MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,590
COMMITMENTS
   2,250    1,048      674   15,463   12,224   18,387   13,946    4,203    8,644

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,548)
     892   -2,377      -11      547    3,713    1,428    1,325      120      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      4.6      3.0     68.5     54.1     81.4     61.7     18.6     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        4        6       16       15       26       23
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      127,687
COMMITMENTS
  25,619   16,073   21,373   60,786   56,293  107,778   93,739   19,909   33,948

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        997)
    -476    1,455   -6,235    7,124    3,954      413     -826      584    1,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     12.6     16.7     47.6     44.1     84.4     73.4     15.6     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      46       67       67       27       40      125      140
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,086
COMMITMENTS
     388      726      363      492      330    1,243    1,419      843      667

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:       -177)
     -70     -111       -1      -81       48     -152      -64      -25     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     34.8     17.4     23.6     15.8     59.6     68.0     40.4     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9       14        6        7        5       21       20
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      213,621
COMMITMENTS
  72,990   21,358   29,397   84,883   98,869  187,270  149,624   26,351   63,997

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     13,728)
     263    1,550    3,547    5,538    1,635    9,348    6,732    4,380    6,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     10.0     13.8     39.7     46.3     87.7     70.0     12.3     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      97       58       78       66      127      220      222
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,457
COMMITMENTS
   3,479      261      329      743    4,261    4,551    4,851    1,906    1,606

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,139)
   1,007       83       91        4      810    1,102      984       37      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9      4.0      5.1     11.5     66.0     70.5     75.1     29.5     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      30       10       11       14       32       51       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,580
COMMITMENTS
  14,903    3,329    3,138   10,292   10,833   28,333   17,300    6,247   17,280

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        406)
     332      166     -559      356      -17      129     -410      277      816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1      9.6      9.1     29.8     31.3     81.9     50.0     18.1     50.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      48       24       27       52       67      115      110
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       98,344
COMMITMENTS
  32,628    9,311      715   27,623   75,711   60,966   85,737   37,378   12,607

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -7,057)
 -13,121      249      -12    2,633   -5,522  -10,500   -5,285    3,443   -1,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      9.5      0.7     28.1     77.0     62.0     87.2     38.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      26       12        2       23       23       49       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       79,029
COMMITMENTS
  24,138   24,378        0   41,059   39,837   65,197   64,215   13,832   14,814

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,661)
   9,136   -7,135        0  -12,789   15,812   -3,653    8,677    5,314   -7,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     30.8      0.0     52.0     50.4     82.5     81.3     17.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       16        0       10       15       17       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       96,154
COMMITMENTS
  43,411    3,272      220   45,706   90,332   89,337   93,824    6,817    2,330

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      4,404)
   5,031      706        0     -985    3,721    4,046    4,427      358      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1      3.4      0.2     47.5     93.9     92.9     97.6      7.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      44        9        1       18       15       62       25
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       77,079
COMMITMENTS
  17,074   21,847        6   45,988   36,928   63,068   58,781   14,011   18,298

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      7,488)
   4,048   -6,200      -81    3,268   16,657    7,235   10,376      253   -2,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     28.3      0.0     59.7     47.9     81.8     76.3     18.2     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       15        1       19       14       35       29
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      169,886
COMMITMENTS
  30,472   50,001       36  103,194   95,280  133,702  145,317   36,184   24,569

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     14,164)
   8,280    3,072     -108   -2,354   11,172    5,818   14,136    8,346       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     29.4      0.0     60.7     56.1     78.7     85.5     21.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       29        3       19       23       43       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      127,386
COMMITMENTS
  42,096   20,135    2,455   34,870   63,074   79,421   85,664   47,965   41,722

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      8,148)
   6,083   -4,647       35   -1,974   14,541    4,144    9,929    4,004   -1,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     15.8      1.9     27.4     49.5     62.3     67.2     37.7     32.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      38       24        7       20       26       62       54
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       13,013
COMMITMENTS
   8,659    4,915      251    3,100    6,628   12,010   11,794    1,003    1,219

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        824)
     501    1,594      251       26   -1,229      778      616       46      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.5     37.8      1.9     23.8     50.9     92.3     90.6      7.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        1        8        6       14        9
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       57,744
COMMITMENTS
  20,162      721        0   29,309   48,010   49,471   48,731    8,273    9,013

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      9,830)
   2,521        0        0    8,364    9,352   10,885    9,352   -1,055      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      1.2      0.0     50.8     83.1     85.7     84.4     14.3     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        1        0       10       13       15       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,909,040
COMMITMENTS
 989,716  893,652  1202806  5812553  5438999  8005075  7535457  903,965  1373583

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:    241,078)
  56,066  -61,454   51,397   72,272  170,071  179,735  160,014   61,343   81,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     10.0     13.5     65.2     61.1     89.9     84.6     10.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      54       51       83      125      140      222      241
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      649,828
COMMITMENTS
  63,622   40,146      687  447,049  492,714  511,358  533,547  138,470  116,281

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      7,242)
     128      501   -1,483    3,289   -3,425    1,934   -4,407    5,308   11,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      6.2      0.1     68.8     75.8     78.7     82.1     21.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      36       28       10       77       57      120       89
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,140,746
COMMITMENTS
 191,126  318,972   14,284  612,184  690,162  817,594  1023418  323,152  117,328

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     74,632)
 -11,088   37,372    1,773   69,658   19,251   60,343   58,396   14,289   16,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     28.0      1.3     53.7     60.5     71.7     89.7     28.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      56       52       16       65       60      130      119
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,123
COMMITMENTS
   2,010    1,052        0    5,821   10,165    7,831   11,217    4,292      906

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:       -140)
      28        0        0       46        2       74        2     -214     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      8.7      0.0     48.0     83.8     64.6     92.5     35.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        0       15       12       19       14
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       45,214
COMMITMENTS
   7,748    9,667        0   31,769   32,682   39,517   42,349    5,697    2,865

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        859)
    -363     -145        0    1,230    2,066      867    1,921       -8   -1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     21.4      0.0     70.3     72.3     87.4     93.7     12.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        5        0       22       19       30       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,775
COMMITMENTS
  16,078    8,025      426   31,802   44,589   48,306   53,040   11,469    6,735

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,174)
   1,884   -2,130      130    4,162    2,426    6,176      426   -5,002      748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     13.4      0.7     53.2     74.6     80.8     88.7     19.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       11        2       33       25       50       37
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      347,773
COMMITMENTS
 109,431  128,717    4,644  214,167  194,238  328,242  327,599   19,531   20,174

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     26,230)
  -3,368   24,007    2,163   39,435   31,171   38,230   57,341  -12,000  -31,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     37.0      1.3     61.6     55.9     94.4     94.2      5.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      79       64       11       43       37      127      107
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       55,332
COMMITMENTS
  26,703    4,969        0   12,877   39,564   39,580   44,533   15,752   10,799

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -4,913)
   5,587   -9,037        0  -12,425   10,479   -6,838    1,442    1,925   -6,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3      9.0      0.0     23.3     71.5     71.5     80.5     28.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        5        0        8       15       23       20
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,501
COMMITMENTS
   5,063    5,306        2   18,892   15,932   23,957   21,240    4,544    7,261

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:       -378)
     199      103        0     -296       69      -97      172     -281     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     18.6      0.0     66.3     55.9     84.1     74.5     15.9     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2       12        1       27       23       30       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      276,163
COMMITMENTS
  35,184   52,963    1,672  216,710  208,664  253,566  263,299   22,597   12,864

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,357)
   6,606    1,115      778   -3,143   -4,237    4,241   -2,344   -2,884    3,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     19.2      0.6     78.5     75.6     91.8     95.3      8.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      33       56        6       33       51       67      112
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       57,289
COMMITMENTS
  17,160   19,268      513   25,850   28,785   43,523   48,566   13,766    8,723

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      2,701)
   3,309     -892      -85     -973    2,677    2,251    1,700      450    1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     33.6      0.9     45.1     50.2     76.0     84.8     24.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      30       20        3       18       20       50       41
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       35,512
COMMITMENTS
  16,791    4,953        0   14,974   13,974   31,765   18,927    3,747   16,585

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      3,721)
    -563      529      -10    4,099    2,975    3,526    3,494      195      227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     13.9      0.0     42.2     39.4     89.4     53.3     10.6     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14       10        0       16        9       30       19
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       33,877
COMMITMENTS
     442    2,397    1,106   16,367   26,575   17,915   30,078   15,962    3,799

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -1,949)
    -230     -734        0     -988      614   -1,218     -120     -731   -1,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      7.1      3.3     48.3     78.4     52.9     88.8     47.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3       10        2       18       23       23       34
 

Updated January 12, 2006