MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,061
COMMITMENTS
     671    2,119      599   13,042   10,812   14,312   13,530    5,749    6,531

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        426)
    -121      -17      151      350      109      380      243       46      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     10.6      3.0     65.0     53.9     71.3     67.4     28.7     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        7        7       18       16       27       26
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      111,504
COMMITMENTS
  22,732   22,453   23,106   49,657   32,556   95,495   78,115   16,009   33,389

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      3,874)
   2,433    1,392      -96    1,713    1,597    4,050    2,893     -176      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     20.1     20.7     44.5     29.2     85.6     70.1     14.4     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      51       45       59       26       40      126      111
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,085
COMMITMENTS
     584      347        7       25       46      616      400      469      685

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.8     32.0      0.6      2.3      4.2     56.8     36.9     43.2     63.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        8        3        1        2       13       11
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      154,724
COMMITMENTS
  43,581   24,243   20,516   71,337   69,455  135,434  114,214   19,290   40,510

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      6,043)
   4,688    2,006      781      169    2,082    5,638    4,869      405    1,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     15.7     13.3     46.1     44.9     87.5     73.8     12.5     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      64       46       56       62      105      159      189
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,808
COMMITMENTS
   1,243    1,048      132      658      885    2,033    2,065    1,775    1,743

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:         -1)
      13     -469       50       15      340       78      -79      -79       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     27.5      3.5     17.3     23.2     53.4     54.2     46.6     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       15        7       12       15       31       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,350
COMMITMENTS
  12,217    2,985    4,677    7,896    9,814   24,790   17,476    5,560   12,874

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,287)
      36       40      147      592      996      775    1,183      512      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3      9.8     15.4     26.0     32.3     81.7     57.6     18.3     42.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      45       23       26       39       48      104       85
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      110,057
COMMITMENTS
  50,520    7,424      689   24,420   85,327   75,629   93,440   34,428   16,617

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -38,114)
   4,984  -11,609   -2,042  -38,389  -18,895  -35,447  -32,546   -2,667   -5,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9      6.7      0.6     22.2     77.5     68.7     84.9     31.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      28       15        6       18       25       49       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       76,757
COMMITMENTS
   6,138   49,869        0   64,282    6,296   70,420   56,165    6,337   20,592

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     19,559)
   3,650   16,471        0   18,692     -432   22,342   16,039   -2,783    3,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     65.0      0.0     83.7      8.2     91.7     73.2      8.3     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4       26        0       16        6       20       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       79,975
COMMITMENTS
  40,077    7,415       53   34,851   66,808   74,981   74,276    4,994    5,699

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,366)
     257    2,898      -74    5,870    3,098    6,053    5,922     -687     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1      9.3      0.1     43.6     83.5     93.8     92.9      6.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      40        9        1       14       18       55       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       77,440
COMMITMENTS
  27,581   25,018       63   30,404   35,853   58,048   60,934   19,392   16,506

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      9,655)
   3,009   11,024       59    7,916   -5,315   10,984    5,768   -1,329    3,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     32.3      0.1     39.3     46.3     75.0     78.7     25.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17       12        2       16       16       35       28
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      138,571
COMMITMENTS
  13,469   72,535       43  101,617   33,591  115,129  106,169   23,442   32,402

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     10,721)
   1,515   12,952        0    8,066   -5,868    9,581    7,084    1,140    3,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     52.3      0.0     73.3     24.2     83.1     76.6     16.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      19       40        2       25       16       45       57
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      135,698
COMMITMENTS
  32,927   34,530    1,192   64,263   56,575   98,382   92,297   37,316   43,401

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     17,032)
   3,875    4,050      360   11,322    9,119   15,557   13,529    1,475    3,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     25.4      0.9     47.4     41.7     72.5     68.0     27.5     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      33       30       10       28       21       66       56
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       36,616
COMMITMENTS
   9,330    2,528        6   19,676   25,688   29,012   28,222    7,604    8,394

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,964)
   1,366     -954     -279    3,564    4,706    4,651    3,473    1,313    2,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      6.9      0.0     53.7     70.2     79.2     77.1     20.8     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1        9       13       12       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,857,468
COMMITMENTS
 859,436  790,429  960,281  5179455  4678397  6999172  6429107  858,296  1428361

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    396,559)
  -6,081   77,646  105,528  243,680  137,005  343,127  320,179   53,432   76,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     10.1     12.2     65.9     59.5     89.1     81.8     10.9     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      44       66       90      115      144      211      256
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      635,113
COMMITMENTS
  49,354   60,436    2,145  451,003  470,522  502,502  533,103  132,611  102,010

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      3,497)
   3,901    3,926     -572  -10,300    5,533   -6,971    8,887   10,468   -5,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      9.5      0.3     71.0     74.1     79.1     83.9     20.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      32       35       16       79       63      120      105
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      948,507
COMMITMENTS
 180,570  236,800   10,447  492,962  599,141  683,979  846,388  264,528  102,119

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     46,028)
  27,619  -22,500  -12,089   44,795   48,691   60,325   14,102  -14,297   31,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     25.0      1.1     52.0     63.2     72.1     89.2     27.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      36       57       13       60       51      106      111
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,621
COMMITMENTS
   1,786      427        0    6,992   11,469    8,778   11,896    3,843      725

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        120)
     235        0        0      436      341      671      341     -551     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      3.4      0.0     55.4     90.9     69.6     94.3     30.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        0       20       16       24       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       30,029
COMMITMENTS
   6,197    5,108       68   19,947   20,245   26,212   25,421    3,817    4,608

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      2,974)
     169    1,079       68    2,422    2,378    2,659    3,525      315     -551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     17.0      0.2     66.4     67.4     87.3     84.7     12.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        7        1       18       18       22       26
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,422
COMMITMENTS
   5,518   12,776      243   29,878   34,721   35,639   47,740   20,783    8,682

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      4,694)
    -302      986      243     -736    1,822     -795    3,051    5,489    1,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     22.6      0.4     53.0     61.5     63.2     84.6     36.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      10       19        1       31       23       42       42
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      265,593
COMMITMENTS
  88,509   85,325    2,832  160,231  103,627  251,572  191,784   14,021   73,809

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     34,871)
 -12,081   13,409      321   47,777   -5,020   36,017    8,710   -1,146   26,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     32.1      1.1     60.3     39.0     94.7     72.2      5.3     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      47       58        8       43       31       95       92
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       63,181
COMMITMENTS
  23,527      582        0   16,703   54,112   40,230   54,694   22,951    8,487

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -15,451)
 -12,674      582        0      343  -18,499  -12,331  -17,917   -3,120    2,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      0.9      0.0     26.4     85.6     63.7     86.6     36.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        1        0        9       14       25       15
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,597
COMMITMENTS
     672    5,889        0   26,164   21,198   26,836   27,087    4,761    4,510

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        421)
    -506      212        0      425      345      -81      557      502     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     18.6      0.0     82.8     67.1     84.9     85.7     15.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1       14        0       30       28       31       42
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      220,599
COMMITMENTS
  13,753   49,126      349  199,484  157,945  213,586  207,420    7,013   13,179

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      7,038)
  -2,827   -1,287      141   10,159    6,125    7,473    4,979     -435    2,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     22.3      0.2     90.4     71.6     96.8     94.0      3.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      19       37        2       34       48       54       86
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       52,548
COMMITMENTS
  20,244   19,355      249   20,250   26,965   40,743   46,569   11,805    5,979

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,388)
   1,488      742      142    2,196    2,816    3,826    3,700    1,562    1,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     36.8      0.5     38.5     51.3     77.5     88.6     22.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      31       19        2       21       18       52       39
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       33,706
COMMITMENTS
  11,050    1,873      321   19,362    2,038   30,733    4,232    2,973   29,474

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -583)
  -1,415      340       85    2,401      548    1,071      973   -1,654   -1,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      5.6      1.0     57.4      6.0     91.2     12.6      8.8     87.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12        3        1        9        3       21        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       38,119
COMMITMENTS
   2,284    2,696        0   16,105   30,712   18,389   33,408   19,730    4,711

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     -1,276)
    -525        0        0      638     -381      113     -381   -1,389     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      7.1      0.0     42.2     80.6     48.2     87.6     51.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        9        0       16       23       20       32
 

Updated September 30, 2005