7     45.7     60.1     89.1     93.7     10.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
     100       45       74       66       70      202      159
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      163,256
COMMITMENTS
  22,893   11,402   45,651   77,063   95,273  145,607  152,326   17,648   10,930

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      4,924)
   2,327   -8,756    4,808   -1,341   10,132    5,794    6,184     -870   -1,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      7.0     28.0     47.2     58.4     89.2     93.3     10.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      93       46       69       65       69      191      156
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       45,469
COMMITMENTS
  11,433    1,829   12,373   16,331   28,456   40,137   42,659    5,332    2,811

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      2,597)
   1,475      228      877      328    1,170    2,680    2,276      -83      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      4.0     27.2     35.9     62.6     88.3     93.8     11.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      52       24       24       24       22       94       54
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       42,873
COMMITMENTS
   9,958    1,601   11,496   16,003   27,286   37,457   40,383    5,416    2,489

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      3,211)
   1,897     -859    1,717     -602    2,683    3,012    3,541      199     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      3.7     26.8     37.3     63.6     87.4     94.2     12.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      56       17       22       25       22       91       52
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      146,021
COMMITMENTS
  24,535   29,903   12,714   98,672   95,636  135,922  138,253   10,099    7,768

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      4,768)
   1,120    1,172      -22    3,736    4,358    4,834    5,508      -65     -739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     20.5      8.7     67.6     65.5     93.1     94.7      6.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      51       57       27       53       38      119      109
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      141,253
COMMITMENTS
  23,416   28,731   12,736   94,937   91,279  131,088  132,746   10,165    8,507

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        -35)
  -1,463   -1,981      619      623     -934     -221   -2,297      186    2,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     20.3      9.0     67.2     64.6     92.8     94.0      7.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      49       56       30       53       39      121      111
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      630,947
COMMITMENTS
 190,950   13,773  118,627  229,862  448,318  539,439  580,718   91,508   50,229

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     16,256)
   6,110   -2,344   12,452    6,040   16,917   24,602   27,025   -8,347  -10,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      2.2     18.8     36.4     71.1     85.5     92.0     14.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      77       29       47       57       58      158      113
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      614,691
COMMITMENTS
 184,840   16,118  106,174  223,822  431,401  514,837  553,693   99,854   60,998

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     23,377)
  -4,123   -1,265   20,261    2,411   -3,231   18,549   15,765    4,829    7,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1      2.6     17.3     36.4     70.2     83.8     90.1     16.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      75       26       47       56       60      154      114
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      127,051
COMMITMENTS
  17,411   17,563   43,363   54,462   57,798  115,235  118,723   11,816    8,328

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,986)
     606   -2,529    1,975   -1,254    2,800    1,328    2,246      659     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     13.8     34.1     42.9     45.5     90.7     93.4      9.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
     137       69      112      105       96      275      252
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      125,065
COMMITMENTS
  16,804   20,092   41,388   55,715   54,998  113,908  116,478   11,157    8,587

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        534)
   1,097      173      306     -812    1,384      592    1,863      -58   -1,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     16.1     33.1     44.5     44.0     91.1     93.1      8.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     120       84      102      103       90      265      242
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       21,415
COMMITMENTS
  13,710    5,190    3,570    1,186   10,650   18,466   19,410    2,950    2,006

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,110)
    -247    2,501    1,161      760   -2,704    1,673      957     -563      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.0     24.2     16.7      5.5     49.7     86.2     90.6     13.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      32        9        9        8        4       44       19
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,305
COMMITMENTS
  13,958    2,689    2,409      426   13,355   16,792   18,452    3,513    1,853

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:      2,022)
   1,255     -289       -4     -231    2,193    1,020    1,900    1,002      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.7     13.2     11.9      2.1     65.8     82.7     90.9     17.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      29       11        9        5        5       40       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      235,962
COMMITMENTS
  21,151   22,567   58,881  109,635  122,553  189,667  204,001   46,295   31,961

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      5,860)
  -1,216    5,466     -787    5,943     -967    3,940    3,712    1,921    2,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      9.6     25.0     46.5     51.9     80.4     86.5     19.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      40       21       41       64       68      119      117
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      230,102
COMMITMENTS
  22,366   17,101   59,668  103,693  123,520  185,727  200,289   44,374   29,812

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     -6,256)
     806      979      581   -3,180   -3,716   -1,793   -2,156   -4,463   -4,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      7.4     25.9     45.1     53.7     80.7     87.0     19.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      39       21       42       64       68      119      118
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      902,036
COMMITMENTS
  45,306   83,631  394,024  383,657  388,735  822,986  866,390   79,049   35,646

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -2,660)
  -8,556    5,980    3,195      254   -3,904   -5,107    5,270    2,447   -7,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      9.3     43.7     42.5     43.1     91.2     96.0      8.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      52       50       73       94       87      189      170
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      904,696
COMMITMENTS
  53,862   77,651  390,829  383,403  392,640  828,093  861,120   76,602   43,576

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     16,719)
   4,713   -1,652   14,428   -1,564   -1,763   17,578   11,013     -859    5,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      8.6     43.2     42.4     43.4     91.5     95.2      8.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      58       49       74       94       87      192      171
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,440
COMMITMENTS
   9,262    3,244    3,208   78,008   83,586   90,478   90,038    9,962   10,402

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,085)
    -419        0      143    1,392      388    1,116      531      -31      554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      3.2      3.2     77.7     83.2     90.1     89.6      9.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        1        5       25       26       31       31
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,355
COMMITMENTS
   9,681    3,244    3,065   76,616   83,198   89,362   89,507    9,993    9,848

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:    -12,580)
     107     -886    1,072  -15,068  -17,653  -13,889  -17,467    1,309    4,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      3.3      3.1     77.1     83.7     89.9     90.1     10.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        1        5       25       26       31       31
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,381
COMMITMENTS
       2   21,906    2,248   60,335   41,094   62,585   65,248    5,796    3,133

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      3,209)
       0   -1,776      733    2,904    5,218    3,637    4,175     -428     -966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     32.0      3.3     88.2     60.1     91.5     95.4      8.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        4       17       18       21       23
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,172
COMMITMENTS
       2   23,682    1,515   57,431   35,876   58,948   61,073    6,224    4,099

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     -3,508)
    -186    5,082   -1,160   -4,030   -8,366   -5,376   -4,444    1,868      936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     36.3      2.3     88.1     55.0     90.4     93.7      9.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        3       17       16       20       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,178
COMMITMENTS
  22,069   12,926    3,840   34,694   45,337   60,603   62,103    7,575    6,075

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        847)
  -3,116      -58    1,404    2,405     -119      693    1,227      154     -380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     19.0      5.6     50.9     66.5     88.9     91.1     11.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        5        4       16       16       22       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,331
COMMITMENTS
  25,185   12,984    2,436   32,289   45,456   59,910   60,876    7,421    6,455

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        889)
   6,171     -935     -306   -7,009    2,766   -1,144    1,525    2,033     -636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4     19.3      3.6     48.0     67.5     89.0     90.4     11.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        5        3       15       16       20       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,041
COMMITMENTS
       0    5,905      337   59,972   47,211   60,309   53,453    2,732    9,588

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        751)
       0    1,326     -328      670     -368      342      630      409      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.4      0.5     95.1     74.9     95.7     84.8      4.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       16       15       17
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,290
COMMITMENTS
       0    4,579      665   59,302   47,579   59,967   52,823    2,323    9,467

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     -2,508)
       0   -1,812      148   -1,893   -3,940   -1,745   -5,604     -763    3,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.4      1.1     95.2     76.4     96.3     84.8      3.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15       17       16       18
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,605
COMMITMENTS
       0   10,542    1,202   55,253   45,069   56,455   56,813    8,150    7,792

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      2,359)
       0   -1,013      827    1,704    1,683    2,531    1,497     -172      862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.3      1.9     85.5     69.8     87.4     87.9     12.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       19       13       21       15
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,246
COMMITMENTS
       0   11,555      375   53,549   43,386   53,924   55,316    8,322    6,930

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     -3,955)
       0      130     -659   -6,966   -5,000   -7,625   -5,529    3,670    1,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.6      0.6     86.0     69.7     86.6     88.9     13.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       19       13       21       15
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,851
COMMITMENTS
       0    1,933      162   35,439   37,224   35,601   39,319    8,250    4,532

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,376)
       0      880     -300        0      338     -300      918    1,676      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.4     80.8     84.9     81.2     89.7     18.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       12       14       13
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,475
COMMITMENTS
       0    1,053      462   35,439   36,886   35,901   38,401    6,574    4,074

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:         11)
       0   -2,038      300    1,191    1,074    1,491     -664   -1,480      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      1.1     83.4     86.8     84.5     90.4     15.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       12       14       13
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,041
COMMITMENTS
   7,551    1,398    4,464   37,481   44,421   49,496   50,283    7,545    6,758

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      2,829)
  -1,922      190    1,798    3,071      837    2,947    2,825     -118        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      2.5      7.8     65.7     77.9     86.8     88.2     13.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       15       19       18       23
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,212
COMMITMENTS
   9,473    1,208    2,666   34,410   43,584   46,549   47,458    7,663    6,754

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:    -13,602)
  -8,227    1,208      166   -6,976  -15,268  -15,037  -13,894    1,435      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      2.2      4.9     63.5     80.4     85.9     87.5     14.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        3       14       19       17       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,300,242
COMMITMENTS
 348,086   77,257  222,243  710,948  989,597  1281277  1289097   18,965   11,145

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     37,371)
  -3,489    1,836   16,703   22,282   20,357   35,496   38,896    1,875   -1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      5.9     17.1     54.7     76.1     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      26       13       32       86       80      121      116
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,262,871
COMMITMENTS
 351,575   75,421  205,540  688,666  969,240  1245781  1250201   17,090   12,670

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:    -67,320)
  -4,797   -1,398  -27,114  -33,231  -37,139  -65,142  -65,651   -2,178   -1,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      6.0     16.3     54.5     76.7     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      26       12       29       86       81      120      114
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      229,697
COMMITMENTS
  68,807   52,134   55,446  102,115  120,194  226,368  227,774    3,329    1,923

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     15,996)
   1,447    4,852    6,762    7,683    3,986   15,892   15,600      104      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0     22.7     24.1     44.5     52.3     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10        9       16       27       27       45       44
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      213,701
COMMITMENTS
  67,360   47,282   48,684   94,432  116,208  210,476  212,174    3,225    1,527

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:    -86,174)
  -5,110  -12,574  -60,948  -16,735  -11,343  -82,793  -84,865   -3,381   -1,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     22.1     22.8     44.2     54.4     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        8       15       27       26       44       43
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       86,581
COMMITMENTS
  26,532    9,263   15,048   44,193   62,110   85,773   86,421      808      160

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,301)
    -119    1,879      380      419     -999      681    1,261      620       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     10.7     17.4     51.0     71.7     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        5        9       38       40       49       49
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       85,280
COMMITMENTS
  26,650    7,384   14,668   43,774   63,109   85,092   85,160      188      120

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     -6,833)
   1,808      391   -5,178   -2,802   -1,031   -6,172   -5,819     -661   -1,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3      8.7     17.2     51.3     74.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        6        9       38       40       48       49
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,030
COMMITMENTS
   3,701    4,888    2,478   20,851   19,155   27,030   26,521        0      509

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        810)
    -462      -40      676      596      174      810      810        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     18.1      9.2     77.1     70.9    100.0     98.1      0.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        6       19       22       26       28
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,220
COMMITMENTS
   4,163    4,928    1,802   20,255   18,981   26,220   25,711        0      509

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     -1,255)
   1,182     -168     -759   -1,657     -328   -1,234   -1,255      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     18.8      6.9     77.3     72.4    100.0     98.1      0.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        5       21       21       28       26
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,798
COMMITMENTS
     684    2,606    2,450    5,664    3,742    8,798    8,798        0        0

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:       -550)
       0      -42        0      -42        0      -42      -42     -508     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     29.6     27.8     64.4     42.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       14       10       19       14
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,348
COMMITMENTS
     684    2,648    2,450    5,706    3,742    8,840    8,840      508      508

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     -1,474)
    -378     -693     -126     -970     -655   -1,474   -1,474        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     28.3     26.2     61.0     40.0     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       14       10       19       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,590
COMMITMENTS
   3,140    3,988    1,852   12,218   11,440   17,210   17,280      380      310

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        988)
    -332      448      172    1,288      528    1,128    1,148     -140     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     22.7     10.5     69.5     65.0     97.8     98.2      2.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        7       20       20       27       27
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,602
COMMITMENTS
   3,472    3,540    1,680   10,930   10,912   16,082   16,132      520      470

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     -1,340)
    -380     -140     -220     -800   -1,170   -1,400   -1,530       60      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     21.3     10.1     65.8     65.7     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        7       18       18       25       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,276
COMMITMENTS
  11,410      120    1,480   10,358   22,424   23,248   24,024    1,028      252

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:         60)
      80        0      -80      -20       80      -20        0       80       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0      0.5      6.1     42.7     92.4     95.8     99.0      4.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       21       25       24       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,216
COMMITMENTS
  11,330      120    1,560   10,378   22,344   23,268   24,024      948      192

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:       -140)
    -230     -120     -190      -30      170     -450     -140      310        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.8      0.5      6.4     42.9     92.3     96.1     99.2      3.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       20       24       23       27
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,146
COMMITMENTS
   1,940      120      820    6,362    7,926    9,122    8,866       24      280

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        546)
     -20        0        0      546      546      526      546       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      1.3      9.0     69.6     86.7     99.7     96.9      0.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       15       10       17       13
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,600
COMMITMENTS
   1,960      120      820    5,816    7,380    8,596    8,320        4      280

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        -74)
    -160        0        0       90     -114      -70     -114       -4       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      1.4      9.5     67.6     85.8    100.0     96.7      0.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       13        9       15       12
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,537,960
COMMITMENTS
 107,740   85,455  482,751  879,235  882,126  1469727  1450332   68,234   87,628

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,809)
 -10,235   -3,718   -7,516   22,809    8,682    5,058   -2,552   -3,249    4,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      5.6     31.4     57.2     57.4     95.6     94.3      4.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      82      102      128       80       83      231      250
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,536,151
COMMITMENTS
 117,975   89,173  490,267  856,427  873,444  1464669  1452884   71,482   83,267

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:     44,119)
   6,028    4,158   31,641    2,185    5,007   39,854   40,806    4,265    3,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      5.8     31.9     55.8     56.9     95.3     94.6      4.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      94       94      126       81       87      235      255
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,116
COMMITMENTS
   8,630    2,968      180    1,400    9,536   10,210   12,684    2,906      432

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        -90)
    -282     -928       63       27      818     -192      -47      102      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.8     22.6      1.4     10.7     72.7     77.8     96.7     22.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      57       11        3       11       27       71       41
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,206
COMMITMENTS
   8,912    3,896      117    1,373    8,718   10,402   12,731    2,804      475

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        -12)
     -42     -142      -19      -29      212      -90       51       78      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.5     29.5      0.9     10.4     66.0     78.8     96.4     21.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      62       10        3        9       26       72       39
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,456
COMMITMENTS
  10,336      555       12      553   11,512   10,901   12,079    2,555    1,377

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        384)
     278       86       12       31      278      321      376       63        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.8      4.1      0.1      4.1     85.6     81.0     89.8     19.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      29        5        1       12       22       41       28
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,072
COMMITMENTS
  10,058      469        0      522   11,234   10,580   11,703    2,492    1,369

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:        187)
     522     -137      -22       62      672      562      513     -375     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.9      3.6      0.0      4.0     85.9     80.9     89.5     19.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      27        4        0       11       22       38       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      162,597
COMMITMENTS
  25,831    3,770   30,931   89,373  116,344  146,135  151,046   16,462   11,552

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -1,950)
   2,031     -533    1,137   -5,787   -3,145   -2,619   -2,541      669      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      2.3     19.0     55.0     71.6     89.9     92.9     10.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      40       19       41       62       77      123      119
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      164,547
COMMITMENTS
  23,800    4,303   29,794   95,160  119,489  148,754  153,586   15,793   10,961

CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST:    -10,114)
     170     -764   -1,543   -7,058   -7,075   -8,431   -9,381   -1,682     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      2.6     18.1     57.8     72.6     90.4     93.3      9.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      39       17       37       65       80      120      120
 

Updated October 21, 2005