MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,923
COMMITMENTS
     391    2,785      668   15,359    8,551   16,418   12,004    4,505    8,919

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:        217)
     214      207      -35      104       50      283      222      -66       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     13.3      3.2     73.4     40.9     78.5     57.4     21.5     42.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        9        9       18       13       28       25
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      121,551
COMMITMENTS
  27,737   22,621   23,211   52,169   42,567  103,117   88,399   18,434   33,152

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      4,102)
     593      628    2,267      673    2,363    3,533    5,258      569   -1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     18.6     19.1     42.9     35.0     84.8     72.7     15.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      56       53       61       29       42      135      126
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,334
COMMITMENTS
     367      359       42      392      163      801      564      533      770

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:         -9)
      81       46      -83       82        2       80      -35      -89       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     26.9      3.1     29.4     12.2     60.0     42.3     40.0     57.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       10        1        5        2       12       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      187,344
COMMITMENTS
  61,389   18,606   25,022   79,078   87,453  165,489  131,081   21,855   56,263

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      9,342)
   4,638     -635    2,132    2,790    4,027    9,560    5,524     -218    3,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      9.9     13.4     42.2     46.7     88.3     70.0     11.7     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      85       44       71       71      128      207      216
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,296
COMMITMENTS
   2,417      240      533      525    3,089    3,475    3,862    1,821    1,434

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:        100)
     -51       81       97       50      142       96      320        4     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6      4.5     10.1      9.9     58.3     65.6     72.9     34.4     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      24        5       10       13       30       44       42
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,930
COMMITMENTS
  12,821    3,431    3,200    7,051    7,949   23,072   14,580    4,858   13,350

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      3,688)
   1,993      571    1,107       92      935    3,192    2,613      496    1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     12.3     11.5     25.2     28.5     82.6     52.2     17.4     47.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      49       16       16       30       46       88       74
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      115,153
COMMITMENTS
  42,311   13,301    1,440   37,340   84,289   81,091   99,030   34,062   16,123

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      9,147)
   8,726   -4,559       94   -2,145   14,326    6,675    9,861    2,472     -714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     11.6      1.3     32.4     73.2     70.4     86.0     29.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      23       20        6       22       26       49       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       99,363
COMMITMENTS
  14,195   62,611        0   78,005   13,197   92,200   75,808    7,163   23,555

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:     -1,518)
    -996     -787        0     -935   -1,006   -1,931   -1,793      413      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     63.0      0.0     78.5     13.3     92.8     76.3      7.2     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5       31        0       19        9       24       40
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      136,925
COMMITMENTS
  89,970    4,250      965   38,596  127,620  129,531  132,835    7,394    4,090

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      7,242)
  -1,367     -793      836    7,427    8,868    6,896    8,911      346   -1,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.7      3.1      0.7     28.2     93.2     94.6     97.0      5.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      66       10        3       17       19       84       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      100,047
COMMITMENTS
  10,936   44,023       51   71,758   32,648   82,745   76,722   17,302   23,325

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:     10,210)
   1,880    1,947       51    8,622    9,920   10,553   11,918     -343   -1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     44.0      0.1     71.7     32.6     82.7     76.7     17.3     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      11       23        1       22       15       33       39
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      206,878
COMMITMENTS
  22,626   86,626      488  154,396   85,604  177,510  172,718   29,368   34,160

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      2,062)
   1,589     -295      -87     -832    2,082      670    1,700    1,392      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     41.9      0.2     74.6     41.4     85.8     83.5     14.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      27       42        4       31       21       58       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      182,131
COMMITMENTS
  30,467   48,599    3,052  101,892   83,991  135,411  135,642   46,720   46,489

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:     -3,487)
  -4,985    2,020     -164    4,818    3,827     -331    5,683   -3,156   -9,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     26.7      1.7     55.9     46.1     74.3     74.5     25.7     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      30       45       15       27       26       67       77
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,399,428
COMMITMENTS
 996,526  1054252  1468584  6022090  5384051  8487200  7906887  912,228  1492541

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:    -55,579)
 -19,346  -41,709   48,370  -36,643  -57,062   -7,619  -50,401  -47,960   -5,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     11.2     15.6     64.1     57.3     90.3     84.1      9.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      53       69       93      130      146      236      265
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      664,728
COMMITMENTS
  62,037   70,489    5,635  460,626  466,586  528,298  542,710  136,430  122,018

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      4,215)
   1,525    1,610      326    6,157    1,759    8,008    3,695   -3,793      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     10.6      0.8     69.3     70.2     79.5     81.6     20.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      33       37       14       84       60      127      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,246,705
COMMITMENTS
 232,185  269,327   21,224  623,937  854,080  877,346  1144631  369,359  102,074

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:     36,164)
  22,394  -47,445   -5,479    4,299  110,498   21,214   57,574   14,950  -21,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     21.6      1.7     50.0     68.5     70.4     91.8     29.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      63       53       19       66       63      139      125
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,804
COMMITMENTS
   1,497      866        0    6,041   10,936    7,538   11,802    5,266    1,002

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:       -110)
     220      217        0     -243      -85      -23      132      -87     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      6.8      0.0     47.2     85.4     58.9     92.2     41.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        0       16       14       19       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       46,184
COMMITMENTS
   8,612    9,401      150   32,281   29,088   41,043   38,639    5,141    7,545

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      1,936)
     139      213      150    1,844      -93    2,133      270     -197    1,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     20.4      0.3     69.9     63.0     88.9     83.7     11.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        7        1       22       18       30       25
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,445
COMMITMENTS
  15,099   13,898        0   34,124   34,811   49,223   48,709    9,222    9,736

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:       -384)
     582     -722      -18   -1,344    2,824     -780    2,084      396   -2,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     23.8      0.0     58.4     59.6     84.2     83.3     15.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      17       11        0       36       27       53       38
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      417,975
COMMITMENTS
 185,289  127,759    4,893  198,663  270,624  388,845  403,276   29,130   14,699

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:     -3,996)
   1,217     -404    1,937   -3,884   -4,145     -730   -2,612   -3,266   -1,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     30.6      1.2     47.5     64.7     93.0     96.5      7.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      95       58       14       45       45      148      109
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       78,973
COMMITMENTS
  21,190   15,448        0   44,298   48,198   65,488   63,646   13,485   15,327

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:       -856)
   1,500   -3,493        0   -1,823    4,152     -323      659     -533   -1,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     19.6      0.0     56.1     61.0     82.9     80.6     17.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9       15        0       16       13       25       28
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,858
COMMITMENTS
   1,522    5,700        0   31,611   23,316   33,133   29,016    3,725    7,842

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:        -39)
      -1     -240        0      175      657      174      417     -213     -456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     15.5      0.0     85.8     63.3     89.9     78.7     10.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2       13        0       32       28       34       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      298,333
COMMITMENTS
  23,136   60,540    2,777  247,498  225,166  273,411  288,483   24,922    9,850

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      8,184)
     327    2,815     -185   11,091    5,667   11,233    8,297   -3,049     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     20.3      0.9     83.0     75.5     91.6     96.7      8.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      28       45        4       38       48       68       95
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       71,750
COMMITMENTS
  17,421   24,265    1,216   38,682   36,978   57,319   62,459   14,431    9,291

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:       -430)
  -2,369   -2,837       10    1,765    1,210     -594   -1,617      164    1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     33.8      1.7     53.9     51.5     79.9     87.1     20.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      31       23        4       22       24       56       48
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       51,511
COMMITMENTS
  18,654    4,034        4   25,699    9,313   44,357   13,351    7,154   38,160

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      1,796)
    -691      807        0    1,134      111      443      918    1,353      878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2      7.8      0.0     49.9     18.1     86.1     25.9     13.9     74.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      16        9        1       11       11       28       20
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 11/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       40,167
COMMITMENTS
   1,581    2,109      194   18,273   28,602   20,048   30,905   20,119    9,262

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      4,627)
    -348      205       88   -1,527    1,310   -1,787    1,603    6,414    3,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      5.3      0.5     45.5     71.2     49.9     76.9     50.1     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        9        3       19       26       25       37
 

Updated December 2, 2005