WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      293,651
COMMITMENTS
  52,252   66,464   45,080  171,788  140,669  269,120  252,213   24,531   41,438

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -3,948)
   1,231      507   -2,668      484   -1,279     -953   -3,440   -2,995     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     22.6     15.4     58.5     47.9     91.6     85.9      8.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      70      102       76       47       66      176      201
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      297,599
COMMITMENTS
  51,021   65,957   47,748  171,304  141,948  270,073  255,653   27,526   41,946

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        378)
  -4,522   -4,711    2,211    1,168    2,144   -1,143     -356    1,521      734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     22.2     16.0     57.6     47.7     90.8     85.9      9.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      70      108       84       47       66      185      209
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      797,135
COMMITMENTS
 151,829  162,436   64,462  439,533  373,746  655,824  600,644  141,311  196,491

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     31,340)
   4,019   -7,788    9,830    8,734   24,557   22,583   26,599    8,757    4,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     20.4      8.1     55.1     46.9     82.3     75.4     17.7     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      547)
     149      128      107      186      187      396      375
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      765,795
COMMITMENTS
 147,810  170,224   54,632  430,799  349,189  633,241  574,045  132,554  191,750

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     16,633)
   1,555    4,947    2,558   13,129    9,404   17,242   16,909     -609     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     22.2      7.1     56.3     45.6     82.7     75.0     17.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      547)
     150      117      101      184      188      390      369
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,897
COMMITMENTS
   3,543      348       44      893    5,305    4,480    5,697    2,417    1,200

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        243)
     272        9       26     -215      167       83      202      160       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4      5.0      0.6     12.9     76.9     65.0     82.6     35.0     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        5        3        8       16       25       21
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,654
COMMITMENTS
   3,271      339       18    1,108    5,138    4,397    5,495    2,257    1,159

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        241)
     457     -110      -60       10      425      407      255     -166      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2      5.1      0.3     16.7     77.2     66.1     82.6     33.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        4        2        9       16       26       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      298,791
COMMITMENTS
  60,825   49,055   32,661  156,777  137,683  250,263  219,399   48,528   79,392

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     10,631)
   2,729   -4,977    3,552    5,204   15,282   11,485   13,857     -854   -3,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     16.4     10.9     52.5     46.1     83.8     73.4     16.2     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      94       96       90       97      111      240      265
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      288,160
COMMITMENTS
  58,096   54,032   29,109  151,573  122,401  238,778  205,542   49,382   82,618

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     20,954)
     421   -1,436    4,719   11,738    9,304   16,878   12,587    4,076    8,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     18.8     10.1     52.6     42.5     82.9     71.3     17.1     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      82      106       76       88      104      219      251
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      170,678
COMMITMENTS
  43,563    9,562   21,867   76,682  125,654  142,112  157,083   28,566   13,595

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      5,596)
   1,731       35    1,581    2,268    4,176    5,580    5,792       16     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      5.6     12.8     44.9     73.6     83.3     92.0     16.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      57       18       30       48       50      121       91
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      165,082
COMMITMENTS
  41,832    9,527   20,286   74,414  121,478  136,532  151,291   28,550   13,791

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     11,777)
   4,998   -2,649    5,626   -1,558    9,934    9,066   12,911    2,711   -1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      5.8     12.3     45.1     73.6     82.7     91.6     17.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      48       20       32       46       48      113       92
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      594,283
COMMITMENTS
  92,882  120,464    4,024  386,332  292,369  483,238  416,857  111,045  177,426

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     29,304)
  13,305   19,857      285    8,640     -557   22,230   19,585    7,074    9,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     20.3      0.7     65.0     49.2     81.3     70.1     18.7     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      24       35       17       59       69       91      113
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      564,979
COMMITMENTS
  79,577  100,607    3,739  377,692  292,926  461,008  397,272  103,971  167,707

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    -17,166)
 -16,600    2,685     -448   15,432  -13,769   -1,616  -11,532  -15,550   -5,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     17.8      0.7     66.9     51.8     81.6     70.3     18.4     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      21       33       17       60       68       91      108
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      135,432
COMMITMENTS
  20,561   18,721   15,088   71,235   77,866  106,884  111,675   28,548   23,757

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -1,081)
   1,547   -1,051   -1,471     -687       96     -611   -2,426     -470    1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     13.8     11.1     52.6     57.5     78.9     82.5     21.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      30       36       30       48       45       97      102
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      136,513
COMMITMENTS
  19,014   19,772   16,559   71,922   77,770  107,495  114,101   29,018   22,412

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      5,590)
  -1,448      535    1,310    3,121    3,210    2,983    5,055    2,607      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     14.5     12.1     52.7     57.0     78.7     83.6     21.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      28       36       31       52       47       98      108
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,474
COMMITMENTS
   2,624      723      903    2,314    4,796    5,841    6,422    1,633    1,052

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        122)
    -113     -186      -23       67      284      -69       75      191       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1      9.7     12.1     31.0     64.2     78.2     85.9     21.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15        5        9       14       16       34       27
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,352
COMMITMENTS
   2,737      909      926    2,247    4,512    5,910    6,347    1,442    1,005

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        311)
    -261      -97       47      344      473      130      423      181     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     12.4     12.6     30.6     61.4     80.4     86.3     19.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      16        8        9       14       16       35       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      355,080
COMMITMENTS
  93,564   86,377    2,052  189,371  167,329  284,987  255,758   70,093   99,322

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      7,643)
     760    5,683       -6      634    2,726    1,388    8,403    6,255     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     24.3      0.6     53.3     47.1     80.3     72.0     19.7     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      21       24        4       43       48       65       75
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      347,437
COMMITMENTS
  92,804   80,694    2,058  188,737  164,603  283,599  247,355   63,838  100,082

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     12,297)
   9,233   15,237      735    2,360    1,183   12,328   17,155      -31   -4,858

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      19       22        4       45       48       65       73
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,678,231
COMMITMENTS
 402,787  365,577   32,879  1020269  891,974  1455935  1290430  222,296  387,801

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     51,861)
     933  -18,064    5,325   20,504   34,736   26,762   21,997   25,099   29,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     21.8      2.0     60.8     53.1     86.8     76.9     13.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      72       51       36       93      106      173      185
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,626,370
COMMITMENTS
 401,854  383,641   27,554  999,765  857,238  1429173  1268433  197,197  357,937

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    -14,728)
  12,525    3,089    6,758   -8,990    5,172   10,293   15,019  -25,021  -29,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     23.6      1.7     61.5     52.7     87.9     78.0     12.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      63       53       35       84      108      157      186
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,353,179
COMMITMENTS
 254,231  423,859   26,009  938,285  614,797  1218525  1064665  134,654  288,514

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     48,643)
  14,546   21,079    3,901   23,578   12,280   42,025   37,260    6,618   11,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     31.3      1.9     69.3     45.4     90.0     78.7     10.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      43       40       23       68       66      117      123
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,304,536
COMMITMENTS
 239,685  402,780   22,108  914,707  602,517  1176500  1027405  128,036  277,131

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     90,280)
   3,193   58,994      295  101,555   27,660  105,043   86,949  -14,763    3,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     30.9      1.7     70.1     46.2     90.2     78.8      9.8     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      43       39       20       69       70      116      125
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      423,027
COMMITMENTS
 138,750  105,290   60,207  181,587  222,986  380,544  388,483   42,483   34,544

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     43,699)
  26,160   13,196    8,456   12,867   15,088   47,483   36,740   -3,784    6,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     24.9     14.2     42.9     52.7     90.0     91.8     10.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      33       28       30       55       51      106       91
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      379,328
COMMITMENTS
 112,590   92,094   51,751  168,720  207,898  333,061  351,743   46,267   27,585

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     26,065)
  12,035   20,834      466   10,859    9,342   23,360   30,642    2,705   -4,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     24.3     13.6     44.5     54.8     87.8     92.7     12.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      31       27       30       52       49      101       88
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       36,278
COMMITMENTS
   5,880    7,140        2   23,586   17,806   29,468   24,948    6,810   11,330

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      1,338)
   1,827    1,083       -1      152     -372    1,978      710     -640      628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     19.7      0.0     65.0     49.1     81.2     68.8     18.8     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       13        1       19       11       32       24
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       34,940
COMMITMENTS
   4,053    6,057        3   23,434   18,178   27,490   24,238    7,450   10,702

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:       -870)
    -901     -261     -407      -99        4   -1,407     -664      537     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     17.3      0.0     67.1     52.0     78.7     69.4     21.3     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8       12        1       19       11       28       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,682
COMMITMENTS
  27,748   35,335      628   22,786   23,143   51,162   59,106   18,520   10,576

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      9,288)
   1,101    4,854      256    7,604    2,838    8,961    7,948      327    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     50.7      0.9     32.7     33.2     73.4     84.8     26.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      26       28        5       21       12       49       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       60,394
COMMITMENTS
  26,647   30,481      372   15,182   20,305   42,201   51,158   18,193    9,236

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      7,034)
   3,062      667     -157    3,780    6,458    6,685    6,968      349       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     50.5      0.6     25.1     33.6     69.9     84.7     30.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      24       22        3       22       13       48       36
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,929
COMMITMENTS
   8,674    3,600       62   25,785   30,571   34,521   34,233      408      696

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      1,256)
       0      -33        0    1,312    1,466    1,312    1,433      -56     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     10.3      0.2     73.8     87.5     98.8     98.0      1.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7       15        3       16       21       25       37
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,673
COMMITMENTS
   8,674    3,633       62   24,473   29,105   33,209   32,800      464      873

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7       15        3       15       21       24       37
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,531
COMMITMENTS
     278    1,713        0   14,253   12,689   14,531   14,402        0      129

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     11.8      0.0     98.1     87.3    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        0        5        7        7       13
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,762
COMMITMENTS
     404    2,427      493   13,136    9,194   14,033   12,114    5,729    7,648

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        765)
     179       22      -29      206      516      356      509      409      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     12.3      2.5     66.5     46.5     71.0     61.3     29.0     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        8        7       17       13       26       22
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,997
COMMITMENTS
     225    2,405      522   12,930    8,678   13,677   11,605    5,320    7,392

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,320)
    -141      309      121      921      195      901      625      419      695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     12.7      2.7     68.1     45.7     72.0     61.1     28.0     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        9        8       18       13       28       23
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      110,126
COMMITMENTS
  23,577   20,426   25,073   46,904   33,673   95,554   79,172   14,572   30,954

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -8,651)
  -3,350   -4,218    1,672   -3,108     -813   -4,786   -3,359   -3,865   -5,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     18.5     22.8     42.6     30.6     86.8     71.9     13.2     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      56       48       57       23       37      123      112
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      118,777
COMMITMENTS
  26,927   24,644   23,401   50,012   34,486  100,340   82,531   18,437   36,246

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      5,334)
   2,442    1,288      944    1,107      410    4,493    2,642      841    2,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     20.7     19.7     42.1     29.0     84.5     69.5     15.5     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      57       46       54       26       42      128      108
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,433
COMMITMENTS
     679      499       51      166      128      896      678      537      755

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:       -281)
    -354       -1       37       29        5     -288       41        7     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     34.8      3.6     11.6      8.9     62.5     47.3     37.5     52.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9       11        2        3        3       14       14
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,714
COMMITMENTS
   1,033      500       14      137      123    1,184      637      530    1,077

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        629)
     449      153        7      112       77      568      237       61      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3     29.2      0.8      8.0      7.2     69.1     37.2     30.9     62.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10       11        1        2        3       13       14
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      165,123
COMMITMENTS
  51,040   16,397   23,523   71,420   78,492  145,983  118,412   19,140   46,711

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -3,876)
  -3,450   -4,653     -857    1,252    1,873   -3,055   -3,637     -821     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      9.9     14.2     43.3     47.5     88.4     71.7     11.6     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      70       45       58       62      118      173      194
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      168,999
COMMITMENTS
  54,490   21,050   24,380   70,168   76,619  149,038  122,049   19,961   46,950

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      4,290)
   3,619   -1,600    2,452   -1,488    1,047    4,583    1,899     -293    2,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     12.5     14.4     41.5     45.3     88.2     72.2     11.8     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      77       48       56       60      108      173      192
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,896
COMMITMENTS
   1,048      975      138      838    1,092    2,024    2,205    1,872    1,691

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:         13)
     -53      103      -46       13        1      -86       58       99      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     25.0      3.5     21.5     28.0     52.0     56.6     48.0     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      16       17        6       13       17       33       37
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,883
COMMITMENTS
   1,101      872      184      825    1,091    2,110    2,147    1,773    1,736

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        -85)
     -83       99      -27      121     -226       11     -154      -96       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     22.5      4.7     21.2     28.1     54.3     55.3     45.7     44.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16       16        8       11       19       32       38
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,479
COMMITMENTS
  12,134    3,003    3,141    7,250    8,124   22,525   14,268    4,954   13,211

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -1,323)
     -32      619   -1,066      283   -1,207     -815   -1,654     -508      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     10.9     11.4     26.4     29.6     82.0     51.9     18.0     48.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      41       21       22       38       43       97       73
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,802
COMMITMENTS
  12,166    2,384    4,207    6,967    9,331   23,340   15,922    5,462   12,880

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -1,474)
     401      -95     -916     -644     -727   -1,159   -1,738     -315      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2      8.3     14.6     24.2     32.4     81.0     55.3     19.0     44.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      45       22       25       32       44       95       79
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      112,354
COMMITMENTS
  51,259    8,447      781   26,795   87,395   78,835   96,623   33,519   15,731

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      3,207)
     727    1,506       -4    1,724    4,714    2,447    6,216      760   -3,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6      7.5      0.7     23.8     77.8     70.2     86.0     29.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      32       14        4       19       25       52       42
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      109,147
COMMITMENTS
  50,532    6,941      785   25,071   82,681   76,388   90,407   32,759   18,740

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        969)
   3,506   -2,054       23     -214       30    3,315   -2,001   -2,346    2,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3      6.4      0.7     23.0     75.8     70.0     82.8     30.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      31       15        5       18       22       51       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       80,322
COMMITMENTS
  13,958   44,940        0   58,497   10,814   72,455   55,754    7,867   24,568

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      7,945)
     386    6,081        0    6,211   -1,513    6,597    4,568    1,348    3,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     55.9      0.0     72.8     13.5     90.2     69.4      9.8     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6       28        0       16        9       22       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       72,377
COMMITMENTS
  13,572   38,859        0   52,286   12,327   65,858   51,186    6,519   21,191

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    -15,402)
   3,599  -18,240        0  -17,667    3,443  -14,068  -14,797   -1,334     -605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     53.7      0.0     72.2     17.0     91.0     70.7      9.0     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       24        0       15        8       19       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       63,100
COMMITMENTS
  26,899    6,589        0   30,411   50,441   57,310   57,030    5,790    6,070

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:    -12,477)
 -26,544    1,080      -55   15,379  -13,414  -11,220  -12,389   -1,257      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     10.4      0.0     48.2     79.9     90.8     90.4      9.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      36       14        0       16       15       52       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       75,577
COMMITMENTS
  53,443    5,509       55   15,032   63,855   68,530   69,419    7,047    6,158

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -5,709)
  -6,725    1,615       55      672   -8,805   -5,998   -7,135      289    1,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.7      7.3      0.1     19.9     84.5     90.7     91.9      9.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      48        8        1       18       15       66       24
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       83,729
COMMITMENTS
  10,591   31,641        4   53,424   27,988   64,019   59,633   19,710   24,096

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -5,671)
  -3,125   -5,120        0   -2,949   -4,497   -6,074   -9,617      403    3,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     37.8      0.0     63.8     33.4     76.5     71.2     23.5     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       16        1       19       13       32       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       89,400
COMMITMENTS
  13,716   36,761        4   56,373   32,485   70,093   69,250   19,307   20,150

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:       -489)
  -6,358     -173        0    2,816   -2,105   -3,542   -2,278    3,053    1,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     41.1      0.0     63.1     36.3     78.4     77.5     21.6     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       16        1       19       14       33       30
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      199,678
COMMITMENTS
  20,214   86,855       33  149,883   72,818  170,130  159,706   29,548   39,972

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     23,517)
   1,469    2,075      -10   20,378   16,470   21,837   18,535    1,680    4,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     43.5      0.0     75.1     36.5     85.2     80.0     14.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      22       45        2       28       19       51       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      176,161
COMMITMENTS
  18,745   84,780       43  129,505   56,348  148,293  141,171   27,868   34,990

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      8,182)
   2,393    5,129        0    3,524      -68    5,917    5,061    2,265    3,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     48.1      0.0     73.5     32.0     84.2     80.1     15.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      23       42        2       28       18       52       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      144,421
COMMITMENTS
  25,238   24,383      763   73,072   68,315   99,073   93,461   45,348   50,960

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     13,423)
  -4,865     -928     -482   11,792    9,674    6,445    8,264    6,978    5,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     16.9      0.5     50.6     47.3     68.6     64.7     31.4     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      36       30        7       28       25       67       59
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      130,998
COMMITMENTS
  30,103   25,311    1,245   61,280   58,641   92,628   85,197   38,370   45,801

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    -12,340)
  -4,543  -11,233      433   -7,498    2,445  -11,608   -8,355     -732   -3,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     19.3      1.0     46.8     44.8     70.7     65.0     29.3     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      36       27       10       27       24       66       58
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       10,099
COMMITMENTS
   6,208      508        0    2,353    8,421    8,561    8,929    1,538    1,170

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        661)
     616        0        0     -146      566      470      566      191       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5      5.0      0.0     23.3     83.4     84.8     88.4     15.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        0        6        8       11       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:        9,438
COMMITMENTS
   5,592      508        0    2,499    7,855    8,091    8,363    1,347    1,075

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        0        6        8       10       11
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       29,793
COMMITMENTS
   8,853    1,847      450   16,713   22,213   26,016   24,510    3,777    5,283

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:    -11,278)
    -752     -940     -910   -6,538   -7,044   -8,200   -8,894   -3,078   -2,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      6.2      1.5     56.1     74.6     87.3     82.3     12.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        1        8       11       12       14
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       41,071
COMMITMENTS
   9,605    2,787    1,360   23,251   29,257   34,216   33,404    6,855    7,667

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        2       11       14       15       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,426,832
COMMITMENTS
 920,919  1069474  1123238  5508367  4821193  7552524  7013905  874,308  1412927

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     74,836)
  -9,200  -18,257   35,157   76,977   48,389  102,934   65,289  -28,098    9,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     12.7     13.3     65.4     57.2     89.6     83.2     10.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      52       71       91      119      140      218      261
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,351,996
COMMITMENTS
 930,119  1087731  1088081  5431390  4772804  7449590  6948616  902,406  1403380

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    179,480)
  94,342    3,484   48,333   96,576  183,141  239,251  234,958  -59,771  -55,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     13.0     13.0     65.0     57.1     89.2     83.2     10.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      53       65       90      120      146      218      263
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      644,666
COMMITMENTS
  60,722   67,697    1,633  460,210  468,792  522,565  538,122  122,101  106,544

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      9,663)
   7,288    1,877     -220    8,156   -2,708   15,224   -1,051   -5,561   10,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     10.5      0.3     71.4     72.7     81.1     83.5     18.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      35       43       13       83       62      128      108
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      635,003
COMMITMENTS
  53,434   65,820    1,853  452,054  471,500  507,341  539,173  127,662   95,830

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      4,501)
   3,657    4,741      -53    4,087    1,847    7,691    6,535   -3,190   -2,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     10.4      0.3     71.2     74.3     79.9     84.9     20.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      30       42       15       80       64      119      112
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,050,108
COMMITMENTS
 152,417  302,426   12,626  609,636  626,922  774,679  941,974  275,429  108,134

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     66,657)
 -44,400   46,414   -5,351   57,967   19,945    8,216   61,008   58,441    5,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     28.8      1.2     58.1     59.7     73.8     89.7     26.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      43       56       16       62       56      114      119
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      983,451
COMMITMENTS
 196,817  256,012   17,977  551,669  606,977  766,463  880,966  216,988  102,485

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     26,602)
   9,601   10,154   -2,503   50,402   34,781   57,500   42,432  -30,898  -15,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     26.0      1.8     56.1     61.7     77.9     89.6     22.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      44       54       16       64       54      118      114
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,943
COMMITMENTS
   1,239      688        0    6,808   11,133    8,047   11,821    4,896    1,122

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        151)
      48      261        0        1     -145       49      116      102       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      5.3      0.0     52.6     86.0     62.2     91.3     37.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        0       19       15       21       17
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,792
COMMITMENTS
   1,191      427        0    6,807   11,278    7,998   11,705    4,794    1,087

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       19       15       21       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       34,533
COMMITMENTS
   6,073    5,888        0   24,513   21,513   30,586   27,401    3,947    7,132

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        125)
  -1,568      889        0      883   -1,573     -685     -684      810      809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     17.1      0.0     71.0     62.3     88.6     79.3     11.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        6        0       19       20       23       26
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       34,408
COMMITMENTS
   7,641    4,999        0   23,630   23,086   31,271   28,085    3,137    6,323

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        5        0       20       18       26       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       64,079
COMMITMENTS
   8,104   16,076        0   33,849   38,919   41,953   54,995   22,126    9,084

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      4,410)
     777    3,837   -1,004    3,853    2,014    3,626    4,847      784     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     25.1      0.0     52.8     60.7     65.5     85.8     34.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      12       21        0       33       27       45       48
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,669
COMMITMENTS
   7,327   12,239    1,004   29,996   36,905   38,327   50,148   21,342    9,521

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      3,303)
  -2,125    2,617     -194    1,415    1,359     -904    3,782    4,207     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     20.5      1.7     50.3     61.8     64.2     84.0     35.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      12       18        2       30       28       44       46
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      412,587
COMMITMENTS
  73,884  206,003    2,658  318,105  114,139  394,647  322,800   17,940   89,787

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     65,606)
 -25,378   48,974     -413   95,046    7,193   69,255   55,754   -3,649    9,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     49.9      0.6     77.1     27.7     95.7     78.2      4.3     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      50       69        9       45       36      102      107
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      346,981
COMMITMENTS
  99,262  157,029    3,071  223,059  106,946  325,392  267,046   21,589   79,935

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     77,148)
  -6,942   75,419      503   94,751  -12,686   88,312   63,236  -11,164   13,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     45.3      0.9     64.3     30.8     93.8     77.0      6.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      63       59       10       46       29      117       90
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       63,897
COMMITMENTS
  19,393    8,331        0   28,198   43,633   47,591   51,964   16,306   11,933

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      3,769)
     549    6,415        0    6,476   -5,331    7,025    1,084   -3,256    2,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     13.0      0.0     44.1     68.3     74.5     81.3     25.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        8        0       11       15       21       23
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       60,128
COMMITMENTS
  18,844    1,916        0   21,722   48,964   40,566   50,880   19,562    9,248

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -9,459)
 -10,608    1,334        0    4,923  -11,580   -5,685  -10,246   -3,774      787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      3.2      0.0     36.1     81.4     67.5     84.6     32.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        2        0       13       15       24       17
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       34,459
COMMITMENTS
     743    7,091        0   29,542   22,742   30,285   29,833    4,174    4,626

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        651)
    -123      744        0    1,803       17    1,680      761   -1,029     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     20.6      0.0     85.7     66.0     87.9     86.6     12.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       1       17        0       31       27       32       44
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       33,808
COMMITMENTS
     866    6,347        0   27,739   22,725   28,605   29,072    5,203    4,736

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,610)
     197      302        0      995    1,151    1,192    1,453      418      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     18.8      0.0     82.0     67.2     84.6     86.0     15.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1       14        0       31       27       32       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      265,998
COMMITMENTS
  13,062   62,886    1,428  243,534  188,430  258,024  252,744    7,974   13,254

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     10,104)
     512    6,437     -291   12,785   10,312   13,006   16,458   -2,902   -6,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     23.6      0.5     91.6     70.8     97.0     95.0      3.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      13       52        5       39       47       56      100
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      255,894
COMMITMENTS
  12,550   56,449    1,719  230,749  178,118  245,018  236,286   10,876   19,608

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     25,328)
  -4,476    3,591    1,597   26,096   16,234   23,217   21,422    2,111    3,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     22.1      0.7     90.2     69.6     95.7     92.3      4.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      17       44        5       36       46       58       90
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       58,951
COMMITMENTS
  17,057   17,449      725   29,373   33,860   47,155   52,034   11,796    6,917

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      1,174)
    -644       -3     -391    2,456    2,402    1,421    2,008     -247     -834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     29.6      1.2     49.8     57.4     80.0     88.3     20.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28       22        3       20       23       49       47
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       57,777
COMMITMENTS
  17,701   17,452    1,116   26,917   31,458   45,734   50,026   12,043    7,751

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      4,786)
     668      148      -24    4,568    2,450    5,212    2,574     -426    2,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     30.2      1.9     46.6     54.4     79.2     86.6     20.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      29       19        3       20       22       50       43
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       37,182
COMMITMENTS
  10,338    1,511        0   23,146    3,573   33,484    5,084    3,698   32,098

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -2,839)
    -247     -559     -145      353      440      -39     -264   -2,800   -2,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      4.1      0.0     62.3      9.6     90.1     13.7      9.9     86.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15        2        0        9        8       24       10
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       40,021
COMMITMENTS
  10,585    2,070      145   22,793    3,133   33,523    5,348    6,498   34,673

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      15        3        1        8        6       24        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       33,868
COMMITMENTS
   1,609    2,114        0   16,584   27,988   18,193   30,102   15,675    3,766

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      1,017)
       0     -605        0      653      653      653       48      364      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      6.2      0.0     49.0     82.6     53.7     88.9     46.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3       11        0       18       27       21       38
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       32,851
COMMITMENTS
   1,609    2,719        0   15,931   27,335   17,540   30,054   15,311    2,797

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -3,448)
    -210      -77     -150   -1,648   -1,808   -2,008   -2,035   -1,440   -1,413

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       10        0       16       24       19       34
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      142,530
COMMITMENTS
  66,282   12,036   13,290   26,591   99,784  106,163  125,110   36,367   17,420

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      8,095)
   3,399      520       14      553    3,150    3,966    3,684    4,129    4,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5      8.4      9.3     18.7     70.0     74.5     87.8     25.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      96       43       27       17       38      122      100
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      134,435
COMMITMENTS
  62,883   11,516   13,276   26,038   96,634  102,197  121,426   32,238   13,009

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      8,693)
   7,688     -897    2,000     -769    6,363    8,919    7,466     -226    1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8      8.6      9.9     19.4     71.9     76.0     90.3     24.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      98       39       29       21       41      129      100
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      107,427
COMMITMENTS
  38,505   31,179   11,254   43,435   52,248   93,194   94,681   14,233   12,746

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -4,202)
  -4,662     -877     -106      581   -2,190   -4,187   -3,173      -15   -1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     29.0     10.5     40.4     48.6     86.8     88.1     13.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      69       71       42       47       41      146      133
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      111,629
COMMITMENTS
  43,167   32,056   11,360   42,854   54,438   97,381   97,854   14,248   13,775

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      3,697)
   2,171      581      362      139      557    2,672    1,500    1,025    2,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     28.7     10.2     38.4     48.8     87.2     87.7     12.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      76       73       44       46       41      150      133
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      362,699
COMMITMENTS
 224,424   54,000   30,249   51,648  251,155  306,321  335,404   56,378   27,295

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -8,145)
  -9,636   -2,650    1,279    2,097  -11,110   -6,260  -12,481   -1,885    4,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.9     14.9      8.3     14.2     69.2     84.5     92.5     15.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
     147       74       29       30       46      195      135
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      370,844
COMMITMENTS
 234,060   56,650   28,970   49,551  262,265  312,581  347,885   58,263   22,959

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      7,315)
   4,596   -1,316    2,350   -1,621    8,369    5,325    9,403    1,990   -2,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.1     15.3      7.8     13.4     70.7     84.3     93.8     15.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     155       75       33       30       54      206      144
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       13,038
COMMITMENTS
   5,336    1,267    1,052    3,417    8,689    9,805   11,008    3,233    2,030

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      1,391)
     146     -176        0      698    1,037      844      861      547      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9      9.7      8.1     26.2     66.6     75.2     84.4     24.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      20        3       15        6        6       40       22
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,647
COMMITMENTS
   5,190    1,443    1,052    2,719    7,652    8,961   10,147    2,686    1,500

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      19        3       16        6        6       39       23
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      120,791
COMMITMENTS
  54,448    7,459    6,059   45,776   83,756  106,283   97,274   14,508   23,517

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      5,863)
   6,605     -442    2,386    3,881    2,637   12,872    4,581   -7,009    1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1      6.2      5.0     37.9     69.3     88.0     80.5     12.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      61       25       24       54       70      128      107
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      114,928
COMMITMENTS
  47,843    7,901    3,673   41,895   81,119   93,411   92,693   21,517   22,235

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        115)
   1,927      111     -798      664    1,729    1,793    1,042   -1,678     -927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6      6.9      3.2     36.5     70.6     81.3     80.7     18.7     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      61       21       19       47       63      119       96
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       35,673
COMMITMENTS
  10,985      722      822   14,514   25,176   26,321   26,720    9,352    8,953

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      1,776)
   1,134      442      435     -186      929    1,383    1,806      393      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      2.0      2.3     40.7     70.6     73.8     74.9     26.2     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        6        5       18       16       42       24
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       33,897
COMMITMENTS
   9,851      280      387   14,700   24,247   24,938   24,914    8,959    8,983

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        920)
   1,415     -215       -4      193    1,039    1,604      820     -684      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      0.8      1.1     43.4     71.5     73.6     73.5     26.4     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22        2        2       20       18       42       22
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      122,932
COMMITMENTS
  34,110   22,802    8,684   66,998   84,224  109,792  115,710   13,140    7,222

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      7,275)
   8,105     -760      251      162    8,818    8,518    8,309   -1,243   -1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     18.5      7.1     54.5     68.5     89.3     94.1     10.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      82       48       48       46       62      162      136
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      115,657
COMMITMENTS
  26,005   23,562    8,433   66,836   75,406  101,274  107,401   14,383    8,256

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      5,266)
   2,433   -2,234      657      956    7,395    4,046    5,818    1,220     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     20.4      7.3     57.8     65.2     87.6     92.9     12.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      73       56       44       47       57      154      131
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,981
COMMITMENTS
  12,400    5,243    2,156    9,123   18,999   23,679   26,398    4,302    1,583

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        428)
   1,395      386       -5   -1,737      242     -347      623      775     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     18.7      7.7     32.6     67.9     84.6     94.3     15.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      54       20       17       19       17       82       45
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,553
COMMITMENTS
  11,005    4,857    2,161   10,860   18,757   24,026   25,775    3,527    1,778

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      2,519)
   1,455      515      730      215      994    2,400    2,239      119      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     17.6      7.8     39.4     68.1     87.2     93.5     12.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      43       20       17       20       16       76       42
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      133,853
COMMITMENTS
  29,931   29,927    1,868   93,203   96,615  125,002  128,410    8,851    5,443

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      4,711)
   2,737     -176      755      690    5,297    4,182    5,876      529   -1,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     22.4      1.4     69.6     72.2     93.4     95.9      6.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      56       47       13       54       38      116       94
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,142
COMMITMENTS
  27,194   30,103    1,113   92,513   91,318  120,820  122,534    8,322    6,608

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      4,469)
   1,756    1,657     -508    2,927    4,038    4,175    5,187      294     -718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     23.3      0.9     71.6     70.7     93.6     94.9      6.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      47       51       11       53       36      105       95
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      475,768
COMMITMENTS
 165,611   39,711   29,644  205,379  374,979  400,634  444,334   75,134   31,434

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     19,423)
  -5,174    3,677     -416   23,525   21,235   17,935   24,496    1,488   -5,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      8.3      6.2     43.2     78.8     84.2     93.4     15.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      64       30       33       50       52      138       94
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      456,345
COMMITMENTS
 170,785   36,034   30,060  181,854  353,744  382,699  419,838   73,646   36,507

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     -1,791)
   5,894    1,279   -1,478     -221    7,755    4,195    7,556   -5,986   -9,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      7.9      6.6     39.9     77.5     83.9     92.0     16.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      70       30       32       47       49      140       91
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       85,868
COMMITMENTS
  17,960   16,066    9,755   46,820   51,774   74,535   77,595   11,333    8,273

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -1,994)
  -1,670   -3,711   -1,584     -561    1,730   -3,815   -3,565    1,821    1,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     18.7     11.4     54.5     60.3     86.8     90.4     13.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      88       75       55       90       80      214      182
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       87,862
COMMITMENTS
  19,630   19,777   11,339   47,381   50,044   78,350   81,160    9,512    6,702

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        492)
    -203   -2,092    1,192     -952    1,888       37      988      455     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     22.5     12.9     53.9     57.0     89.2     92.4     10.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      91       81       59       99       84      224      199
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       24,239
COMMITMENTS
  17,026    3,343    2,022      966   17,041   20,014   22,406    4,225    1,833

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      3,551)
   3,320   -1,847   -1,184     -191    6,397    1,945    3,366    1,606      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.2     13.8      8.3      4.0     70.3     82.6     92.4     17.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      35        9        2        7        6       43       17
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,688
COMMITMENTS
  13,706    5,190    3,206    1,157   10,644   18,069   19,040    2,619    1,648

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,127)
    -249    2,374    1,202      748   -2,604    1,701      972     -574      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3     25.1     15.5      5.6     51.5     87.3     92.0     12.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      30        8        3        6        4       39       13
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      175,228
COMMITMENTS
  19,689   24,275   22,244  101,093  107,849  143,026  154,368   32,202   20,860

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      2,718)
    -671    3,019    1,264    3,665      236    4,258    4,519   -1,540   -1,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     13.9     12.7     57.7     61.5     81.6     88.1     18.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      33       29       39       68       63      120      114
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      172,510
COMMITMENTS
  20,360   21,256   20,980   97,428  107,613  138,768  149,849   33,742   22,661

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      4,520)
  -1,190    4,852   -1,341    5,644   -1,062    3,113    2,449    1,407    2,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     12.3     12.2     56.5     62.4     80.4     86.9     19.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      33       25       39       63       64      117      109
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      556,099
COMMITMENTS
  56,364   80,419  187,491  246,450  262,293  490,305  530,203   65,794   25,896

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:       -803)
  -1,033    5,574      245    4,581   -1,222    3,793    4,597   -4,596   -5,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     14.5     33.7     44.3     47.2     88.2     95.3     11.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      54       41       68       92       79      182      154
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      556,902
COMMITMENTS
  57,397   74,845  187,246  241,869  263,515  486,512  525,606   70,390   31,296

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      3,932)
  -7,276    6,947    4,310    4,198      230    1,232   11,487    2,700   -7,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     13.4     33.6     43.4     47.3     87.4     94.4     12.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      57       38       66       91       77      182      151
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,262
COMMITMENTS
   8,500    3,848    2,302   80,796   85,016   91,598   91,166    9,664   10,096

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        822)
    -762      604     -906    2,788    1,430    1,120    1,128     -298     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      3.8      2.3     79.8     84.0     90.5     90.0      9.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        4       25       26       30       31
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,440
COMMITMENTS
   9,262    3,244    3,208   78,008   83,586   90,478   90,038    9,962   10,402

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        1        5       25       26       31       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,219
COMMITMENTS
   5,899    8,332        0   42,845   39,591   48,744   47,923    6,475    7,296

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     15.1      0.0     77.6     71.7     88.3     86.8     11.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       13       14       15       16
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,209
COMMITMENTS
       2   20,600    1,549   62,190   45,573   63,741   67,722    6,468    2,487

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      1,828)
       0   -1,306     -699    1,855    4,479    1,156    2,474      672     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     29.3      2.2     88.6     64.9     90.8     96.5      9.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        4       18       18       22       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,381
COMMITMENTS
       2   21,906    2,248   60,335   41,094   62,585   65,248    5,796    3,133

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        4       17       18       21       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,256
COMMITMENTS
  25,249   11,246    2,798   34,380   49,297   62,427   63,341    7,829    6,915

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      2,078)
   3,180   -1,680   -1,042     -314    3,960    1,824    1,238      254      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     16.0      4.0     48.9     70.2     88.9     90.2     11.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        3       16       16       20       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,178
COMMITMENTS
  22,069   12,926    3,840   34,694   45,337   60,603   62,103    7,575    6,075

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        5        4       16       16       22       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,890
COMMITMENTS
       0    4,612    1,327   60,316   48,448   61,643   54,387    2,247    9,503

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        849)
       0   -1,293      990      344    1,237    1,334      934     -485      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      2.1     94.4     75.8     96.5     85.1      3.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       18       17       19
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,041
COMMITMENTS
       0    5,905      337   59,972   47,211   60,309   53,453    2,732    9,588

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       16       15       17
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,528
COMMITMENTS
       0    8,846    2,628   55,229   46,137   57,857   57,611    7,671    7,917

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        923)
       0   -1,696    1,426      -24    1,068    1,402      798     -479      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.5      4.0     84.3     70.4     88.3     87.9     11.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       20       13       22       15
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,605
COMMITMENTS
       0   10,542    1,202   55,253   45,069   56,455   56,813    8,150    7,792

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       19       13       21       15
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,901
COMMITMENTS
       0    2,241      440   37,211   38,688   37,651   41,369    8,250    4,532

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      2,050)
       0      308      278    1,772    1,464    2,050    2,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      1.0     81.1     84.3     82.0     90.1     18.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       12       14       13
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,851
COMMITMENTS
       0    1,933      162   35,439   37,224   35,601   39,319    8,250    4,532

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       12       14       13
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,843
COMMITMENTS
   6,041    1,398    5,974   37,248   43,861   49,263   51,233    8,580    6,610

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        802)
  -1,510        0    1,510     -233     -560     -233      950    1,035     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      2.4     10.3     64.4     75.8     85.2     88.6     14.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       16       19       19       23
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,041
COMMITMENTS
   7,551    1,398    4,464   37,481   44,421   49,496   50,283    7,545    6,758

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       15       19       18       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,364,215
COMMITMENTS
 342,387   82,661  248,590  750,274  1018096  1341251  1349347   22,964   14,868

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     63,973)
  -5,699    5,404   26,347   39,326   28,499   59,974   60,250    3,999    3,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      6.1     18.2     55.0     74.6     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      28       12       34       87       78      125      114
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,300,242
COMMITMENTS
 348,086   77,257  222,243  710,948  989,597  1281277  1289097   18,965   11,145

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      26       13       32       86       80      121      116
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      250,677
COMMITMENTS
  70,626   71,969   56,342  120,230  120,366  247,198  248,677    3,479    2,000

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     20,980)
   1,819   19,835      896   18,115      172   20,830   20,903      150       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     28.7     22.5     48.0     48.0     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        9       15       27       26       45       42
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      229,697
COMMITMENTS
  68,807   52,134   55,446  102,115  120,194  226,368  227,774    3,329    1,923

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10        9       16       27       27       45       44
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       76,100
COMMITMENTS
  27,610   10,460   10,062   38,220   55,138   75,892   75,660      208      440

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:       -183)
   1,500    1,400     -620     -463   -1,243      417     -463     -600      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     13.7     13.2     50.2     72.5     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        6        9       35       40       45       49
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       76,283
COMMITMENTS
  26,110    9,060   10,682   38,683   56,381   75,475   76,123      808      160

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        943)
    -260    2,020      240      343   -1,357      323      903      620       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     11.9     14.0     50.7     73.9     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        6        9       36       39       46       48
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,598
COMMITMENTS
   5,185    4,848    2,518   19,789   19,617   27,492   26,983      106      615

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        568)
   1,484      -40       40   -1,062      462      462      462      106      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     17.6      9.1     71.7     71.1     99.6     97.8      0.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        6       20       23       27       29
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,030
COMMITMENTS
   3,701    4,888    2,478   20,851   19,155   27,030   26,521        0      509

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        6       19       22       26       28
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,243
COMMITMENTS
     743    3,295    2,454    6,046    3,494    9,243    9,243        0        0

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        445)
      59      689        4      382     -248      445      445        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     35.6     26.5     65.4     37.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        3       14        9       19       13
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,798
COMMITMENTS
     684    2,606    2,450    5,664    3,742    8,798    8,798        0        0

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       14       10       19       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,530
COMMITMENTS
   2,900    3,868    1,972   12,238   11,430   17,110   17,270      420      260

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        -60)
    -240     -120      120       20      -10     -100      -10       40      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     22.1     11.2     69.8     65.2     97.6     98.5      2.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        7       20       21       27       28
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,590
COMMITMENTS
   3,140    3,988    1,852   12,218   11,440   17,210   17,280      380      310

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        7       20       20       27       27
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,366
COMMITMENTS
  11,360      120    1,530   10,618   22,424   23,508   24,074      858      292

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:         90)
     -50        0       50      260        0      260       50     -170       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6      0.5      6.3     43.6     92.0     96.5     98.8      3.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       22       25       25       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,276
COMMITMENTS
  11,410      120    1,480   10,358   22,424   23,248   24,024    1,028      252

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       21       25       24       28
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,656
COMMITMENTS
   1,630      120      820    6,902    8,616    9,352    9,556      304      100

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        510)
    -310        0        0      540      690      230      690      280     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      1.2      8.5     71.5     89.2     96.9     99.0      3.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       16       11       18       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,146
COMMITMENTS
   1,940      120      820    6,362    7,926    9,122    8,866       24      280

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       15       10       17       13
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      860,139
COMMITMENTS
 123,903  150,021  133,867  549,911  503,139  807,681  787,027   52,458   73,112

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      7,770)
  17,028    2,576   -8,261    4,099   17,286   12,866   11,601   -5,096   -3,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     17.4     15.6     63.9     58.5     93.9     91.5      6.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      55       95       92       79       80      195      211
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      852,369
COMMITMENTS
 106,875  147,445  142,128  545,812  485,853  794,815  775,426   57,554   76,943

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    -13,755)
 -11,605    1,714  -15,664   16,718   -4,283  -10,551  -18,233   -3,204    4,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     17.3     16.7     64.0     57.0     93.2     91.0      6.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      55       99       92       77       77      198      208
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,255
COMMITMENTS
   9,073    2,463      165    1,431   10,164   10,669   12,792    2,586      463

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        139)
     443     -505      -15       31      628      459      108     -320       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.4     18.6      1.2     10.8     76.7     80.5     96.5     19.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      63       10        3       11       27       76       40
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,116
COMMITMENTS
   8,630    2,968      180    1,400    9,536   10,210   12,684    2,906      432

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      57       11        3       11       27       71       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,560
COMMITMENTS
   9,361      536       12      848   10,670   10,221   11,218    2,339    1,342

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:       -895)
    -975      -19        0      295     -842     -680     -861     -215      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.5      4.3      0.1      6.8     85.0     81.4     89.3     18.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      27        5        1       12       20       39       26
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,455
COMMITMENTS
  10,336      555       12      553   11,512   10,901   12,079    2,554    1,376

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      29        5        1       12       22       41       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      133,768
COMMITMENTS
  27,635    3,897   10,977   82,743  109,508  121,355  124,382   12,413    9,386

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -1,040)
   1,367    1,492   -1,331    1,337     -329    1,373     -168   -2,413     -872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      2.9      8.2     61.9     81.9     90.7     93.0      9.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      48       13       33       62       74      121      111
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      134,808
COMMITMENTS
  26,268    2,405   12,308   81,406  109,837  119,982  124,550   14,826   10,258

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:       -164)
   3,514     -204      820   -5,429   -1,809   -1,095   -1,193      931    1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      1.8      9.1     60.4     81.5     89.0     92.4     11.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      44       11       35       58       74      116      109
 

Updated October 28, 2005