WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      342,429
COMMITMENTS
  49,571  103,232   50,121  207,010  142,856  306,702  296,209   35,727   46,220

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      8,902)
     195    7,059   -4,939    9,679    4,189    4,935    6,308    3,967    2,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     30.1     14.6     60.5     41.7     89.6     86.5     10.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      80      139       97       65       71      205      255
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      333,527
COMMITMENTS
  49,376   96,173   55,060  197,331  138,668  301,767  289,901   31,760   43,626

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -4,956)
  -2,661    4,591  -10,573    5,970    2,455   -7,264   -3,527    2,308   -1,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     28.8     16.5     59.2     41.6     90.5     86.9      9.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      86      137      114       60       68      212      266
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,055,722
COMMITMENTS
 152,054  175,121  187,251  532,228  473,927  871,533  836,299  184,188  219,423

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    -20,014)
   1,647    1,319  -18,251   -3,169    6,144  -19,773  -10,788     -241   -9,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     16.6     17.7     50.4     44.9     82.6     79.2     17.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      603)
     159      153      179      231      220      488      471
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,075,735
COMMITMENTS
 150,407  173,801  205,502  535,397  467,783  891,306  847,087  184,429  228,649

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     10,956)
   4,780    8,276    2,285   -3,217    5,080    3,848   15,641    7,108   -4,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     16.2     19.1     49.8     43.5     82.9     78.7     17.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     160      147      182      228      219      478      480
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,442
COMMITMENTS
   3,572      223      548    1,986    6,148    6,106    6,919    2,335    1,523

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        172)
     -18       20       -2      256      -29      237      -10      -65      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3      2.6      6.5     23.5     72.8     72.3     82.0     27.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        6        5       14       13       31       21
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,270
COMMITMENTS
   3,590      203      549    1,730    6,177    5,869    6,929    2,401    1,341

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        610)
     694      127      -42      168      409      819      494     -209      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4      2.4      6.6     20.9     74.7     71.0     83.8     29.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      16        5        5       13       13       30       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      330,969
COMMITMENTS
  49,968   43,340   59,545  161,662  144,257  271,175  247,142   59,794   83,827

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,096)
   2,446    1,763    1,663   -4,783   -1,480     -674    1,946    3,770    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     13.1     18.0     48.8     43.6     81.9     74.7     18.1     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      83      111      107      103      103      262      254
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      327,873
COMMITMENTS
  47,522   41,577   57,882  166,445  145,737  271,849  245,196   56,024   82,677

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      2,829)
    -987   -1,661    3,593   -3,240      984     -634    2,916    3,463      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     12.7     17.7     50.8     44.4     82.9     74.8     17.1     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      78       98      101      102      106      247      254
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      204,662
COMMITMENTS
  25,803   23,825   46,038  109,179  112,494  181,019  182,357   23,643   22,305

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,827)
  -2,350    7,323     -696    6,746   -6,351    3,700      275     -873    2,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     11.6     22.5     53.3     55.0     88.4     89.1     11.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      37       46       44       56       52      121      125
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      201,834
COMMITMENTS
  28,152   16,503   46,734  102,433  118,845  177,319  182,082   24,516   19,753

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        570)
     274    3,854    1,207    1,191   -6,388    2,671   -1,328   -2,101    1,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      8.2     23.2     50.8     58.9     87.9     90.2     12.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      41       42       50       55       53      128      126
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      859,190
COMMITMENTS
  86,976   86,431  144,970  478,074  428,642  710,021  660,044  149,169  199,146

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     41,232)
   2,413   -8,714    7,575   25,827   36,990   35,815   35,851    5,417    5,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     10.1     16.9     55.6     49.9     82.6     76.8     17.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      34       33       48       82       86      138      145
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      817,957
COMMITMENTS
  84,563   95,145  137,396  452,247  391,652  674,206  624,193  143,751  193,765

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     30,068)
   3,162  -20,779   19,810   -8,592   19,451   14,380   18,483   15,687   11,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     11.6     16.8     55.3     47.9     82.4     76.3     17.6     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      31       37       49       78       87      134      148
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      152,733
COMMITMENTS
  20,138   19,575   26,114   77,560   81,818  123,812  127,506   28,921   25,227

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,660)
   3,975   -1,864     -801   -5,696    2,894   -2,521      229      861   -1,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     12.8     17.1     50.8     53.6     81.1     83.5     18.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      37       38       37       54       55      116      115
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      154,393
COMMITMENTS
  16,163   21,439   26,915   83,256   78,923  126,333  127,277   28,060   27,116

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -3,433)
    -301   -1,191      924   -1,764   -4,088   -1,141   -4,356   -2,292      922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     13.9     17.4     53.9     51.1     81.8     82.4     18.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      31       45       42       51       50      111      118
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,000
COMMITMENTS
   2,917      255    1,097    2,133    5,694    6,147    7,046    1,852      954

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        -24)
     -61      -55      -11       81       29        9      -37      -33       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      3.2     13.7     26.7     71.2     76.8     88.1     23.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16        7        8       18       18       38       29
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,024
COMMITMENTS
   2,978      310    1,108    2,053    5,664    6,139    7,083    1,885      941

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:         39)
     370     -369      -21     -491      677     -142      287      181     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      3.9     13.8     25.6     70.6     76.5     88.3     23.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      17        7        8       17       18       38       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      370,976
COMMITMENTS
 103,954   96,798    2,158  193,688  162,230  299,800  261,186   71,176  109,790

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      8,582)
    -980    6,192        0    9,911   -1,082    8,931    5,110     -349    3,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     26.1      0.6     52.2     43.7     80.8     70.4     19.2     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      24       28        6       48       48       75       79
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      362,394
COMMITMENTS
 104,934   90,606    2,158  183,777  163,312  290,869  256,076   71,525  106,318

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      5,965)
   9,843     -965      152   -3,411    7,954    6,584    7,141     -619   -1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0     25.0      0.6     50.7     45.1     80.3     70.7     19.7     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      23       26        6       46       50       72       79
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,559,273
COMMITMENTS
 326,260  368,272  372,152  1486988  1355502  2185399  2095926  373,874  463,347

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    128,621)
 -36,672  -24,002   17,217   47,495  111,645   28,040  104,860  100,581   23,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     14.4     14.5     58.1     53.0     85.4     81.9     14.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      77       66       91      125      129      245      243
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,430,652
COMMITMENTS
 362,932  392,274  354,935  1439492  1243858  2157359  1991067  273,293  439,586

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     91,633)
  44,610  -29,246   42,584    4,085   89,992   91,278  103,329      355  -11,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     16.1     14.6     59.2     51.2     88.8     81.9     11.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      74       69       95      117      130      237      248
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,793,564
COMMITMENTS
 198,922  441,591  250,538  1183219  785,498  1632678  1477626  160,886  315,938

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    -14,203)
  -8,571      -98  -17,647    3,787      636  -22,430  -17,108    8,227    2,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     24.6     14.0     66.0     43.8     91.0     82.4      9.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      43       51       51       82       87      149      165
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,807,767
COMMITMENTS
 207,492  441,688  268,185  1179431  784,862  1655108  1494734  152,658  313,032

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     38,798)
  15,517  -11,956   27,556    1,123   44,432   44,197   60,033   -5,399  -21,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     24.4     14.8     65.2     43.4     91.6     82.7      8.4     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      39       54       51       79       87      146      164
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      607,971
COMMITMENTS
 102,108   94,566  259,833  192,471  209,292  554,412  563,692   53,559   44,280

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     30,927)
   9,165    5,875   13,036    7,320   12,593   29,521   31,504    1,407     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     15.6     42.7     31.7     34.4     91.2     92.7      8.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      39       30       44       56       55      117      108
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      577,044
COMMITMENTS
  92,943   88,691  246,797  185,151  196,700  524,891  532,187   52,153   44,856

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:    -90,100)
 -70,218  -33,189   17,130  -47,922  -76,137 -101,010  -92,195   10,910    2,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     15.4     42.8     32.1     34.1     91.0     92.2      9.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      36       32       43       51       56      110      109
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,265
COMMITMENTS
   6,390    8,294      943   26,313   17,691   33,646   26,929    5,619   12,336

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        118)
     698      611      212      121     -148    1,031      675     -913     -557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     21.1      2.4     67.0     45.1     85.7     68.6     14.3     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       14        8       20       11       39       29
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,147
COMMITMENTS
   5,692    7,683      731   26,192   17,839   32,615   26,254    6,532   12,893

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:         66)
     534     -862      163      -47      291      649     -408     -583      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     19.6      1.9     66.9     45.6     83.3     67.1     16.7     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13       12        7       19       11       36       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       86,615
COMMITMENTS
  29,496   24,407    7,063   34,882   43,374   71,441   74,844   15,174   11,771

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      9,136)
   2,802    2,745    1,316    7,009    2,852   11,127    6,913   -1,991    2,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     28.2      8.2     40.3     50.1     82.5     86.4     17.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      31       34       18       19       16       63       55
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,479
COMMITMENTS
  26,693   21,662    5,747   27,873   40,521   60,314   67,931   17,165    9,548

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        -52)
  -2,167   -5,059    1,473    2,977    3,240    2,284     -346   -2,336      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5     28.0      7.4     36.0     52.3     77.8     87.7     22.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      30       27       19       21       17       63       51
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,614
COMMITMENTS
   7,236    3,730       69   25,950   29,027   33,255   32,826      359      788

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:         61)
     319      267       13     -282     -251       50       29       11       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     11.1      0.2     77.2     86.4     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9       12        4       18       20       29       34
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,553
COMMITMENTS
   6,917    3,463       56   26,232   29,278   33,205   32,797      348      756

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        824)
      95      -73        0      789      871      884      798      -60       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     10.3      0.2     78.2     87.3     99.0     97.7      1.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8       12        3       21       20       31       33
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,995
COMMITMENTS
     226    2,203    1,618   14,321    8,951   16,165   12,772    5,829    9,223

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        838)
      17       -3      130      651      133      798      260       40      578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     10.0      7.4     65.1     40.7     73.5     58.1     26.5     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        6       10       18       13       28       24
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,157
COMMITMENTS
     209    2,206    1,488   13,670    8,818   15,367   12,513    5,790    8,644

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,941)
    -696      190     -233     -664   -1,418   -1,593   -1,460     -348     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     10.4      7.0     64.6     41.7     72.6     59.1     27.4     40.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        8        9       19       13       29       23
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      125,086
COMMITMENTS
  29,896   20,774   26,368   50,012   42,259  106,276   89,401   18,810   35,684

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,926)
   4,482       65   -1,080      181    3,713    3,582    2,698    1,344    2,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     16.6     21.1     40.0     33.8     85.0     71.5     15.0     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      57       54       68       27       39      138      121
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      120,159
COMMITMENTS
  25,414   20,709   27,448   49,831   38,546  102,694   86,703   17,466   33,456

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -417)
   1,915   -1,149   -2,747     -277    2,837   -1,109   -1,059      691      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     17.2     22.8     41.5     32.1     85.5     72.2     14.5     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      54       51       72       31       40      139      126
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,323
COMMITMENTS
     297      330      168      288      142      753      639      570      683

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        -72)
    -107      -28       84       16      -44       -6       12      -65      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     24.9     12.7     21.8     10.7     56.9     48.3     43.1     51.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7       10        6        3        2       13       15
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,394
COMMITMENTS
     404      358       84      272      186      759      627      635      767

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        -88)
       3      -10      -65      -29       57      -91      -18        3      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     25.6      6.0     19.5     13.3     54.5     45.0     45.5     55.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        9        4        3        3       14       13
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      197,915
COMMITMENTS
  54,139    7,608   40,899   78,829   92,360  173,868  140,867   24,047   57,048

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      8,276)
   1,101      423    2,251    3,955    5,502    7,307    8,176      969      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      3.8     20.7     39.8     46.7     87.8     71.2     12.2     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      79       36       70       77      133      201      216
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      189,639
COMMITMENTS
  53,038    7,185   38,649   74,874   86,858  166,561  132,691   23,078   56,948

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,085)
   2,663       92   -1,175   -1,761   -1,320     -274   -2,403    1,359    3,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      3.8     20.4     39.5     45.8     87.8     70.0     12.2     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      79       41       66       74      123      192      200
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,500
COMMITMENTS
   2,501      208      610      482    2,848    3,593    3,665    1,906    1,834

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        435)
     489      -95      150      -44      471      594      526     -160      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.5      3.8     11.1      8.8     51.8     65.3     66.6     34.7     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      27        7       11       12       31       43       45
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,065
COMMITMENTS
   2,013      303      460      526    2,377    2,999    3,140    2,066    1,925

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        904)
     662     -249       77      -72      807      667      635      236      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7      6.0      9.1     10.4     46.9     59.2     62.0     40.8     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      23       12       12       12       27       42       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,332
COMMITMENTS
  12,522    1,833    4,809    7,733    8,516   25,064   15,158    5,268   15,174

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -776)
     457     -611     -838     -233      465     -614     -984     -162      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3      6.0     15.9     25.5     28.1     82.6     50.0     17.4     50.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      50       15       25       44       52      110       80
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,109
COMMITMENTS
  12,065    2,444    5,647    7,966    8,051   25,678   16,142    5,430   14,966

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        843)
     774      272       55      -34     -514      795     -186       48    1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.8      7.9     18.2     25.6     25.9     82.5     51.9     17.5     48.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      51       19       32       41       49      112       86
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      109,450
COMMITMENTS
  33,303   12,748    1,975   38,797   74,032   74,075   88,756   35,375   20,695

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -2,095)
  -4,817    1,596     -460    1,683    7,482   -3,595    8,618    1,500  -10,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     11.6      1.8     35.4     67.6     67.7     81.1     32.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      23       16        6       22       26       48       45
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      111,545
COMMITMENTS
  38,120   11,152    2,436   37,114   66,551   77,670   80,138   33,875   31,408

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -3,926)
  -7,514    4,047     -302    5,884  -18,758   -1,932  -15,014   -1,994   11,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2     10.0      2.2     33.3     59.7     69.6     71.8     30.4     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      26       17        8       20       24       50       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       99,612
COMMITMENTS
  15,143   60,824       67   77,216   12,735   92,426   73,627    7,186   25,986

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     13,329)
   1,036   11,426     -156   13,343      249   14,224   11,519     -894    1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     61.1      0.1     77.5     12.8     92.8     73.9      7.2     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6       34        1       19       11       26       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       86,283
COMMITMENTS
  14,106   49,399      223   63,873   12,486   78,203   62,108    8,081   24,175

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     15,708)
     312   13,487       44   16,471    1,076   16,827   14,607   -1,118    1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     57.3      0.3     74.0     14.5     90.6     72.0      9.4     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6       29        1       19       10       25       40
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      110,416
COMMITMENTS
  84,664    4,827        0   18,758  101,832  103,422  106,659    6,994    3,757

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     18,586)
  17,303     -380        0      776   18,864   18,079   18,484      507      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.7      4.4      0.0     17.0     92.2     93.7     96.6      6.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      62        7        0       17       20       79       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       91,830
COMMITMENTS
  67,361    5,207        0   17,982   82,968   85,343   88,175    6,487    3,655

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     21,805)
  18,309       76        0    3,378   22,693   21,687   22,769      118     -964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.4      5.7      0.0     19.6     90.3     92.9     96.0      7.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      54        9        0       17       19       71       28
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       86,295
COMMITMENTS
  10,110   34,298      320   58,264   27,752   68,694   62,370   17,601   23,925

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,938)
    -379    4,404      316    4,726     -444    4,664    4,276     -725     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     39.7      0.4     67.5     32.2     79.6     72.3     20.4     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10       21        3       21       12       33       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       82,357
COMMITMENTS
  10,489   29,894        4   53,538   28,196   64,031   58,094   18,327   24,263

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     10,858)
   1,379    6,256     -676    9,007      781    9,710    6,361    1,148    4,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     36.3      0.0     65.0     34.2     77.7     70.5     22.3     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9       16        1       22       13       32       29
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      244,547
COMMITMENTS
  18,169   89,025    5,559  192,345  113,136  216,074  207,720   28,473   36,827

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      6,556)
   1,616    4,417       -9    3,696      216    5,303    4,624    1,253    1,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     36.4      2.3     78.7     46.3     88.4     84.9     11.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      21       53        9       31       29       60       83
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      237,990
COMMITMENTS
  16,553   84,607    5,568  188,650  112,920  210,771  203,095   27,220   34,895

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -816)
   1,015   -2,600   -1,036      686    5,274      665    1,638   -1,480   -2,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     35.6      2.3     79.3     47.4     88.6     85.3     11.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      18       52        9       30       26       56       79
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      198,147
COMMITMENTS
  31,461   45,340   13,444   97,063   77,514  141,968  136,298   56,178   61,848

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     17,369)
   1,582    8,181    2,927   13,020    5,200   17,529   16,308     -160    1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     22.9      6.8     49.0     39.1     71.6     68.8     28.4     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      39       39       28       30       30       84       83
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      180,777
COMMITMENTS
  29,879   37,159   10,517   84,043   72,315  124,439  119,991   56,339   60,787

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     14,130)
   4,694   17,202   -1,918    5,895   -6,969    8,671    8,315    5,460    5,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     20.6      5.8     46.5     40.0     68.8     66.4     31.2     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      40       33       21       27       28       76       74
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       36,994
COMMITMENTS
   7,467      721        0   25,262   28,487   32,729   29,208    4,265    7,786

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -2,949)
  -1,594        0     -500   -1,939   -4,591   -4,033   -5,091    1,084    2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      1.9      0.0     68.3     77.0     88.5     79.0     11.5     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       11       15       13       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   15,210,150
COMMITMENTS
 915,284  965,468  5132598  8115241  7468263 14163123 13566330  1047027  1643820

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     44,083)
  36,092  -10,121   46,292    2,179   25,840   84,562   62,011  -40,479  -17,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      6.3     33.7     53.4     49.1     93.1     89.2      6.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      72       69      114      141      153      268      289
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   15,166,068
COMMITMENTS
 879,192  975,589  5086306  8113063  7442423 14078561 13504319  1087506  1661749

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:    599,895)
  24,521   69,130  314,635  285,130  237,130  624,286  620,895  -24,392  -21,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      6.4     33.5     53.5     49.1     92.8     89.0      7.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      62       79      117      144      155      272      294
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      736,247
COMMITMENTS
  62,677   66,155   48,785  480,288  485,145  591,750  600,085  144,497  136,162

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,997)
   3,139     -120    2,255      503     -592    5,897    1,544     -900    3,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      9.0      6.6     65.2     65.9     80.4     81.5     19.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      49       45       59       94       67      177      138
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      731,250
COMMITMENTS
  59,538   66,275   46,530  479,785  485,736  585,853  598,541  145,397  132,709

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      2,571)
  -2,372   -5,113    2,527   -5,765    1,702   -5,610     -884    8,181    3,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      9.1      6.4     65.6     66.4     80.1     81.9     19.9     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      46       46       59       93       68      173      139
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,216,399
COMMITMENTS
 164,123  316,739   43,042  654,507  734,676  861,672  1094457  354,727  121,942

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     18,657)
     579  -18,123    1,067  -19,353   26,897  -17,707    9,842   36,364    8,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     26.0      3.5     53.8     60.4     70.8     90.0     29.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      54       56       35       64       61      140      130
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,197,742
COMMITMENTS
 163,544  334,862   41,975  673,860  707,779  879,379  1084616  318,363  113,126

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     35,102)
   1,509   26,603    2,613   35,270   19,909   39,392   49,126   -4,290  -14,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     28.0      3.5     56.3     59.1     73.4     90.6     26.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      53       56       35       63       61      135      133
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,979
COMMITMENTS
   1,282      649        0    6,367   11,157    7,649   11,806    5,330    1,173

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -219)
       5        0        0     -309     -161     -304     -161       85      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      5.0      0.0     49.1     86.0     58.9     91.0     41.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       17       15       19       18
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,198
COMMITMENTS
   1,277      649        0    6,676   11,318    7,953   11,967    5,245    1,231

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:         95)
     -46      -12        0      218       97      172       85      -77       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      4.9      0.0     50.6     85.8     60.3     90.7     39.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       17       16       19       19
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       44,023
COMMITMENTS
   7,812    9,661        0   31,507   27,000   39,319   36,661    4,704    7,362

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,964)
     716      479        0    4,828    4,065    5,544    4,544     -580      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     21.9      0.0     71.6     61.3     89.3     83.3     10.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        6        0       20       18       26       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       39,059
COMMITMENTS
   7,096    9,182        0   26,679   22,935   33,775   32,117    5,284    6,942

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,080)
     286     -643        0      623    3,226      909    2,583      171   -1,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     23.5      0.0     68.3     58.7     86.5     82.2     13.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        6        0       18       17       23       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,815
COMMITMENTS
  14,210   12,337      437   33,562   36,877   48,209   49,651   11,607   10,164

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -2,859)
   3,049     -730        5     -173   -1,316    2,881   -2,041   -5,740     -818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     20.6      0.7     56.1     61.7     80.6     83.0     19.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      17       14        2       37       26       55       41
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       62,675
COMMITMENTS
  11,161   13,067      432   33,735   38,193   45,328   51,692   17,347   10,983

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -359)
   2,343     -465       31       37   -1,719    2,411   -2,154   -2,770    1,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     20.8      0.7     53.8     60.9     72.3     82.5     27.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      13       14        3       38       25       53       40
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      355,549
COMMITMENTS
 147,505   89,310    5,774  177,659  232,159  330,938  327,243   24,611   28,306

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,382)
  38,430   -5,993      841  -38,804   39,612      467   34,460    3,915  -30,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.5     25.1      1.6     50.0     65.3     93.1     92.0      6.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      80       61       17       45       42      136      109
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      351,168
COMMITMENTS
 109,075   95,303    4,933  216,463  192,548  330,471  292,783   20,697   58,385

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:    -25,967)
  40,135  -43,638   -6,520  -61,272   45,805  -27,657   -4,353    1,689  -21,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     27.1      1.4     61.6     54.8     94.1     83.4      5.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      70       70       17       43       41      123      118
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       76,529
COMMITMENTS
  18,367   18,174        0   43,292   40,805   61,659   58,979   14,870   17,550

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      7,542)
   1,184    5,062        0    6,782    1,738    7,966    6,800     -424      742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     23.7      0.0     56.6     53.3     80.6     77.1     19.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7       15        0       15       14       22       29
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       68,986
COMMITMENTS
  17,183   13,112        0   36,510   39,067   53,693   52,179   15,293   16,807

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      6,961)
   2,560    2,525        0    4,579      635    7,139    3,160     -178    3,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     19.0      0.0     52.9     56.6     77.8     75.6     22.2     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       11        0       14       15       22       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,176
COMMITMENTS
   1,516    5,836        0   31,810   23,267   33,326   29,103    3,850    8,073

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -443)
       8     -158        0      106      -13      114     -171     -557     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     15.7      0.0     85.6     62.6     89.6     78.3     10.4     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2       14        1       31       28       33       43
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,619
COMMITMENTS
   1,508    5,994        0   31,704   23,280   33,212   29,274    4,407    8,345

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,674)
     608     -433        0      306     -371      914     -804      761    2,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     15.9      0.0     84.3     61.9     88.3     77.8     11.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       2       15        1       32       28       34       44
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      291,529
COMMITMENTS
  19,248   60,350    4,296  241,318  216,692  264,862  281,339   26,667   10,190

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,748)
   1,984      -21      375   -2,142    4,679      216    5,032    3,532   -1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     20.7      1.5     82.8     74.3     90.9     96.5      9.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      34       47       23       42       51       85      112
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      287,780
COMMITMENTS
  17,264   60,372    3,922  243,459  212,014  264,645  276,307   23,135   11,473

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,744)
   3,532   -2,262     -450  -12,167       27   -9,085   -2,685    7,341      941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     21.0      1.4     84.6     73.7     92.0     96.0      8.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      21       57       19       39       49       76      109
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       71,814
COMMITMENTS
  18,240   25,523    3,375   36,298   34,234   57,913   63,132   13,901    8,682

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,640)
    -363    1,651     -193      231   -2,011     -325     -553    2,965    3,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     35.5      4.7     50.5     47.7     80.6     87.9     19.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      32       28        7       24       25       61       57
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       69,174
COMMITMENTS
  18,603   23,872    3,568   36,067   36,245   58,238   63,685   10,936    5,489

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      6,985)
   2,562    6,624      899    4,402       97    7,863    7,620     -878     -635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     34.5      5.2     52.1     52.4     84.2     92.1     15.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      28       26        5       22       24       54       54
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       45,105
COMMITMENTS
  17,091    3,404        4   24,038    7,594   41,133   11,002    3,972   34,103

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,021)
    -101     -214        0     -396      132     -497      -82     -524     -939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9      7.5      0.0     53.3     16.8     91.2     24.4      8.8     75.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17        7        1       11       11       29       18
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       46,126
COMMITMENTS
  17,192    3,618        4   24,434    7,462   41,630   11,084    4,496   35,042

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      6,719)
   5,528    2,021        0    1,308    1,742    6,836    3,763     -117    2,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3      7.8      0.0     53.0     16.2     90.3     24.0      9.7     76.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18        9        1       11       11       30       20
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       34,728
COMMITMENTS
   2,408    1,802      136   19,693   27,806   22,237   29,744   12,491    4,984

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -927)
     829      108        0      865     -206    1,694      -98   -2,621     -829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      5.2      0.4     56.7     80.1     64.0     85.6     36.0     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        9        2       20       27       26       38
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       35,655
COMMITMENTS
   1,579    1,694      136   18,828   28,012   20,543   29,842   15,112    5,813

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,832)
     -30      -44        7      491   -1,509      468   -1,546   -2,300     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      4.8      0.4     52.8     78.6     57.6     83.7     42.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        8        2       19       27       23       37
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      181,005
COMMITMENTS
  63,917   12,349   38,750   39,536  113,110  142,203  164,209   38,802   16,796

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      7,120)
   3,250    1,806    2,619    1,190    1,992    7,059    6,417       61      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3      6.8     21.4     21.8     62.5     78.6     90.7     21.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
     101       52       56       25       42      155      124
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      173,885
COMMITMENTS
  60,667   10,543   36,131   38,346  111,118  135,144  157,792   38,741   16,094

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      8,537)
     571    1,618    3,498    3,920    2,639    7,989    7,755      548      782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      6.1     20.8     22.1     63.9     77.7     90.7     22.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
     106       42       54       23       39      145      119
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      119,363
COMMITMENTS
  36,691   27,114   20,236   46,983   56,509  103,910  103,858   15,453   15,505

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      5,379)
   2,672      531    2,057     -277    2,400    4,452    4,988      926      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7     22.7     17.0     39.4     47.3     87.1     87.0     12.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      79       71       61       46       40      164      142
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      113,985
COMMITMENTS
  34,019   26,583   18,179   47,260   54,108   99,458   98,870   14,527   15,115

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      3,778)
   1,996     -695    1,336      496    3,109    3,828    3,750      -49       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     23.3     15.9     41.5     47.5     87.3     86.7     12.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      73       80       63       45       41      163      151
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      401,088
COMMITMENTS
 180,522   40,966   65,066   95,129  264,735  340,717  370,767   60,371   30,320

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     11,295)
  10,975    3,174     -232      920    7,158   11,662   10,100     -367    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0     10.2     16.2     23.7     66.0     84.9     92.4     15.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     160       69       74       39       48      236      160
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      389,793
COMMITMENTS
 169,547   37,792   65,299   94,209  257,577  329,055  360,667   60,738   29,125

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:    -17,236)
 -13,569   -6,927      382   -1,929  -10,439  -15,115  -16,984   -2,121     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5      9.7     16.8     24.2     66.1     84.4     92.5     15.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
     157       60       77       40       47      228      158
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       14,209
COMMITMENTS
   2,938    2,406      404    3,516    7,020    6,858    9,830    7,351    4,379

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,956)
  -2,194      551     -308      234     -392   -2,268     -149    4,224    2,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     16.9      2.8     24.7     49.4     48.3     69.2     51.7     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        4       11        5        5       32       18
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,253
COMMITMENTS
   5,132    1,855      712    3,282    7,412    9,126    9,979    3,127    2,274

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -137)
    -109      603     -205     -423     -929     -737     -531      600      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.9     15.1      5.8     26.8     60.5     74.5     81.4     25.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19        3       13        7        6       38       19
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      138,265
COMMITMENTS
  46,201    3,749   22,171   54,811   89,029  123,182  114,949   15,083   23,316

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -7,262)
  -2,043     -866      783   -4,267   -3,671   -5,527   -3,754   -1,735   -3,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      2.7     16.0     39.6     64.4     89.1     83.1     10.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      64       20       40       63       63      141      113
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      145,527
COMMITMENTS
  48,243    4,615   21,388   59,078   92,700  128,709  118,703   16,818   26,824

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      7,787)
  -3,497      336    4,687    6,796    2,657    7,986    7,680     -199      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2      3.2     14.7     40.6     63.7     88.4     81.6     11.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      68       25       48       63       63      150      121
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       39,451
COMMITMENTS
   9,636      150    2,437   17,725   28,269   29,798   30,856    9,653    8,595

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,507)
     765       79      529      277      628    1,571    1,236      -64      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      0.4      6.2     44.9     71.7     75.5     78.2     24.5     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      22        2       11       23       21       48       32
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       37,944
COMMITMENTS
   8,871       71    1,908   17,448   27,641   28,228   29,620    9,717    8,324

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        581)
    -781       25      647      517      108      382      779      199     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      0.2      5.0     46.0     72.8     74.4     78.1     25.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        3       10       22       21       46       31
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      131,710
COMMITMENTS
  17,905   14,661   25,394   75,270   80,856  118,569  120,911   13,141   10,799

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    -38,355)
  -4,894    3,940  -21,743   -9,540  -18,962  -36,176  -36,765   -2,179   -1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     11.1     19.3     57.1     61.4     90.0     91.8     10.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      67       53       61       70       65      169      152
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      170,065
COMMITMENTS
  22,799   10,721   47,137   84,810   99,818  154,745  157,675   15,320   12,390

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -2,404)
  -1,067    4,191   -2,986    2,766   -4,306   -1,286   -3,100   -1,117      696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      6.3     27.7     49.9     58.7     91.0     92.7      9.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      71       65       79       75       72      198      173
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       55,112
COMMITMENTS
  16,884    2,252   13,496   19,492   35,272   49,872   51,021    5,240    4,091

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -596)
     674     -125      -16     -648     -673       10     -813     -606      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      4.1     24.5     35.4     64.0     90.5     92.6      9.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      67       32       29       25       26      108       72
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       55,708
COMMITMENTS
  16,210    2,377   13,512   20,140   35,945   49,862   51,834    5,846    3,874

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      3,958)
     902      825      225    2,410    2,688    3,537    3,738      421      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      4.3     24.3     36.2     64.5     89.5     93.0     10.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      71       32       29       26       25      112       73
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      138,829
COMMITMENTS
  26,837   37,890    9,766   92,030   84,429  128,633  132,086   10,196    6,743

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -4,602)
     902    1,230     -812   -4,532   -5,353   -4,442   -4,935     -160      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     27.3      7.0     66.3     60.8     92.7     95.1      7.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      46       53       32       54       36      119      106
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      143,431
COMMITMENTS
  25,934   36,660   10,578   96,562   89,783  133,075  137,021   10,356    6,410

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:    -20,654)
  -1,568    4,422   -4,715  -12,926  -18,727  -19,208  -19,019   -1,446   -1,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     25.6      7.4     67.3     62.6     92.8     95.5      7.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      48       53       36       52       38      119      116
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      644,820
COMMITMENTS
 159,279    9,554  130,674  269,566  460,486  559,520  600,714   85,300   44,106

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     27,441)
   7,731   -1,206    9,024    3,411   19,959   20,166   27,777    7,275     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      1.5     20.3     41.8     71.4     86.8     93.2     13.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      76       24       43       62       59      159      108
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      617,379
COMMITMENTS
 151,548   10,761  121,650  266,156  440,526  539,354  572,937   78,026   44,443

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      2,783)
  -3,868    1,106    2,769    3,274    1,286    2,176    5,161      607   -2,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      1.7     19.7     43.1     71.4     87.4     92.8     12.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      73       25       47       65       62      159      115
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      106,844
COMMITMENTS
  15,553   11,133   29,289   50,477   58,774   95,319   99,196   11,525    7,648

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    -14,662)
  -5,304     -684   -9,967     -698   -6,276  -15,969  -16,927    1,307    2,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     10.4     27.4     47.2     55.0     89.2     92.8     10.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     105       69       86       90       86      235      206
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      121,506
COMMITMENTS
  20,857   11,816   39,256   51,175   65,050  111,289  116,123   10,217    5,383

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      5,195)
   4,321     -198    1,093   -1,236    4,592    4,178    5,487    1,017     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      9.7     32.3     42.1     53.5     91.6     95.6      8.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     143       58      107       87       88      263      229
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       42,550
COMMITMENTS
  32,847    3,604    2,379    3,696   34,489   38,923   40,472    3,627    2,077

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,029)
   2,990      667       59      303    2,287    3,352    3,013     -323       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.2      8.5      5.6      8.7     81.1     91.5     95.1      8.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      41        8        7       13        7       57       20
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       39,521
COMMITMENTS
  29,857    2,937    2,320    3,394   32,202   35,571   37,460    3,950    2,061

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      5,522)
   3,261       71     -312    1,802    6,206    4,751    5,964      771     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.5      7.4      5.9      8.6     81.5     90.0     94.8     10.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      42        8        7        9        8       54       21
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       22,053
COMMITMENTS
  14,257      863        0    2,871   18,217   17,128   19,080    4,925    2,973

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,276)
  -1,177       63        0     -160   -1,268   -1,337   -1,205       61      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.6      3.9      0.0     13.0     82.6     77.7     86.5     22.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        0        3       10        9       11
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       23,328
COMMITMENTS
  15,434      800        0    3,031   19,485   18,465   20,285    4,863    3,043

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,457)
   2,055     -563        0     -654    1,661    1,401    1,098       56      359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.2      3.4      0.0     13.0     83.5     79.2     87.0     20.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        1        0        3       11       10       12
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      230,190
COMMITMENTS
  15,288   26,486   52,275  124,396  118,686  191,959  197,447   38,231   32,743

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     11,179)
   1,263    1,430    1,561    8,567    6,001   11,391    8,992     -212    2,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     11.5     22.7     54.0     51.6     83.4     85.8     16.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      28       35       43       76       74      127      132
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      219,011
COMMITMENTS
  14,025   25,056   50,714  115,829  112,685  180,568  188,455   38,443   30,556

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      3,585)
  -1,418   -4,286    1,920      760    6,661    1,262    4,294    2,323     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     11.4     23.2     52.9     51.5     82.4     86.0     17.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      31       29       41       73       72      123      125
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      913,411
COMMITMENTS
  35,039   86,626  398,488  399,684  388,517  833,210  873,631   80,201   39,780

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     25,424)
  -2,930    2,932    9,170   17,934   10,164   24,174   22,266    1,250    3,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      9.5     43.6     43.8     42.5     91.2     95.6      8.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      47       57       81       96       87      188      181
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      887,987
COMMITMENTS
  37,969   83,694  389,318  381,749  378,354  809,036  851,365   78,951   36,622

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     37,154)
    -471    3,373   20,991   12,285   11,128   32,805   35,492    4,349    1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      9.4     43.8     43.0     42.6     91.1     95.9      8.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      48       54       77       94       87      186      176
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,853
COMMITMENTS
   2,937      372      432   30,863   37,177   34,232   37,981    6,621    2,872

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,744)
     264        0     -243      690    1,939      711    1,696    1,033       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.9      1.1     75.5     91.0     83.8     93.0     16.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       14       15       15       17
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,109
COMMITMENTS
   2,673      372      675   30,173   35,238   33,521   36,285    5,588    2,824

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,317)
     135      372      -23     -157     -796      -45     -447   -1,272     -870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      1.0      1.7     77.2     90.1     85.7     92.8     14.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       15       15       16       17
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,960
COMMITMENTS
       0    7,031    1,018   32,114   24,946   33,132   32,995    5,828    5,965

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,112)
       0     -882     -123    1,354    3,249    1,231    2,244     -119   -1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.0      2.6     82.4     64.0     85.0     84.7     15.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       17       16       19       18
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,848
COMMITMENTS
       0    7,913    1,141   30,760   21,697   31,901   30,751    5,947    7,097

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,776)
       0    1,263      185    1,621      190    1,806    1,638      -30      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.9      3.0     81.3     57.3     84.3     81.2     15.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       15       14       17       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,842
COMMITMENTS
  14,568    2,474    3,916   81,913   91,788  100,397   98,178    6,445    8,664

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        362)
    -790      611      -46    1,251      901      415    1,466      -53   -1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      2.3      3.7     76.7     85.9     94.0     91.9      6.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        5       26       28       32       34
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,480
COMMITMENTS
  15,358    1,863    3,962   80,662   90,887   99,982   96,712    6,498    9,768

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      4,316)
   4,947     -228      170     -708    4,740    4,409    4,682      -93     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      1.7      3.7     75.8     85.4     93.9     90.8      6.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        1        5       27       27       33       32
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,986
COMMITMENTS
   2,904    5,684        0   49,266   43,365   52,170   49,049    3,816    6,937

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,662)
  -1,712        0        0    5,897    2,306    4,185    2,306   -1,523      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     10.2      0.0     88.0     77.5     93.2     87.6      6.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       15       15       16       17
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,324
COMMITMENTS
   4,616    5,684        0   43,369   41,059   47,985   46,743    5,339    6,581

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -2,911)
    -720   -2,648        0   -1,914      200   -2,634   -2,448     -277     -463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     10.7      0.0     81.3     77.0     90.0     87.7     10.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       14       15       15       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,064
COMMITMENTS
       0   12,769    3,583   59,866   50,496   63,449   66,848    6,615    3,216

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,518)
       0     -702     -274    5,892    5,011    5,618    4,035   -2,100     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.2      5.1     85.4     72.1     90.6     95.4      9.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       17       16       20       19
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,546
COMMITMENTS
       0   13,471    3,857   53,974   45,485   57,831   62,813    8,715    3,733

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -227)
       0   -1,637    1,029     -167      157      862     -451   -1,089      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.2      5.8     81.1     68.4     86.9     94.4     13.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        3       16       15       19       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,657
COMMITMENTS
  22,533    5,390    4,072   38,650   58,604   65,255   68,066    9,402    6,591

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,589)
     126     -661     -184    3,979    4,927    3,921    4,082      668      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2      7.2      5.5     51.8     78.5     87.4     91.2     12.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       19       21       22       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,068
COMMITMENTS
  22,407    6,051    4,256   34,671   53,677   61,334   63,984    8,734    6,084

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -299)
   1,496      360   -1,412   -2,676      362   -2,592     -690    2,293      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0      8.6      6.1     49.5     76.6     87.5     91.3     12.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       18       20       21       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,916
COMMITMENTS
      36        0    2,382   58,545   55,824   60,963   58,206    2,953    5,710

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,201)
      36   -2,015      739    2,024    6,322    2,799    5,046    1,402     -845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      3.7     91.6     87.3     95.4     91.1      4.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       17       19       18       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,715
COMMITMENTS
       0    2,015    1,643   56,521   49,502   58,164   53,160    1,551    6,555

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -5,396)
       0      700      210   -6,159   -4,785   -5,949   -3,875      553   -1,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      2.8     94.7     82.9     97.4     89.0      2.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       17       18       18       19
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,745
COMMITMENTS
       0    9,107    1,938   46,958   37,424   48,896   48,469    5,849    6,276

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,133)
    -720   -1,381      621      -48     -465     -147   -1,225     -986       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.6      3.5     85.8     68.4     89.3     88.5     10.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       22       16       24       18
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,878
COMMITMENTS
     720   10,488    1,317   47,006   37,889   49,043   49,694    6,835    6,184

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -2,976)
    -248    1,120      158   -4,580   -6,055   -4,670   -4,777    1,694    1,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     18.8      2.4     84.1     67.8     87.8     88.9     12.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       21       14       24       16
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,750
COMMITMENTS
       0      222    1,880   35,128   33,983   37,008   36,085    3,742    4,665

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        421)
       0      -62      -66      459      487      393      359       28       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      4.6     86.2     83.4     90.8     88.6      9.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       13       15       14
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,329
COMMITMENTS
       0      284    1,946   34,669   33,496   36,615   35,726    3,714    4,603

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      4.8     86.0     83.1     90.8     88.6      9.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       13       15       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,477
COMMITMENTS
  17,731        0    2,190   40,963   58,712   60,884   60,902    5,593    5,575

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      9,700)
   3,852        0        0    7,006   10,718   10,858   10,718   -1,158   -1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      0.0      3.3     61.6     88.3     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        3       16       20       20       23
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,777
COMMITMENTS
  13,879        0    2,190   33,957   47,994   50,026   50,184    6,751    6,593

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,504)
     608        0     -484    1,874    1,935    1,998    1,451     -494       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      0.0      3.9     59.8     84.5     88.1     88.4     11.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        3       15       18       19       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,547
COMMITMENTS
   4,535        0    3,314   36,018   35,127   43,867   38,441    6,680   12,106

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,541)
    -411     -751      -21    3,309    3,311    2,877    2,539     -336        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.0      6.6     71.3     69.5     86.8     76.1     13.2     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       18       16       20       18
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,006
COMMITMENTS
   4,946      751    3,335   32,709   31,816   40,990   35,902    7,016   12,104

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,381)
   2,305      751     -340   -3,188   -1,816   -1,223   -1,405     -158       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      1.6      6.9     68.1     66.3     85.4     74.8     14.6     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       15       15       17       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,408,277
COMMITMENTS
 335,523   57,084  285,008  769,676  1054751  1390207  1396843   18,070   11,434

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     30,268)
 -11,382   -7,141   25,289   14,389   12,429   28,296   30,577    1,972     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      4.1     20.2     54.7     74.9     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      30       12       35       89       79      130      116
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,378,009
COMMITMENTS
 346,905   64,225  259,719  755,287  1042322  1361911  1366266   16,098   11,743

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     34,419)
     948  -23,749   13,343   24,040   44,580   38,331   34,174   -3,912      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      4.7     18.8     54.8     75.6     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      29       12       33       88       80      128      115
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      308,436
COMMITMENTS
  72,865   97,488   75,391  157,092  134,510  305,348  307,389    3,088    1,047

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     31,692)
  10,398      -17   11,641   10,158   19,714   32,197   31,338     -505      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     31.6     24.4     50.9     43.6     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15        7       18       30       28       51       47
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      276,744
COMMITMENTS
  62,467   97,505   63,750  146,934  114,796  273,151  276,051    3,593      693

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     30,231)
   5,988   28,560    1,821   22,030      255   29,839   30,636      392     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     35.2     23.0     53.1     41.5     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14        8       18       30       28       51       47
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       85,185
COMMITMENTS
  22,298    5,852   17,211   44,845   61,254   84,355   84,317      830      868

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,409)
    -786   -1,565      933      649    1,378      795      745      614      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      6.9     20.2     52.6     71.9     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        7       10       39       42       49       53
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       83,776
COMMITMENTS
  23,085    7,417   16,279   44,196   59,876   83,560   83,572      216      204

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -497)
  -2,801   -1,456      819    1,397       37     -585     -599       89      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      8.9     19.4     52.8     71.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        7       10       39       41       49       52
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,355
COMMITMENTS
   3,472    4,126    2,719   20,123   18,960   26,314   25,805       41      550

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        788)
  -1,062      187      472    1,337       88      747      747       41       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     15.7     10.3     76.4     71.9     99.8     97.9      0.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        6       23       24       30       30
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,567
COMMITMENTS
   4,534    3,939    2,247   18,786   18,872   25,567   25,058        0      509

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -2,181)
    -185     -972       46   -2,042   -1,213   -2,181   -2,139        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     15.4      8.8     73.5     73.8    100.0     98.0      0.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        6       22       24       29       30
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,348
COMMITMENTS
   1,677    4,351      846    8,825    6,151   11,348   11,348        0        0

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -280)
       0      -21        0     -280     -169     -280     -190        0      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     38.3      7.5     77.8     54.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        2       16       11       20       15
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,628
COMMITMENTS
   1,677    4,372      846    9,105    6,320   11,628   11,538        0       90

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        609)
  -1,068      991   -1,260    2,937      788      609      519        0       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     37.6      7.3     78.3     54.4    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        2       16       11       20       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,472
COMMITMENTS
   4,040    5,372    2,054   13,046   11,546   19,140   18,972      332      500

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        344)
     540      220      272     -540     -140      272      352       72       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     27.6     10.5     67.0     59.3     98.3     97.4      1.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        7       20       21       27       28
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,128
COMMITMENTS
   3,500    5,152    1,782   13,586   11,686   18,868   18,620      260      508

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,772)
      40    1,144      150    1,552      468    1,742    1,762       30       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     26.9      9.3     71.0     61.1     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        6       20       21       26       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,936
COMMITMENTS
  10,240      120    1,290   10,770   20,998   22,300   22,408      636      528

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        140)
     240        0      -40        0     -120      200     -160      -60      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.6      0.5      5.6     47.0     91.6     97.2     97.7      2.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       22       26       25       29
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,796
COMMITMENTS
  10,000      120    1,330   10,770   21,118   22,100   22,568      696      228

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -928)
  -1,200        0        0      292     -928     -908     -928      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9      0.5      5.8     47.2     92.6     96.9     99.0      3.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       22       26       25       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,610
COMMITMENTS
     746       80      804    8,540    9,426   10,090   10,310      520      300

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        776)
    -520        0      116      700      420      296      536      480      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.8      7.6     80.5     88.8     95.1     97.2      4.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       16       11       18       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,834
COMMITMENTS
   1,266       80      688    7,840    9,006    9,794    9,774       40       60

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -212)
    -384        0     -112      264     -120     -232     -232       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      0.8      7.0     79.7     91.6     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       15       11       17       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,437,593
COMMITMENTS
 124,962  105,948  410,213  830,318  835,299  1365493  1351460   72,100   86,133

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:   -113,900)
   2,275    7,029  -77,617  -51,518  -52,589 -126,859 -123,177   12,959    9,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      7.4     28.5     57.8     58.1     95.0     94.0      5.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      87       90      114       80       84      220      240
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,551,493
COMMITMENTS
 122,687   98,919  487,830  881,835  887,888  1492351  1474637   59,141   76,856

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     15,132)
   3,037    7,676    3,650   12,444    6,927   19,131   18,253   -3,999   -3,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      6.4     31.4     56.8     57.2     96.2     95.0      3.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      87      109      130       81       89      235      270
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,838
COMMITMENTS
   8,687    2,359      439    2,841   11,555   11,967   14,353    2,871      485

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        617)
    -608      214      155      666       42      213      411      404      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.5     15.9      3.0     19.1     77.9     80.7     96.7     19.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      59       11        6       15       27       80       41
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,221
COMMITMENTS
   9,295    2,145      284    2,175   11,513   11,754   13,942    2,467      279

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:         41)
     106     -114      -43       84      443      147      286     -106     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.4     15.1      2.0     15.3     81.0     82.7     98.0     17.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      64       11        6       13       29       82       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,914
COMMITMENTS
   9,811      671        0      971   10,945   10,782   11,616    2,132    1,298

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,388)
   1,311      209        0       26      997    1,337    1,206       51      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.0      5.2      0.0      7.5     84.8     83.5     89.9     16.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      30        6        0        8       24       38       30
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,526
COMMITMENTS
   8,500      462        0      945    9,948    9,445   10,410    2,081    1,116

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        450)
     476      -10      -12       54      514      518      492      -68      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.7      4.0      0.0      8.2     86.3     81.9     90.3     18.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      30        4        0        8       19       38       23
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      163,682
COMMITMENTS
  27,018    8,444   31,370   92,556  112,767  150,944  152,581   12,738   11,100

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      7,376)
     712    1,927    1,905    4,964    4,213    7,580    8,044     -204     -668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      5.2     19.2     56.5     68.9     92.2     93.2      7.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      49       23       40       71       74      137      125
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      156,305
COMMITMENTS
  26,306    6,517   29,466   87,592  108,554  143,363  144,537   12,942   11,768

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      3,655)
  -1,040    1,252    4,589     -527   -3,706    3,021    2,135      634    1,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      4.2     18.9     56.0     69.5     91.7     92.5      8.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      45       27       41       64       73      129      123
 

Updated November 28, 2005