WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
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 5,000 BUSHELS)                         OPEN INTEREST:      281,887
COMMITMENTS
  44,270   81,125   34,433  178,821  128,980  257,524  244,538   24,363   37,349

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        192)
    -888   -8,414    4,612   -4,423    1,818     -699   -1,984      891    2,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     28.8     12.2     63.4     45.8     91.4     86.8      8.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      62      114       69       40       60      158      203
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      281,695
COMMITMENTS
  45,158   89,539   29,821  183,244  127,162  258,223  246,522   23,472   35,173

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      4,158)
  -3,521      106    3,617    4,217      547    4,313    4,270     -155     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     31.8     10.6     65.1     45.1     91.7     87.5      8.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      67      112       61       45       59      155      199
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
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 5,000 BUSHELS)                         OPEN INTEREST:      720,223
COMMITMENTS
 130,965  160,622   50,055  415,169  327,199  596,189  537,876  124,034  182,347

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     13,307)
   3,214    4,795    6,144    1,754   -3,012   11,112    7,927    2,195    5,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     22.3      6.9     57.6     45.4     82.8     74.7     17.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      531)
     128      128       90      174      187      358      362
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      706,916
COMMITMENTS
 127,751  155,827   43,911  413,415  330,211  585,077  529,949  121,839  176,967

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -1,295)
   5,445   -3,674    4,963   -9,614   -2,641      794   -1,352   -2,089       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     22.0      6.2     58.5     46.7     82.8     75.0     17.2     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      540)
     126      130       80      175      199      350      372
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
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 5,000 BUSHELS)                         OPEN INTEREST:        5,888
COMMITMENTS
   2,544      570       22    1,093    3,562    3,659    4,154    2,229    1,734

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        200)
     192     -162        3       -2      129      193      -30        7      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2      9.7      0.4     18.6     60.5     62.1     70.6     37.9     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        6        2        7       15       20       21
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,688
COMMITMENTS
   2,352      732       19    1,095    3,433    3,466    4,184    2,222    1,504

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        -68)
      77      144        0     -107     -139      -30        5      -38      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     12.9      0.3     19.3     60.4     60.9     73.6     39.1     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        7        2        7       15       19       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
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 5,000 BUSHELS)                         OPEN INTEREST:      253,289
COMMITMENTS
  56,245   54,331   22,371  130,414  106,992  209,030  183,694   44,259   69,595

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,163)
  -2,993    4,960    4,141    2,716   -5,102    3,864    3,999    1,299    1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     21.5      8.8     51.5     42.2     82.5     72.5     17.5     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      85      104       67       82       95      211      238
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      248,126
COMMITMENTS
  59,238   49,371   18,230  127,698  112,094  205,166  179,695   42,960   68,431

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      3,822)
     277    6,346    1,162    4,235   -6,580    5,674      928   -1,852    2,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     19.9      7.3     51.5     45.2     82.7     72.4     17.3     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      92       95       67       79      103      213      236
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
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 60,000 POUNDS)                         OPEN INTEREST:      142,078
COMMITMENTS
  29,984   24,900   13,496   78,412   85,228  121,892  123,624   20,186   18,454

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,875)
     240   -2,006      169      848    1,567    1,257     -270      618    2,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     17.5      9.5     55.2     60.0     85.8     87.0     14.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      37       33       27       48       47       98      103
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      140,203
COMMITMENTS
  29,744   26,906   13,327   77,564   83,661  120,635  123,894   19,568   16,309

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      2,820)
   2,764     -393      975      835    4,486    4,574    5,068   -1,754   -2,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     19.2      9.5     55.3     59.7     86.0     88.4     14.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      38       38       32       47       42      104      104
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
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 FACE VALUE)                   OPEN INTEREST:      555,673
COMMITMENTS
  97,867   81,370    5,121  340,533  312,036  443,521  398,527  112,152  157,146

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,094)
  13,855   13,950    3,144  -16,627  -26,498      372   -9,404    4,722   14,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     14.6      0.9     61.3     56.2     79.8     71.7     20.2     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      24       31       17       54       70       87      109
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      550,579
COMMITMENTS
  84,012   67,420    1,977  357,160  338,534  443,149  407,931  107,430  142,648

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -57,586)
 -10,566   -4,049  -15,226  -11,117  -15,768  -36,909  -35,043  -20,677  -22,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     12.2      0.4     64.9     61.5     80.5     74.1     19.5     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      31       28       14       56       69       94      104
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
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 TONS)                              OPEN INTEREST:      126,912
COMMITMENTS
  18,010   15,091   15,006   69,164   76,456  102,180  106,553   24,732   20,359

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,443)
   1,674    2,754      217   -2,704   -1,731     -813    1,240    2,256      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     11.9     11.8     54.5     60.2     80.5     84.0     19.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      33       32       36       50       46      101      107
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      125,469
COMMITMENTS
  16,336   12,337   14,789   71,868   78,187  102,993  105,313   22,476   20,156

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      7,683)
    -197      587     -558   10,900    7,018   10,145    7,047   -2,462      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      9.8     11.8     57.3     62.3     82.1     83.9     17.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      34       28       34       47       43       99       98
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
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:        6,410
COMMITMENTS
   2,592    1,258      787    1,895    3,206    5,274    5,251    1,136    1,159

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -353)
    -245     -260     -127      -71      518     -443      131       90     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     19.6     12.3     29.6     50.0     82.3     81.9     17.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      17        7        9       11       15       32       28
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,763
COMMITMENTS
   2,837    1,518      914    1,966    2,688    5,717    5,120    1,046    1,643

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:         47)
      43       79      -39        8       54       12       94       35      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     22.4     13.5     29.1     39.7     84.5     75.7     15.5     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17       10        8       12       15       32       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
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 FACE VALUE)                   OPEN INTEREST:      335,847
COMMITMENTS
  87,199   45,639    1,661  175,552  181,883  264,412  229,183   71,435  106,664

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -10,934)
 -16,195   -6,200   -1,058    1,842   -3,938  -15,411  -11,196    4,477      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     13.6      0.5     52.3     54.2     78.7     68.2     21.3     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      16       20        4       40       48       58       70
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      346,781
COMMITMENTS
 103,394   51,839    2,719  173,710  185,821  279,823  240,379   66,958  106,402

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -40,322)
 -11,089  -33,791      401  -33,338       94  -44,026  -33,296    3,704   -7,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     14.9      0.8     50.1     53.6     80.7     69.3     19.3     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      17       23        6       40       46       60       72
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
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 FACE VALUE)                   OPEN INTEREST:    1,630,494
COMMITMENTS
 382,286  358,753   37,346  977,101  866,586  1396733  1262685  233,761  367,809

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -88,319)
   1,808  -41,379  -41,537  -37,451  -60,537  -77,180 -143,453  -11,139   55,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     22.0      2.3     59.9     53.1     85.7     77.4     14.3     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      60       51       30       85      108      153      181
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,718,813
COMMITMENTS
 380,478  400,132   78,883  1014552  927,123  1473913  1406138  244,900  312,675

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:   -200,437)
   7,867   30,277 -128,277  -89,122  -51,704 -209,532 -149,704    9,095  -50,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     23.3      4.6     59.0     53.9     85.8     81.8     14.2     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      61       56       31       90      107      163      184
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
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 FACE VALUE)                   OPEN INTEREST:    1,125,468
COMMITMENTS
 185,330  262,121   17,528  768,061  604,939  970,919  884,588  154,549  240,880

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -10,655)
  10,012  -10,056   -2,186    2,368   -8,210   10,194  -20,452  -20,849    9,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     23.3      1.6     68.2     53.7     86.3     78.6     13.7     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      38       38       14       65       68      108      115
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,136,123
COMMITMENTS
 175,318  272,177   19,714  765,693  613,149  960,725  905,040  175,398  231,083

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -64,753)
   4,313  -28,746     -981  -48,813  -35,455  -45,481  -65,182  -19,272      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     24.0      1.7     67.4     54.0     84.6     79.7     15.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      40       34       13       67       73      112      115
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      463,968
COMMITMENTS
 134,792   81,724   70,708  207,597  273,987  413,097  426,419   50,871   37,549

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -38,075)
 -23,174   -7,269     -594  -11,289  -32,350  -35,057  -40,213   -3,018    2,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     17.6     15.2     44.7     59.1     89.0     91.9     11.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      38       32       35       58       53      118       98
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      502,043
COMMITMENTS
 157,966   88,993   71,302  218,886  306,337  448,154  466,632   53,889   35,411

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     16,200)
 -26,461   15,261    5,499   33,043     -438   12,081   20,322    4,119   -4,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     17.7     14.2     43.6     61.0     89.3     92.9     10.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      39       36       36       64       51      126      100
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       34,568
COMMITMENTS
   4,323    7,029        6   23,338   16,950   27,667   23,985    6,901   10,583

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        952)
     533       71        6     -473     -159       66      -82      886    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     20.3      0.0     67.5     49.0     80.0     69.4     20.0     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       13        2       17       10       27       23
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       33,616
COMMITMENTS
   3,790    6,958        0   23,811   17,109   27,601   24,067    6,015    9,549

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -18,124)
  -4,205      782   -2,549   -5,308  -13,628  -12,062  -15,395   -6,062   -2,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     20.7      0.0     70.8     50.9     82.1     71.6     17.9     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       13        0       16       10       24       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       48,631
COMMITMENTS
  19,695   26,875      357   12,787   11,812   32,839   39,044   15,792    9,587

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -923)
     392   -3,519      -48   -3,392    3,621   -3,048       54    2,125     -977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     55.3      0.7     26.3     24.3     67.5     80.3     32.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      16       24        3       13       13       31       38
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       49,554
COMMITMENTS
  19,303   30,394      405   16,179    8,191   35,887   38,990   13,667   10,564

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -32,971)
   2,242   -4,783   -3,019  -30,336  -12,698  -31,113  -20,500   -1,858  -12,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     61.3      0.8     32.6     16.5     72.4     78.7     27.6     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      18       24        2       17        4       37       28
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
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 NOTIONAL PRINCIPA             OPEN INTEREST:       33,678
COMMITMENTS
   8,544    3,881      172   24,751   28,896   33,467   32,949      211      729

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -402)
    -336       77        0      -73     -550     -409     -473        7       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     11.5      0.5     73.5     85.8     99.4     97.8      0.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7       17        3       16       20       25       38
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,080
COMMITMENTS
   8,880    3,804      172   24,824   29,446   33,876   33,422      204      658

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -5,623)
   5,958     -122   -6,466   -4,907    1,236   -5,415   -5,352     -208     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     11.2      0.5     72.8     86.4     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       16        3       16       20       26       37
 
 
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
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,635
COMMITMENTS
     792    2,136      448   12,692   10,703   13,932   13,287    5,703    6,348

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        462)
    -380     -196      -41      215      548     -206      311      668      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     10.9      2.3     64.6     54.5     71.0     67.7     29.0     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        6        7       19       16       28       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
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      107,630
COMMITMENTS
  20,299   21,061   23,202   47,944   30,959   91,445   75,222   16,185   32,408

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      3,845)
     737       99    4,043     -132     -236    4,648    3,906     -803      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     19.6     21.6     44.5     28.8     85.0     69.9     15.0     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      53       38       56       25       38      121      105
 
 
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
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      148,681
COMMITMENTS
  38,893   22,237   19,735   71,168   67,373  129,796  109,345   18,885   39,336

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      6,316)
   2,441   -1,253    1,536    2,295    5,097    6,272    5,380       44      936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     15.0     13.3     47.9     45.3     87.3     73.5     12.7     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      57       49       58       57       99      152      184
 
 
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
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,809
COMMITMENTS
   1,230    1,517       82      643      545    1,955    2,144    1,854    1,665

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        -73)
     -96     -124       31       27       89      -38       -4      -35      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     39.8      2.2     16.9     14.3     51.3     56.3     48.7     43.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13       12        4       12       11       27       26
 
 
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
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,063
COMMITMENTS
  12,181    2,945    4,530    7,304    8,818   24,015   16,293    5,048   12,770

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        944)
  -1,125     -549      769      764      598      408      818      536      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     10.1     15.6     25.1     30.3     82.6     56.1     17.4     43.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      45       26       24       34       42       99       75
 
 
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
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      148,171
COMMITMENTS
  45,536   19,033    2,731   62,809  104,222  111,076  125,986   37,095   22,185

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      6,952)
    -421    2,668    1,082    3,140   -1,401    3,801    2,349    3,151    4,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     12.8      1.8     42.4     70.3     75.0     85.0     25.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      27       18        7       28       30       58       52
 
 
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
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       57,198
COMMITMENTS
   2,488   33,398        0   45,590    6,728   48,078   40,126    9,120   17,072

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -3,647)
  -1,687   14,257     -147    2,220  -22,808      386   -8,698   -4,033    5,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     58.4      0.0     79.7     11.8     84.1     70.2     15.9     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       17        0       14        6       16       23
 
 
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
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       74,609
COMMITMENTS
  39,820    4,517      127   28,981   63,710   68,928   68,354    5,681    6,255

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -13,734)
  -5,190     -887   -1,386   -5,199   -9,847  -11,775  -12,120   -1,959   -1,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.4      6.1      0.2     38.8     85.4     92.4     91.6      7.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      40        7        1       14       17       55       24
 
 
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
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       67,785
COMMITMENTS
  24,572   13,994        4   22,488   41,168   47,064   55,166   20,721   12,619

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -23,916)
  -2,838    5,059     -764  -18,370  -25,986  -21,972  -21,691   -1,944   -2,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     20.6      0.0     33.2     60.7     69.4     81.4     30.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      17       10        1       12       18       30       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
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      127,850
COMMITMENTS
  11,954   59,583       43   93,551   39,459  105,548   99,085   22,302   28,765

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -61,397)
   1,674   14,369   -2,442  -55,626  -74,546  -56,394  -62,619   -5,003    1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     46.6      0.0     73.2     30.9     82.6     77.5     17.4     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15       29        2       26       17       42       47
 
 
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
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      118,666
COMMITMENTS
  29,052   30,480      832   52,941   47,456   82,825   78,768   35,841   39,898

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -44,077)
    -269    8,744     -762  -35,756  -54,177  -36,787  -46,195   -7,290    2,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     25.7      0.7     44.6     40.0     69.8     66.4     30.2     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      32       29       11       25       20       62       55
 
 
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
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       30,652
COMMITMENTS
   7,964    3,482      285   16,112   20,982   24,361   24,749    6,291    5,903

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -12,867)
   6,754      678     -895  -19,994  -14,487  -14,135  -14,704    1,268    1,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     11.4      0.9     52.6     68.5     79.5     80.7     20.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       10       12       13       15
 
 
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
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,460,909
COMMITMENTS
 865,517  712,783  854,753  4935775  4541392  6656045  6108928  804,864  1351981

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:   -805,864)
-352,139  -88,559 -100,438 -271,188 -504,589 -723,765 -693,586  -82,099 -112,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      9.6     11.5     66.2     60.9     89.2     81.9     10.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      45       61       81      121      143      210      244
 
 
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
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      631,616
COMMITMENTS
  45,453   56,510    2,717  461,303  464,989  509,473  524,216  122,143  107,400

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:   -111,806)
  -1,481   -6,135  -12,420  -60,662  -74,647  -74,563  -93,202  -37,243  -18,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      8.9      0.4     73.0     73.6     80.7     83.0     19.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      29       33       16       81       62      120      101
 
 
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
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      902,479
COMMITMENTS
 152,951  259,300   22,536  448,167  550,450  623,654  832,286  278,825   70,193

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:   -525,836)
 -61,311 -129,740  -40,737 -403,191 -273,120 -505,239 -443,597  -20,597  -82,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     28.7      2.5     49.7     61.0     69.1     92.2     30.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      33       61       12       55       51       96      116
 
 
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
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,501
COMMITMENTS
   1,551      427        0    6,556   11,128    8,107   11,555    4,394      946

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -7,813)
     400        0     -505   -6,652   -4,666   -6,757   -5,171   -1,056   -2,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      3.4      0.0     52.4     89.0     64.9     92.4     35.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        0       18       15       21       16
 
 
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
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       27,055
COMMITMENTS
   6,028    4,029        0   17,525   17,867   23,553   21,896    3,502    5,159

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -21,799)
  -1,677    1,261   -3,059   -7,337  -18,676  -12,073  -20,474   -9,726   -1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     14.9      0.0     64.8     66.0     87.1     80.9     12.9     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        5        0       18       16       22       21
 
 
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 - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,728
COMMITMENTS
   5,820   11,790        0   30,614   32,899   36,434   44,689   15,294    7,039

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -25,032)
  -1,364   -5,791   -1,131  -19,585  -14,101  -22,080  -21,023   -2,952   -4,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     22.8      0.0     59.2     63.6     70.4     86.4     29.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      10       18        0       34       24       44       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
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      230,722
COMMITMENTS
 100,590   71,916    2,511  112,454  108,647  215,555  183,074   15,167   47,648

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:   -163,413)
 -24,593  -10,153   -9,532 -118,577 -129,595 -152,702 -149,280  -10,711  -14,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     31.2      1.1     48.7     47.1     93.4     79.3      6.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      47       61       11       34       32       90       95
 
 
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
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       78,632
COMMITMENTS
  36,201        0        0   16,360   72,611   52,561   72,611   26,071    6,021

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -17,735)
     -84   -3,043   -1,395  -15,910  -10,201  -17,389  -14,639     -346   -3,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0      0.0      0.0     20.8     92.3     66.8     92.3     33.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        0        0        9       17       27       17
 
 
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 FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,176
COMMITMENTS
   1,178    5,677        0   25,739   20,853   26,917   26,530    4,259    4,646

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -15,302)
     393     -489     -896  -13,561  -11,462  -14,064  -12,847   -1,238   -2,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     18.2      0.0     82.6     66.9     86.3     85.1     13.7     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3       13        0       30       27       33       40
 
 
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
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      213,561
COMMITMENTS
  16,580   50,413      208  189,325  151,820  206,113  202,441    7,448   11,120

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -74,842)
  -4,491    1,493   -5,195  -45,960  -61,939  -55,646  -65,641  -19,196   -9,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     23.6      0.1     88.7     71.1     96.5     94.8      3.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      20       41        3       34       46       56       88
 
 
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 - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       47,160
COMMITMENTS
  18,756   18,613      107   18,054   24,149   36,917   42,869   10,243    4,291

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      3,667)
   1,658    2,606        0    3,083    1,985    4,741    4,591   -1,074     -924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     39.5      0.2     38.3     51.2     78.3     90.9     21.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29       16        1       23       17       52       34
 
 
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
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       34,289
COMMITMENTS
  12,465    1,533      236   16,961    1,490   29,662    3,259    4,627   31,030

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      5,706)
     488     -409       -2    3,749      151    4,235     -260    1,471    5,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4      4.5      0.7     49.5      4.3     86.5      9.5     13.5     90.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12        2        1        7        4       19        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
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       39,395
COMMITMENTS
   2,809    2,696        0   15,467   31,093   18,276   33,789   21,119    5,606

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -2,299)
   1,311     -391      -80   -5,844    1,746   -4,613    1,275    2,314   -3,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      6.8      0.0     39.3     78.9     46.4     85.8     53.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        9        0       14       23       18       32
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
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 5,000 TROY OUNCES)                     OPEN INTEREST:      118,954
COMMITMENTS
  50,616   13,317    9,938   25,821   84,503   86,375  107,758   32,579   11,196

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,236)
   1,608   -2,231    1,578   -2,064    2,719    1,122    2,066      114     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     11.2      8.4     21.7     71.0     72.6     90.6     27.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      94       34       24       18       36      121       85
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      117,718
COMMITMENTS
  49,008   15,548    8,360   27,885   81,784   85,253  105,692   32,465   12,026

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      2,283)
   7,004  -10,947      168   -6,213   12,402      959    1,623    1,324      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     13.2      7.1     23.7     69.5     72.4     89.8     27.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      95       35       23       21       34      120       90
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
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 25,000 POUNDS)                         OPEN INTEREST:      104,395
COMMITMENTS
  37,483   28,266   11,902   41,364   51,799   90,749   91,967   13,646   12,428

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      3,543)
   2,703      381      132      934    3,132    3,769    3,645     -226     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     27.1     11.4     39.6     49.6     86.9     88.1     13.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      65       66       42       40       36      140      116
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      100,852
COMMITMENTS
  34,780   27,885   11,770   40,430   48,667   86,980   88,322   13,872   12,530

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,523)
   1,046      402      755     -505      456    1,296    1,613      227      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     27.6     11.7     40.1     48.3     86.2     87.6     13.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      67       65       38       40       36      138      112
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
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 TROY OUNCES)                       OPEN INTEREST:      366,819
COMMITMENTS
 219,648   53,548   34,288   53,912  248,026  307,848  335,862   58,971   30,957

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      3,504)
    -315   -8,289    4,735   -4,208    2,829      212     -725    3,292    4,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.9     14.6      9.3     14.7     67.6     83.9     91.6     16.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
     150       65       43       29       52      211      133
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      363,315
COMMITMENTS
 219,963   61,837   29,553   58,120  245,197  307,636  336,587   55,679   26,728

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     42,115)
  44,678   13,350    2,351   -5,082   23,206   41,947   38,907      168    3,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.5     17.0      8.1     16.0     67.5     84.7     92.6     15.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
     152       74       33       33       53      209      142
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,727
COMMITMENTS
   4,514    2,196      550    2,769    6,271    7,833    9,017    1,894      710

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -276)
    -131     -102      -70       83      103     -118      -69     -158     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     22.6      5.7     28.5     64.5     80.5     92.7     19.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        3       11        5        6       30       19
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,003
COMMITMENTS
   4,645    2,298      620    2,686    6,168    7,951    9,086    2,052      917

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        704)
     -94       22      136      114      169      156      327      548      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     23.0      6.2     26.9     61.7     79.5     90.8     20.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      18        4       13        6        6       36       21
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
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 5,000 BUSHELS)                         OPEN INTEREST:      101,256
COMMITMENTS
  38,862    3,985    4,813   35,934   71,501   79,609   80,299   21,647   20,957

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      6,255)
   4,251      626      656    1,196    4,664    6,103    5,946      152      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      3.9      4.8     35.5     70.6     78.6     79.3     21.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      59       17       14       45       54      112       77
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       95,001
COMMITMENTS
  34,611    3,359    4,157   34,738   66,837   73,506   74,353   21,495   20,648

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -3,299)
   5,851   -6,908       34  -12,288    1,406   -6,403   -5,468    3,104    2,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4      3.5      4.4     36.6     70.4     77.4     78.3     22.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      54       16       18       42       53      107       78
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
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 5,000 BUSHELS)                         OPEN INTEREST:       29,759
COMMITMENTS
   6,001      552      367   13,148   20,287   19,516   21,206   10,243    8,553

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -165)
     798   -1,274     -332   -1,168      873     -702     -733      537      568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      1.9      1.2     44.2     68.2     65.6     71.3     34.4     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13        4        4       17       18       32       24
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       29,924
COMMITMENTS
   5,203    1,826      699   14,316   19,414   20,218   21,939    9,706    7,985

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -1,915)
   1,415   -2,532      -98   -2,024    1,906     -707     -724   -1,208   -1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      6.1      2.3     47.8     64.9     67.6     73.3     32.4     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11        4        4       19       13       30       21
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
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:      107,674
COMMITMENTS
  21,760   31,310    5,610   67,071   60,353   94,441   97,273   13,233   10,401

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      3,327)
   1,431   -3,038      900     -676    5,450    1,655    3,312    1,672       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     29.1      5.2     62.3     56.1     87.7     90.3     12.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      63       63       38       49       55      138      133
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      104,347
COMMITMENTS
  20,329   34,348    4,710   67,747   54,903   92,786   93,961   11,561   10,386

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:       -224)
    -125     -229     -222      278    1,172      -69      721     -155     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     32.9      4.5     64.9     52.6     88.9     90.0     11.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      55       68       38       54       54      135      140
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
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 15,000 POUNDS)                         OPEN INTEREST:       23,204
COMMITMENTS
   7,957    3,864    1,092   10,949   16,292   19,998   21,248    3,206    1,956

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -365)
     236   -1,545      319   -1,000    1,299     -445       73       80     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     16.7      4.7     47.2     70.2     86.2     91.6     13.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      33       21       16       20       14       63       43
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       23,569
COMMITMENTS
   7,721    5,409      773   11,949   14,993   20,443   21,175    3,126    2,394

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:       -126)
    -233     -803     -412      485      737     -160     -478       34      352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     22.9      3.3     50.7     63.6     86.7     89.8     13.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       30       13       23       14       60       49
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
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 10 METRIC TONS)                        OPEN INTEREST:      125,462
COMMITMENTS
  26,111   30,171    1,816   89,484   88,385  117,411  120,372    8,051    5,090

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      7,551)
   1,168    7,767     -257    4,664     -960    5,575    6,550    1,976    1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     24.0      1.4     71.3     70.4     93.6     95.9      6.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      50       50       14       50       34      105       94
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      117,911
COMMITMENTS
  24,943   22,404    2,073   84,820   89,345  111,836  113,822    6,075    4,089

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      4,041)
   1,142    5,505      332    2,588   -1,979    4,062    3,858      -21      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     19.0      1.8     71.9     75.8     94.8     96.5      5.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      52       44       16       50       34      107       91
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
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 112,000 POUNDS)                        OPEN INTEREST:      460,099
COMMITMENTS
 172,305   33,726   22,899  185,478  360,286  380,682  416,911   79,417   43,188

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -26,839)
 -17,470    2,213   -6,611   -1,238  -17,301  -25,319  -21,699   -1,520   -5,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      7.3      5.0     40.3     78.3     82.7     90.6     17.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      73       28       33       51       52      144       95
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      486,938
COMMITMENTS
 189,775   31,513   29,510  186,716  377,587  406,001  438,610   80,937   48,328

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     18,449)
  10,372      415    1,402    5,942   10,400   17,716   12,217      733    6,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0      6.5      6.1     38.3     77.5     83.4     90.1     16.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      68       31       37       50       53      143      100
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
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 37,500 POUNDS)                         OPEN INTEREST:       86,506
COMMITMENTS
  19,503   21,580    9,622   48,535   46,974   77,660   78,176    8,846    8,330

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,483)
     905    1,491     -227      958     -216    1,636    1,048     -153      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     24.9     11.1     56.1     54.3     89.8     90.4     10.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      94       79       49       96       75      214      189
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       85,023
COMMITMENTS
  18,598   20,089    9,849   47,577   47,190   76,024   77,128    8,999    7,895

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        484)
    -498      473      788     -719   -1,890     -429     -629      913    1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     23.6     11.6     56.0     55.5     89.4     90.7     10.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      95       76       44       93       77      210      181
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       17,573
COMMITMENTS
  12,695    3,131    2,007      630   11,059   15,332   16,197    2,241    1,376

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,284)
   5,140      696        1      -21    5,079    5,120    5,776      164     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.2     17.8     11.4      3.6     62.9     87.2     92.2     12.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      23        9        2        6        6       30       17
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       12,289
COMMITMENTS
   7,555    2,435    2,006      651    5,980   10,212   10,421    2,077    1,868

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -5,860)
   3,337   -1,752     -125   -9,437   -2,753   -6,225   -4,630      365   -1,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5     19.8     16.3      5.3     48.7     83.1     84.8     16.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13       13        3        4        7       19       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
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 42,000 U.S. GALLONS)                   OPEN INTEREST:      174,458
COMMITMENTS
  20,930   16,007   24,798   96,056  112,919  141,784  153,724   32,674   20,734

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      2,559)
     470   -2,673     -563    3,039    5,768    2,946    2,532     -387       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      9.2     14.2     55.1     64.7     81.3     88.1     18.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      33       26       39       64       61      119      107
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      171,899
COMMITMENTS
  20,460   18,680   25,361   93,017  107,151  138,838  151,192   33,061   20,707

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      2,786)
  -2,506      739    2,159    3,455    2,237    3,108    5,135     -322   -2,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     10.9     14.8     54.1     62.3     80.8     88.0     19.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      33       29       41       59       56      117      105
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      537,929
COMMITMENTS
  57,512   76,438  167,263  243,658  262,274  468,433  505,975   69,496   31,954

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -24,415)
 -13,218   -1,573   -7,595    6,424  -13,874  -14,389  -23,042  -10,026   -1,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     14.2     31.1     45.3     48.8     87.1     94.1     12.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      56       42       64       94       80      184      154
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      562,344
COMMITMENTS
  70,730   78,011  174,858  237,234  276,148  482,822  529,017   79,522   33,327

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     21,269)
   7,711    4,211    6,037    3,841    5,575   17,589   15,823    3,680    5,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     13.9     31.1     42.2     49.1     85.9     94.1     14.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      61       42       70       95       84      189      164
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,541
COMMITMENTS
     982    3,131    4,275   30,290   26,844   35,547   34,250    5,994    7,291

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        377)
     982      -73     -753      272      901      501       75     -124      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      7.5     10.3     72.9     64.6     85.6     82.4     14.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       17       16       19       19
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,164
COMMITMENTS
       0    3,204    5,028   30,018   25,943   35,046   34,175    6,118    6,989

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:         79)
       0      549     -497     -584       67   -1,081      119    1,160      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8     12.2     72.9     63.0     85.1     83.0     14.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       16       15       18       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,935
COMMITMENTS
   9,574    4,130    1,993   91,684  100,851  103,251  106,974    8,684    4,961

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        379)
       0        0       62     -152      927      -90      989      469     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      3.7      1.8     81.9     90.1     92.2     95.6      7.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        5       28       33       34       38
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,556
COMMITMENTS
   9,574    4,130    1,931   91,836   99,924  103,341  105,985    8,215    5,571

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      3,556)
    -222        0        0    5,078    2,463    4,856    2,463   -1,300    1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      3.7      1.7     82.3     89.6     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        5       29       32       35       37
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,392
COMMITMENTS
   7,502    8,832      434   48,263   42,642   56,199   51,908    3,193    7,484

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -676)
     496        0     -496    2,338     -698    2,338   -1,194   -3,014      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     14.9      0.7     81.3     71.8     94.6     87.4      5.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       21       17       24       20
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,068
COMMITMENTS
   7,006    8,832      930   45,925   43,340   53,861   53,102    6,207    6,966

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        784)
   1,306        0     -434   -3,093    2,038   -2,221    1,604    3,005     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     14.7      1.5     76.5     72.2     89.7     88.4     10.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       19       18       22       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,680
COMMITMENTS
     188   18,600    2,675   61,461   44,242   64,324   65,517    4,356    3,163

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      3,121)
    -124    1,049      426    2,217      974    2,519    2,449      602      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     27.1      3.9     89.5     64.4     93.7     95.4      6.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        3       21       20       24       24
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,559
COMMITMENTS
     312   17,551    2,249   59,244   43,268   61,805   63,068    3,754    2,491

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,882)
     124   -1,966      549    1,209    3,299    1,882    1,882        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     26.8      3.4     90.4     66.0     94.3     96.2      5.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        3       21       20       24       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,442
COMMITMENTS
  19,014   13,919    2,742   39,298   42,690   61,054   59,351    5,388    7,091

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        974)
     213      217      122      807    1,003    1,142    1,342     -168     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     20.9      4.1     59.1     64.3     91.9     89.3      8.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        5        4       20       19       24       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,468
COMMITMENTS
  18,801   13,702    2,620   38,491   41,687   59,912   58,009    5,556    7,459

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      2,812)
    -200     -492      616    2,365    2,113    2,781    2,237       31      575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     20.9      4.0     58.8     63.7     91.5     88.6      8.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        5        4       19       19       23       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,798
COMMITMENTS
       0    6,391      517   61,195   51,519   61,712   58,427    3,086    6,371

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      2,484)
       0    3,042   -1,184    1,918      408      734    2,266    1,750      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.9      0.8     94.4     79.5     95.2     90.2      4.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       21       22       22       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,314
COMMITMENTS
       0    3,349    1,701   59,277   51,111   60,978   56,161    1,336    6,153

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,314)
    -211    3,349     -896    1,841   -1,264      734    1,189      580      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      2.7     95.1     82.0     97.9     90.1      2.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       20       20       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,201
COMMITMENTS
       0   11,425    1,034   60,515   48,386   61,549   60,845    4,652    5,356

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        591)
       0      -32     -172      711      658      539      454       52      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.3      1.6     91.4     73.1     93.0     91.9      7.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       23       20       25       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,610
COMMITMENTS
       0   11,457    1,206   59,804   47,728   61,010   60,391    4,600    5,219

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        635)
       0     -496      434       50      192      484      130      151      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.5      1.8     91.2     72.7     93.0     92.0      7.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       23       20       25       22
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,464
COMMITMENTS
       0    3,091      162   34,248   35,812   34,410   39,065    8,054    3,399

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        453)
       0      275        0     -124     -188     -124       87      577      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      0.4     80.7     84.3     81.0     92.0     19.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       15       14       16
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,011
COMMITMENTS
       0    2,816      162   34,372   36,000   34,534   38,978    7,477    3,033

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      0.4     81.8     85.7     82.2     92.8     17.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       15       14       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,814
COMMITMENTS
  17,700        0    2,500   41,386   58,852   61,586   61,352    6,228    6,462

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        412)
    -992        0      124    1,969      261    1,101      385     -689       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      0.0      3.7     61.0     86.8     90.8     90.5      9.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       20       23       22       25
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,402
COMMITMENTS
  18,692        0    2,376   39,417   58,591   60,485   60,967    6,917    6,435

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,170)
     248        0        0   -1,224      876     -976      876    2,146      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      0.0      3.5     58.5     86.9     89.7     90.5     10.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       19       22       21       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,473
COMMITMENTS
   1,131    1,157    4,755   37,560   33,399   43,446   39,311    4,027    8,162

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -343)
    -188    1,157     -633    1,175     -956      354     -432     -697       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.4     10.0     79.1     70.4     91.5     82.8      8.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        3       16       18       22       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,816
COMMITMENTS
   1,319        0    5,388   36,385   34,355   43,092   39,743    4,724    8,073

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      3,759)
     297        0      706    2,634    4,047    3,637    4,753      122     -994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0     11.3     76.1     71.8     90.1     83.1      9.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        2       17       18       21       20
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,416
COMMITMENTS
   2,170    2,697        0   43,661   43,024   45,831   45,721      585      695

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      5.8      0.0     94.1     92.7     98.7     98.5      1.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0       12        8       14       10
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,967
COMMITMENTS
   2,170    2,883        0   44,167   44,430   46,337   47,313    2,630    1,654

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      5.9      0.0     90.2     90.7     94.6     96.6      5.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       16       16       18       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,330,191
COMMITMENTS
 356,372   76,819  232,654  721,897  1006379  1310923  1315852   19,268   14,339

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      9,126)
  20,481   -1,445  -21,857   12,573   29,735   11,197    6,433   -2,071    2,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      5.8     17.5     54.3     75.7     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      26       14       36       91       85      130      123
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,321,065
COMMITMENTS
 335,891   78,264  254,511  709,324  976,644  1299726  1309419   21,339   11,646

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     55,862)
   9,369   23,327   10,435   34,581   21,565   54,385   55,327    1,477      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      5.9     19.3     53.7     73.9     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      27       11       35       85       81      122      118
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      299,875
COMMITMENTS
  72,470   59,856  109,632  111,167  127,551  293,269  297,039    6,606    2,836

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     57,480)
  15,156    4,932   35,556    2,854   16,263   53,566   56,751    3,914      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     20.0     36.6     37.1     42.5     97.8     99.1      2.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16        8       20       28       30       50       52
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      242,395
COMMITMENTS
  57,314   54,924   74,076  108,313  111,288  239,703  240,288    2,692    2,107

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     24,095)
   6,337    8,832   16,245    1,192       77   23,774   25,154      321   -1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     22.7     30.6     44.7     45.9     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        8       18       29       31       47       50
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       81,023
COMMITMENTS
  24,507    7,072   16,031   40,235   57,660   80,773   80,763      250      260

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -335)
    -320     -408     -360      323      453     -357     -315       22      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      8.7     19.8     49.7     71.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        7        9       36       40       45       50
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       81,358
COMMITMENTS
  24,827    7,480   16,391   39,912   57,207   81,130   81,078      228      280

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        506)
   1,148     -140     -534     -188    1,000      426      326       80      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      9.2     20.1     49.1     70.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        7        9       36       38       45       48
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,475
COMMITMENTS
   2,981    5,096    2,561   21,912   19,309   27,454   26,966       21      509

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,872)
     172      328     -202    1,902    1,746    1,872    1,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     18.5      9.3     79.8     70.3     99.9     98.1      0.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        6       22       23       30       29
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,603
COMMITMENTS
   2,809    4,768    2,763   20,010   17,563   25,582   25,094       21      509

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        362)
     487     -443      341      800      592    1,628      490   -1,266     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     18.6     10.8     78.2     68.6     99.9     98.0      0.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        6       21       23       29       29
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,822
COMMITMENTS
   1,062    3,341    2,576    6,676    4,397   10,314   10,314      508      508

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        126)
     126        0        0        0      126      126      126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     30.9     23.8     61.7     40.6     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        4       17       12       23       17
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,696
COMMITMENTS
     936    3,341    2,576    6,676    4,271   10,188   10,188      508      508

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        739)
     676     -172      785      126      126    1,587      739     -848        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     31.2     24.1     62.4     39.9     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        4       18       11       24       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,942
COMMITMENTS
   3,852    3,680    1,900   11,730   12,082   17,482   17,662      460      280

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:         -8)
       0     -240      240     -268      -28      -28      -28       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     20.5     10.6     65.4     67.3     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        7       18       19       25       26
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,950
COMMITMENTS
   3,852    3,920    1,660   11,998   12,110   17,510   17,690      440      260

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        902)
     552      740     -520      950      630      982      850      -80       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     21.8      9.2     66.8     67.5     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        7       18       19       25       26
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,356
COMMITMENTS
  11,560      240    1,750   10,408   22,174   23,718   24,164      638      192

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -170)
    -230       80       70      110     -200      -50      -50     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5      1.0      7.2     42.7     91.0     97.4     99.2      2.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        4       21       24       26       29
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,526
COMMITMENTS
  11,790      160    1,680   10,298   22,374   23,768   24,214      758      312

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        760)
     -60      -80      140      500      640      580      700      180       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1      0.7      6.8     42.0     91.2     96.9     98.7      3.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        5       21       24       27       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,674
COMMITMENTS
   2,120      120      820    5,726    7,494    8,666    8,434        8      240

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        176)
    -840        0      160      896       16      216      176      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      1.4      9.5     66.0     86.4     99.9     97.2      0.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       14       14       16       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,498
COMMITMENTS
   2,960      120      660    4,830    7,478    8,450    8,258       48      240

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      1.4      7.8     56.8     88.0     99.4     97.2      0.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       12       14       14       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
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 BARRELS)                         OPEN INTEREST:      851,214
COMMITMENTS
 107,481  133,810  146,110  541,508  502,633  795,099  782,553   56,115   68,661

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      4,626)
  -2,597   10,629    3,922    8,964   -9,170   10,289    5,381   -5,663     -755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     15.7     17.2     63.6     59.0     93.4     91.9      6.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      61       99       94       77       83      205      214
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      846,588
COMMITMENTS
 110,078  123,181  142,188  532,544  511,803  784,810  777,172   61,778   69,416

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -26,259)
  -4,560      295   -1,969   -2,282  -15,185   -8,811  -16,859  -17,448   -9,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     14.6     16.8     62.9     60.5     92.7     91.8      7.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      63       90       83       74       84      196      201
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
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 TROY OUNCES)                       OPEN INTEREST:       13,218
COMMITMENTS
   8,954    4,038      136    1,402    8,506   10,492   12,680    2,726      538

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -150)
     -78   -1,069       24      -35    1,019      -89      -26      -61     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.7     30.5      1.0     10.6     64.4     79.4     95.9     20.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      59       14        3       11       27       73       42
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,368
COMMITMENTS
   9,032    5,107      112    1,437    7,487   10,581   12,706    2,787      662

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:         81)
     431   -1,858      -18     -645    2,147     -232      271      313     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6     38.2      0.8     10.7     56.0     79.2     95.0     20.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      60       15        4       13       26       77       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
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 TROY OUNCES)                        OPEN INTEREST:       12,884
COMMITMENTS
   9,536      606       22      460   10,562   10,018   11,190    2,866    1,694

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -596)
    -590     -177      -27     -388     -437   -1,005     -641      409       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.0      4.7      0.2      3.6     82.0     77.8     86.9     22.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      28        6        3        8       20       37       28
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,480
COMMITMENTS
  10,126      783       49      848   10,999   11,023   11,831    2,457    1,649

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,520)
   1,743     -131     -177     -102    1,295    1,464      987       56      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.1      5.8      0.4      6.3     81.6     81.8     87.8     18.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      29        7        1        5       21       35       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
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 42,000 U.S. GALLONS)                   OPEN INTEREST:      146,536
COMMITMENTS
  22,773    4,077   13,630   94,447  118,790  130,850  136,497   15,686   10,039

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      7,879)
  -7,121       52    4,841    9,459    1,865    7,179    6,758      700    1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      2.8      9.3     64.5     81.1     89.3     93.1     10.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      44       14       32       69       74      124      111
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      138,657
COMMITMENTS
  29,894    4,025    8,789   84,988  116,925  123,671  129,739   14,986    8,918

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        731)
  -2,713   -1,299      175    4,562    3,181    2,024    2,057   -1,293   -1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      2.9      6.3     61.3     84.3     89.2     93.6     10.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      47       15       33       61       74      119      111
 

Updated October 7, 2005