MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED 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:       25,965
COMMITMENTS
   1,945      947    2,098   16,933   13,023   20,976   16,068    4,989    9,897

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,644)
     684   -2,385      335      607    3,580    1,625    1,530       19      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      3.6      8.1     65.2     50.2     80.8     61.9     19.2     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        3        7       18       16       29       24
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      133,475
COMMITMENTS
  25,935   14,289   24,864   61,679   58,176  112,478   97,328   20,997   36,147

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,060)
    -352    1,720   -6,381    7,106    3,726      374     -934      686    1,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     10.7     18.6     46.2     43.6     84.3     72.9     15.7     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      51       68       74       29       40      135      143
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED 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:        2,167
COMMITMENTS
     379      716      436      492      330    1,307    1,482      859      684

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:       -177)
     -80     -118       12      -81       48     -149      -58      -27     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     33.1     20.1     22.7     15.2     60.3     68.4     39.7     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7       17       11        7        5       24       23
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      240,989
COMMITMENTS
  71,717   14,307   46,292   94,582  110,361  212,590  170,960   28,399   70,030

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     15,859)
    -711      762    5,759    6,493    2,197   11,541    8,718    4,319    7,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      5.9     19.2     39.2     45.8     88.2     70.9     11.8     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      97       59       85       82      137      240      236
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        6,986
COMMITMENTS
   3,447      204      608      753    4,341    4,809    5,154    2,177    1,833

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,263)
   1,012       11      203        5      841    1,220    1,055       43      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3      2.9      8.7     10.8     62.1     68.8     73.8     31.2     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      32       10       13       15       33       54       49
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       38,736
COMMITMENTS
  14,870    1,087    6,319   10,733   12,185   31,922   19,591    6,815   19,145

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        509)
     301       64     -427      391       44      264     -319      245      828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4      2.8     16.3     27.7     31.5     82.4     50.6     17.6     49.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      55       20       36       59       77      132      122
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      104,229
COMMITMENTS
  32,230    9,134    2,710   29,055   76,893   63,994   88,738   40,234   15,491

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -7,475)
 -13,913   -1,253      965    1,909   -5,316  -11,038   -5,604    3,563   -1,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      8.8      2.6     27.9     73.8     61.4     85.1     38.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      26       13        4       25       24       52       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       79,731
COMMITMENTS
  24,358   24,378        0   41,059   39,837   65,417   64,215   14,314   15,516

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,794)
   9,356   -7,135        0  -12,789   15,812   -3,433    8,677    5,227   -6,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     30.6      0.0     51.5     50.0     82.0     80.5     18.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       16        0       10       15       18       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:       96,161
COMMITMENTS
  43,411    3,272      220   45,713   90,332   89,344   93,824    6,817    2,337

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      4,331)
   5,031      706        0     -984    3,721    4,047    4,427      284      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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
OPTION AND FUTURES COMBINED 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:       79,579
COMMITMENTS
  17,157   21,855    1,128   46,312   37,266   64,597   60,249   14,982   19,330

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      7,675)
   4,114   -6,298      206    3,324   16,729    7,644   10,637       31   -2,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     27.5      1.4     58.2     46.8     81.2     75.7     18.8     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17       14        5       19       14       37       32
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      214,485
COMMITMENTS
  28,022   50,090    5,658  141,639  131,376  175,320  187,123   39,165   27,361

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     14,059)
   8,140    2,966     -143   -2,588   11,222    5,408   14,045    8,651       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     23.4      2.6     66.0     61.3     81.7     87.2     18.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      23       32        6       21       27       46       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      143,748
COMMITMENTS
  40,787   19,569   12,224   37,599   65,018   90,609   96,811   53,139   46,938

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      4,553)
   5,999   -4,696   -2,288   -2,814   14,290      897    7,305    3,656   -2,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     13.6      8.5     26.2     45.2     63.0     67.3     37.0     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      40       29       27       22       30       73       76
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   14,327,372
COMMITMENTS
 624,530  789,581  4882683  7829906  7197478 13337119 12869742  990,253  1457630

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:    763,145)
   7,230 -107,002  511,315  180,790  271,784  699,334  676,097   63,810   87,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      5.5     34.1     54.6     50.2     93.1     89.8      6.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      54       65      102      137      148      252      263
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      726,127
COMMITMENTS
  66,652   40,290   38,360  467,779  509,967  572,791  588,617  153,336  137,510

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     25,859)
     805      334    6,726    9,002   -1,014   16,534    6,046    9,325   19,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      5.5      5.3     64.4     70.2     78.9     81.1     21.1     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      44       44       57       85       62      167      125
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    1,193,406
COMMITMENTS
 192,530  318,600   38,069  635,126  712,930  865,725  1069599  327,681  123,807

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     89,706)
 -10,837   36,872    9,020   76,353   25,999   74,536   71,892   15,170   17,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     26.7      3.2     53.2     59.7     72.5     89.6     27.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      57       57       36       70       60      153      127
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
    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        1       15       12       19       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       59,938
COMMITMENTS
  16,078    8,027      426   31,889   44,663   48,393   53,116   11,545    6,822

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,245)
   1,884   -2,130      130    4,205    2,455    6,219      455   -4,974      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     13.4      0.7     53.2     74.5     80.7     88.6     19.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      16       13        2       34       27       51       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      351,477
COMMITMENTS
 109,273  128,413    6,791  215,701  195,863  331,764  331,067   19,712   20,409

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     26,818)
  -3,542   23,734    2,708   39,647   31,383   38,813   57,825  -11,995  -31,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     36.5      1.9     61.4     55.7     94.4     94.2      5.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      78       65       17       44       38      131      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:       56,232
COMMITMENTS
  26,703    4,969        0   12,877   39,637   39,580   44,606   16,652   11,627

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -4,613)
   5,587   -9,037        0  -12,425   10,552   -6,838    1,515    2,225   -6,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.5      8.8      0.0     22.9     70.5     70.4     79.3     29.6     20.7

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
OPTION AND FUTURES COMBINED 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:       28,505
COMMITMENTS
   5,063    5,306        2   18,893   15,932   23,958   21,241    4,548    7,265

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:       -375)
     199      103        0     -296       69      -97      172     -278     -547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     18.6      0.0     66.3     55.9     84.0     74.5     16.0     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2       12        1       27       24       30       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED 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:      280,927
COMMITMENTS
  35,796   53,310    3,853  218,342  209,432  257,991  266,594   22,936   14,333

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      3,298)
   7,204    1,461    1,423   -2,342   -3,975    6,285   -1,092   -2,986    4,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     19.0      1.4     77.7     74.6     91.8     94.9      8.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      32       67       22       35       54       83      127
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       64,561
COMMITMENTS
  12,255   19,268    5,418   33,120   30,270   50,793   54,956   13,768    9,605

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      3,303)
   2,680     -892      544     -373    2,570    2,851    2,222      452    1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     29.8      8.4     51.3     46.9     78.7     85.1     21.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      26       20        7       18       21       50       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       33,887
COMMITMENTS
     442    2,397    1,106   16,367   26,575   17,915   30,078   15,972    3,809

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -1,939)
    -230     -734        0     -988      614   -1,218     -120     -721   -1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     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