MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,321
COMMITMENTS
   1,261    3,332    1,763   16,326    9,443   19,351   14,538    4,970    9,783

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:       -314)
      66      691      -66       54     -624       54        2     -368     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     13.7      7.2     67.1     38.8     79.6     59.8     20.4     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        6        7       17       14       27       23
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      132,415
COMMITMENTS
  26,287   12,568   31,244   54,572   54,450  112,104   98,263   20,311   34,153

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      5,682)
     991    2,255    1,199    1,419    1,264    3,610    4,719    2,072      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      9.5     23.6     41.2     41.1     84.7     74.2     15.3     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      60       58       82       30       40      152      144
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,343
COMMITMENTS
     460      835      424      573      282    1,457    1,541      886      803

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:        102)
     -18       52       -6       10       50      -14       96      117        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     35.6     18.1     24.5     12.0     62.2     65.7     37.8     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9       16       11        7        4       22       25
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      225,130
COMMITMENTS
  72,428   13,544   40,533   88,089  108,164  201,050  162,241   24,080   62,889

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      8,068)
   5,724    1,142      862      120    5,152    6,705    7,156    1,363      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      6.0     18.0     39.1     48.0     89.3     72.1     10.7     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     104       42       65       74      134      219      211
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,723
COMMITMENTS
   2,435      193      406      748    3,501    3,589    4,099    2,134    1,624

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:       -573)
      53      -92     -198     -120       -0     -265     -290     -308     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.6      3.4      7.1     13.1     61.2     62.7     71.6     37.3     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      23        8       10       13       31       44       42
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,228
COMMITMENTS
  14,569    1,024    6,746   10,342   12,141   31,657   19,911    6,570   18,317

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      2,252)
     304       38      977      434      847    1,715    1,862      537      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1      2.7     17.6     27.1     31.8     82.8     52.1     17.2     47.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      54       23       34       56       78      129      121
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      111,703
COMMITMENTS
  46,143   10,388    1,744   27,146   82,209   75,033   94,341   36,671   17,362

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      2,373)
  -4,747    2,506       -1    4,691     -245      -57    2,260    2,429      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3      9.3      1.6     24.3     73.6     67.2     84.5     32.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      32       12        4       22       21       55       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       77,937
COMMITMENTS
  15,002   31,513        0   53,848   24,025   68,850   55,538    9,087   22,399

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:     -9,192)
   5,970  -15,845        0  -16,120    6,257  -10,150   -9,588      958      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     40.4      0.0     69.1     30.8     88.3     71.3     11.7     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       19        0       10       14       16       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| 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
  38,380    2,566      220   46,697   86,611   85,297   89,397    6,533    2,433

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:        119)
      85   -5,094     -153     -540    6,652     -608    1,405      727   -1,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.8      2.8      0.2     50.9     94.3     92.9     97.4      7.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      43        8        1       16       14       59       23
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       71,904
COMMITMENTS
  13,043   28,153      922   42,989   20,537   56,953   49,612   14,951   22,292

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      7,307)
   3,665    7,067      232    4,696   -4,891    8,593    2,408   -1,286    4,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     39.2      1.3     59.8     28.6     79.2     69.0     20.8     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       21        5       20       11       35       33
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      200,426
COMMITMENTS
  19,883   47,124    5,800  144,228  120,154  169,911  173,078   30,515   27,348

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      7,549)
   5,040    7,494    1,001    1,096    2,871    7,138   11,367      411   -3,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     23.5      2.9     72.0     59.9     84.8     86.4     15.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       31        9       19       26       45       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      139,196
COMMITMENTS
  34,787   24,265   14,512   40,413   50,728   89,713   89,506   49,483   49,690

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:     10,640)
   9,992    2,876    2,843   -6,347   -2,046    6,488    3,673    4,152    6,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     17.4     10.4     29.0     36.4     64.5     64.3     35.5     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      36       42       34       23       25       78       83
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       12,189
COMMITMENTS
   8,158    3,321        0    3,074    7,857   11,232   11,178      957    1,011

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      1,458)
   1,830    1,434        0     -292     -369    1,538    1,065      -80      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.9     27.2      0.0     25.2     64.5     92.1     91.7      7.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        2        0        8        7       15        9
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       47,914
COMMITMENTS
  17,641      721        0   20,945   38,658   38,586   39,379    9,328    8,535

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      2,614)
     397        0        0      544    2,381      941    2,381    1,673      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8      1.5      0.0     43.7     80.7     80.5     82.2     19.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        0        8       13       12       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,564,227
COMMITMENTS
 617,300  896,583  4371368  7649116  6925693 12637785 12193645  926,443  1370583

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:    375,000)
 -41,620  -13,633  191,317  208,744  204,034  358,441  381,719   16,559   -6,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      6.6     32.2     56.4     51.1     93.2     89.9      6.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      59       65      100      141      155      256      271
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      700,267
COMMITMENTS
  65,847   39,955   31,634  458,776  510,982  556,256  582,570  144,011  117,697

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:     12,264)
   4,135   -2,142    4,382   -1,415   13,111    7,101   15,350    5,163   -3,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      5.7      4.5     65.5     73.0     79.4     83.2     20.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      45       38       52       86       60      164      118
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,103,700
COMMITMENTS
 203,367  281,728   29,049  558,773  686,931  791,189  997,707  312,512  105,993

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:     29,220)
  47,326   33,062    1,543   28,807  -11,304   77,677   23,301  -48,457    5,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     25.5      2.6     50.6     62.2     71.7     90.4     28.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      58       52       30       62       54      138      118
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,263
COMMITMENTS
   1,982    1,052        0    5,775   10,163    7,757   11,215    4,506    1,048

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:         85)
     -40        0        0        1      155      -39      155      124      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      8.6      0.0     47.1     82.9     63.3     91.5     36.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        1       15       12       19       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       44,355
COMMITMENTS
   8,111    9,812        0   30,539   30,616   38,650   40,428    5,705    3,927

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      2,886)
    -402     -381        0    2,557    3,186    2,155    2,805      731       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     22.1      0.0     68.9     69.0     87.1     91.1     12.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        5        0       20       17       27       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,693
COMMITMENTS
  14,194   10,157      296   27,684   42,209   42,174   52,661   16,519    6,032

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      3,351)
     162    1,806       10     -584    1,794     -412    3,610    3,763     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     17.3      0.5     47.2     71.9     71.9     89.7     28.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      14       15        1       33       29       48       44
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      324,659
COMMITMENTS
 112,815  104,679    4,083  176,054  164,480  292,951  273,242   31,708   51,417

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:     46,839)
    -245   16,744   -1,300   40,074   12,477   38,529   27,921    8,310   18,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7     32.2      1.3     54.2     50.7     90.2     84.2      9.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      66       55       11       44       30      115       91
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       60,846
COMMITMENTS
  21,116   14,006        0   25,302   29,085   46,418   43,091   14,428   17,755

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      3,267)
   7,425    1,219       -2   -4,356      985    3,067    2,202      200    1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7     23.0      0.0     41.6     47.8     76.3     70.8     23.7     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11       12        0       10       12       21       24
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,880
COMMITMENTS
   4,864    5,203        2   19,189   15,863   24,055   21,069    4,826    7,812

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:       -240)
       0      196        0     -154      352     -154      548      -86     -788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     18.0      0.0     66.4     54.9     83.3     73.0     16.7     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1       12        1       28       24       30       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      277,629
COMMITMENTS
  28,592   51,849    2,430  220,684  213,407  251,706  267,686   25,923    9,942

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:      6,359)
     803    4,337      -64    7,830    2,753    8,570    7,026   -2,210     -667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     18.7      0.9     79.5     76.9     90.7     96.4      9.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      25       63       21       32       52       71      122
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       61,258
COMMITMENTS
   9,575   20,160    4,874   33,493   27,700   47,942   52,734   13,316    8,524

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:        226)
     273    2,700      174      -26   -2,106      421      768     -195     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     32.9      8.0     54.7     45.2     78.3     86.1     21.7     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      21       20        7       18       20       45       44
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       31,791
COMMITMENTS
  17,354    4,424       10   10,875   10,999   28,239   15,433    3,552   16,358

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:        368)
     699    1,836       -4      649    3,739    1,344    5,571     -976   -5,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.6     13.9      0.0     34.2     34.6     88.8     48.5     11.2     51.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        8        1       12       11       24       20
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       35,826
COMMITMENTS
     672    3,131    1,106   17,355   25,961   19,133   30,198   16,693    5,628

CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST:     -1,895)
     230    1,377     -100        0   -3,742      130   -2,465   -2,025      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      8.7      3.1     48.4     72.5     53.4     84.3     46.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        9        2       18       23       24       33
 

Updated January 7, 2006