WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      305,362
COMMITMENTS
  52,061   91,832   46,040  180,937  126,382  279,038  264,254   26,324   41,108

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      6,605)
   2,465   11,504     -427    1,060   -5,220    3,098    5,857    3,507      748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     30.1     15.1     59.3     41.4     91.4     86.5      8.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      67      130       92       46       65      184      242
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      298,757
COMMITMENTS
  49,596   80,328   46,467  179,877  131,602  275,940  258,397   22,817   40,360

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      5,106)
  -2,656   13,864    1,387    8,089   -9,067    6,820    6,184   -1,714   -1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     26.9     15.6     60.2     44.0     92.4     86.5      7.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      61      114       80       46       64      173      216
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      859,864
COMMITMENTS
 160,732  167,782   88,622  460,611  404,104  709,965  660,508  149,899  199,356

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     32,556)
   9,208    1,719    3,100    8,582   20,247   20,890   25,066   11,666    7,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     19.5     10.3     53.6     47.0     82.6     76.8     17.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      565)
     148      125      121      187      191      408      396
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      827,308
COMMITMENTS
 151,524  166,063   85,522  452,029  383,857  689,075  635,442  138,233  191,866

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     30,173)
    -305    3,627   21,060   12,496   10,111   33,251   34,798   -3,078   -4,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     20.1     10.3     54.6     46.4     83.3     76.8     16.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
     145      130      119      184      188      404      394
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,544
COMMITMENTS
   2,966      220       92    1,015    5,145    4,073    5,457    2,471    1,087

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:       -739)
    -884      -97       75      118     -464     -691     -486      -48     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3      3.4      1.4     15.5     78.6     62.2     83.4     37.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        4        3       12       13       26       18
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,283
COMMITMENTS
   3,850      317       17      897    5,609    4,764    5,943    2,519    1,340

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        386)
     307      -31      -27        4      304      284      246      102      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9      4.4      0.2     12.3     77.0     65.4     81.6     34.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16        4        2        9       13       27       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      274,636
COMMITMENTS
  47,813   44,732   28,221  156,209  129,813  232,243  202,766   42,393   71,870

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:    -14,595)
   3,664    1,545     -657   -8,639   -6,454   -5,632   -5,566   -8,963   -9,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     16.3     10.3     56.9     47.3     84.6     73.8     15.4     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      68       97       72       85      104      205      242
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      289,231
COMMITMENTS
  44,149   43,187   28,878  164,848  136,267  237,875  208,332   51,356   80,899

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -9,560)
 -16,676   -5,868   -3,783    8,071   -1,416  -12,388  -11,067    2,828    1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     14.9     10.0     57.0     47.1     82.2     72.0     17.8     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      58       93       78       93      102      210      234
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      171,539
COMMITMENTS
  39,881   12,959   23,403   83,329  118,827  146,613  155,189   24,926   16,350

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      2,738)
  -2,171    4,023     -187    5,399   -4,900    3,041   -1,064     -303    3,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      7.6     13.6     48.6     69.3     85.5     90.5     14.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      40       29       44       48       51      119      110
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      168,801
COMMITMENTS
  42,052    8,936   23,590   77,930  123,727  143,572  156,253   25,229   12,548

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -1,877)
  -1,511     -626    1,723    1,248   -1,927    1,460     -830   -3,337   -1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      5.3     14.0     46.2     73.3     85.1     92.6     14.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      48       19       35       45       51      115       98
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      601,814
COMMITMENTS
  85,173  142,346    9,354  395,943  291,736  490,470  443,436  111,344  158,378

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      6,180)
     -33   22,665    1,396    5,170    1,653    6,533   25,714     -353  -19,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     23.7      1.6     65.8     48.5     81.5     73.7     18.5     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      21       41       26       63       70       98      123
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      595,634
COMMITMENTS
  85,206  119,681    7,958  390,773  290,083  483,937  417,722  111,697  177,912

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      1,351)
  -7,676     -783    3,934    4,441   -2,286      699      865      652      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     20.1      1.3     65.6     48.7     81.2     70.1     18.8     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      23       36       23       62       69       99      114
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      140,900
COMMITMENTS
  18,878   22,158   16,241   77,636   78,216  112,755  116,615   28,145   24,285

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      2,179)
      31    1,056    1,442    5,138    1,088    6,611    3,586   -4,432   -1,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     15.7     11.5     55.1     55.5     80.0     82.8     20.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      32       39       35       45       44      102      105
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      138,721
COMMITMENTS
  18,847   21,102   14,799   72,498   77,128  106,144  113,029   32,577   25,692

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      3,289)
  -1,714    2,381     -289    1,263     -738     -740    1,354    4,029    1,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     15.2     10.7     52.3     55.6     76.5     81.5     23.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      28       36       30       43       42       91      100
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,490
COMMITMENTS
   2,684      577      883    2,438    4,935    6,005    6,395    1,485    1,095

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:         70)
     190     -161       82      -64      316      208      237     -138     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8      7.7     11.8     32.6     65.9     80.2     85.4     19.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        6        5       14       16       29       25
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,420
COMMITMENTS
   2,494      738      801    2,502    4,619    5,797    6,158    1,623    1,262

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        -54)
    -130       15     -102      188     -177      -44     -264      -10      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      9.9     10.8     33.7     62.3     78.1     83.0     21.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        5        6       14       15       30       23
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      356,104
COMMITMENTS
  95,091   91,571    2,006  187,188  155,358  284,285  248,935   71,819  107,169

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:    -16,212)
  -6,370   -5,706      -91   -6,470  -10,279  -12,931  -16,076   -3,281     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     25.7      0.6     52.6     43.6     79.8     69.9     20.2     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      24       26        5       45       48       71       77
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      372,316
COMMITMENTS
 101,461   97,277    2,097  193,658  165,637  297,216  265,011   75,100  107,305

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     17,236)
   7,897   10,900       45    4,287   -1,692   12,229    9,253    5,007    7,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     26.1      0.6     52.0     44.5     79.8     71.2     20.2     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      23       26        5       46       49       71       78
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,746,486
COMMITMENTS
 351,198  417,725   45,576  1108157  878,868  1504931  1342169  241,555  404,317

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     17,105)
   1,603  -15,188    8,901    6,452   16,305   16,956   10,018      149    7,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     23.9      2.6     63.5     50.3     86.2     76.8     13.8     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      58       59       35       84      104      157      183
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,729,381
COMMITMENTS
 349,595  432,913   36,675  1101705  862,563  1487975  1332151  241,406  397,230

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     51,150)
 -53,192   67,336    3,796   81,436  -29,411   32,040   41,721   19,110    9,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     25.0      2.1     63.7     49.9     86.0     77.0     14.0     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      58       60       31       90      102      158      183
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,444,095
COMMITMENTS
 253,885  463,738   40,257  1013798  634,536  1307940  1138531  136,155  305,564

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     34,446)
  -5,294    2,534   12,430   24,032   19,472   31,168   34,436    3,278       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     32.1      2.8     70.2     43.9     90.6     78.8      9.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      41       45       23       67       70      115      131
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,409,649
COMMITMENTS
 259,179  461,204   27,827  989,766  615,064  1276772  1104095  132,877  305,554

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     56,470)
   4,948   37,345    1,818   51,481      267   58,247   39,430   -1,777   17,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     32.7      2.0     70.2     43.6     90.6     78.3      9.4     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      43       45       28       65       67      116      132
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      436,192
COMMITMENTS
 155,128  104,779   50,692  195,984  245,708  401,804  401,179   34,388   35,013

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:    -16,536)
  -1,618     -600  -14,579   10,122     -225   -6,075  -15,404  -10,461   -1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     24.0     11.6     44.9     56.3     92.1     92.0      7.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      37       27       36       51       50      109       93
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      452,728
COMMITMENTS
 156,746  105,379   65,271  185,862  245,933  407,879  416,583   44,849   36,145

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     29,701)
  17,996       89    5,064    4,275   22,947   27,335   28,100    2,366    1,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     23.3     14.4     41.1     54.3     90.1     92.0      9.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      35       28       31       54       50      109       90
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       37,620
COMMITMENTS
   5,130    8,498        0   26,014   17,327   31,144   25,825    6,476   11,795

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:       -230)
     289     -487      -12      234      120      511     -379     -741      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     22.6      0.0     69.1     46.1     82.8     68.6     17.2     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      12       13        0       19       11       31       24
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       37,850
COMMITMENTS
   4,841    8,985       12   25,780   17,207   30,633   26,204    7,217   11,646

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      1,572)
  -1,039    1,845       10    2,194     -599    1,165    1,256      407      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     23.7      0.0     68.1     45.5     80.9     69.2     19.1     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10       13        1       19       10       30       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       71,636
COMMITMENTS
  28,742   27,057      614   23,281   35,326   52,637   62,997   18,999    8,639

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      4,685)
     369     -180       75    2,513    6,847    2,957    6,742    1,728   -2,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     37.8      0.9     32.5     49.3     73.5     87.9     26.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      29       23        4       21       15       53       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       66,951
COMMITMENTS
  28,373   27,237      539   20,768   28,479   49,680   56,255   17,271   10,696

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -2,731)
     625   -8,098      -89   -2,018    5,336   -1,482   -2,851   -1,249      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     40.7      0.8     31.0     42.5     74.2     84.0     25.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      25       20        4       20       12       46       35
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       32,729
COMMITMENTS
   6,822    3,536       56   25,443   28,407   32,321   31,999      408      730

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:       -669)
      43       80       -6     -736     -710     -699     -636       30      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     10.8      0.2     77.7     86.8     98.8     97.8      1.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7       13        3       16       21       25       35
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,398
COMMITMENTS
   6,779    3,456       62   26,179   29,117   33,020   32,635      378      763

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -1,531)
  -1,895     -144        0      394   -1,454   -1,501   -1,598      -30       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     10.3      0.2     78.4     87.2     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7       12        3       17       21       26       34
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,781
COMMITMENTS
     879    2,457      497   13,866    9,574   15,242   12,528    5,539    8,253

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        779)
     218       13       32      683      280      933      325     -154      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     11.8      2.4     66.7     46.1     73.3     60.3     26.7     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        8        8       16       13       26       23
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,002
COMMITMENTS
     661    2,444      465   13,183    9,294   14,309   12,203    5,693    7,799

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        240)
     257       17      -28       47      100      276       89      -36      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     12.2      2.3     65.9     46.5     71.5     61.0     28.5     39.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        8        8       17       13       27       23
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      113,354
COMMITMENTS
  22,840   23,866   25,815   49,247   33,569   97,902   83,250   15,452   30,104

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        943)
    -674      114      856      407      491      589    1,461      354     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     21.1     22.8     43.4     29.6     86.4     73.4     13.6     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      42       48       61       27       40      122      117
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      112,411
COMMITMENTS
  23,514   23,752   24,959   48,840   33,078   97,313   81,789   15,098   30,622

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      2,285)
     -63    3,326     -114    1,936     -595    1,759    2,617      526     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     21.1     22.2     43.4     29.4     86.6     72.8     13.4     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      47       48       59       25       37      117      114
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,411
COMMITMENTS
     389      369      119      301      129      809      617      602      794

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:         57)
    -128      -23       62       85       -3       19       36       38       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     26.2      8.4     21.3      9.1     57.3     43.7     42.7     56.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        8        4        3        3       13       14
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,354
COMMITMENTS
     517      392       57      216      132      790      581      564      773

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        -79)
    -162     -107        6       50        4     -106      -97       27       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     29.0      4.2     16.0      9.7     58.3     42.9     41.7     57.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8       10        2        4        4       14       14
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      168,060
COMMITMENTS
  51,425   16,782   24,876   72,303   79,170  148,604  120,828   19,456   47,232

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:       -272)
  -1,849      495       33      899   -1,194     -917     -666      645      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     10.0     14.8     43.0     47.1     88.4     71.9     11.6     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      70       47       53       65      111      174      182
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      168,332
COMMITMENTS
  53,274   16,287   24,843   71,404   80,364  149,521  121,494   18,811   46,838

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      3,209)
   2,234     -110    1,320      -16    1,872    3,538    3,082     -329      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      9.7     14.8     42.4     47.7     88.8     72.2     11.2     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      71       54       57       64      115      178      191
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,679
COMMITMENTS
   1,470      555      150      563    1,485    2,183    2,190    1,496    1,489

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:       -135)
     502     -208      -61     -248      214      193      -55     -328      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     15.1      4.1     15.3     40.4     59.3     59.5     40.7     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      20       11        7        7       18       31       32
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,814
COMMITMENTS
     968      763      211      811    1,271    1,990    2,245    1,824    1,569

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        -82)
     -80     -212       73      -27      179      -34       40      -48     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     20.0      5.5     21.3     33.3     52.2     58.9     47.8     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       16        6       14       18       30       36
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,532
COMMITMENTS
  11,163    3,373    3,790    7,716    7,804   22,669   14,967    4,863   12,565

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        253)
    -563     -191      886      280       13      603      708     -350     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     12.3     13.8     28.0     28.3     82.3     54.4     17.7     45.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      42       23       20       33       49       92       80
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,279
COMMITMENTS
  11,726    3,564    2,904    7,436    7,791   22,066   14,259    5,213   13,020

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:       -200)
    -408      561     -237      186     -333     -459       -9      259     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     13.1     10.6     27.3     28.6     80.9     52.3     19.1     47.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      45       19       20       38       45       98       73
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      108,226
COMMITMENTS
  44,435    7,275      792   30,161   82,796   75,388   90,863   32,838   17,363

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      3,601)
     586      371       -1    2,429    2,851    3,014    3,221      587      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1      6.7      0.7     27.9     76.5     69.7     84.0     30.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      28       13        6       21       23       52       39
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      104,625
COMMITMENTS
  43,849    6,904      793   27,732   79,945   72,374   87,642   32,251   16,983

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -7,729)
  -7,410   -1,543       12      937   -7,450   -6,461   -8,981   -1,268    1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9      6.6      0.8     26.5     76.4     69.2     83.8     30.8     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      29       14        5       19       24       50       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       69,574
COMMITMENTS
  13,637   35,416       55   47,185   11,374   60,877   46,845    8,697   22,729

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      2,810)
     823    1,759     -301    2,379   -1,809    2,901     -351      -91    3,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     50.9      0.1     67.8     16.3     87.5     67.3     12.5     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       20        1       18        9       24       30
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       66,764
COMMITMENTS
  12,814   33,657      356   44,806   13,183   57,976   47,196    8,788   19,568

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:    -13,558)
  -1,144  -11,283      356  -13,691    2,369  -14,479   -8,558      921   -5,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     50.4      0.5     67.1     19.7     86.8     70.7     13.2     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6       25        3       15        9       24       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       69,890
COMMITMENTS
  49,052    5,131        0   14,604   60,275   63,656   65,406    6,234    4,484

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      5,561)
  22,333   -6,917      -20  -16,471   13,428    5,842    6,491     -281     -930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.2      7.3      0.0     20.9     86.2     91.1     93.6      8.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      45        9        0       15       17       60       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       64,329
COMMITMENTS
  26,719   12,048       20   31,075   46,847   57,814   58,915    6,515    5,414

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      1,229)
    -180    5,459       20      664   -3,594      504    1,885      725     -656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     18.7      0.0     48.3     72.8     89.9     91.6     10.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      35       18        1       13       16       49       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       69,583
COMMITMENTS
   9,163   23,472        6   44,419   27,284   53,588   50,762   15,995   18,821

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -4,703)
  -3,378   -3,110     -174      117   -1,847   -3,435   -5,131   -1,268      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     33.7      0.0     63.8     39.2     77.0     73.0     23.0     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9       16        2       22       11       33       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       74,286
COMMITMENTS
  12,541   26,582      180   44,302   29,131   57,023   55,893   17,263   18,393

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -9,443)
   1,950   -5,059      176   -9,122    1,143   -6,996   -3,740   -2,447   -5,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     35.8      0.2     59.6     39.2     76.8     75.2     23.2     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       17        3       21       15       35       32
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      195,803
COMMITMENTS
  19,862   86,164       75  150,226   74,757  170,163  160,996   25,640   34,807

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        585)
    -236     -616      -25    2,351   -1,877    2,090   -2,518   -1,505    3,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     44.0      0.0     76.7     38.2     86.9     82.2     13.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      22       44        4       29       18       52       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      195,218
COMMITMENTS
  20,098   86,780      100  147,875   76,634  168,073  163,514   27,145   31,704

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -4,460)
    -116      -75       67   -2,008    3,816   -2,057    3,808   -2,403   -8,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     44.5      0.1     75.7     39.3     86.1     83.8     13.9     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      23       46        5       29       19       54       68
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      144,306
COMMITMENTS
  26,432   19,434      918   73,569   75,190  100,919   95,542   43,387   48,764

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -6,937)
   5,638   -3,918     -754   -4,243    4,749      641       77   -7,578   -7,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     13.5      0.6     51.0     52.1     69.9     66.2     30.1     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      37       23        7       26       26       65       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      151,243
COMMITMENTS
  20,794   23,352    1,672   77,812   70,441  100,278   95,465   50,965   55,778

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      6,822)
  -4,444   -1,031      909    4,740    2,126    1,205    2,004    5,617    4,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     15.4      1.1     51.4     46.6     66.3     63.1     33.7     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      32       27        6       30       26       63       59
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       39,943
COMMITMENTS
   9,061      721      500   27,201   33,078   36,762   34,299    3,181    5,644

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      1,290)
     115        0       50    2,718    1,043    2,883    1,093   -1,593      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      1.8      1.3     68.1     82.8     92.0     85.9      8.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        1       12       14       16       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       38,653
COMMITMENTS
   8,946      721      450   24,483   32,035   33,879   33,206    4,774    5,447

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      8,860)
      93   -1,126        0    7,770    9,822    7,863    8,696      997      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      1.9      1.2     63.3     82.9     87.6     85.9     12.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1       10       13       14       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,897,347
COMMITMENTS
 918,705  1107938  1248132  5799593  5034515  7966430  7390585  930,917  1506762

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:    210,507)
  46,072   43,002   93,253   73,160   34,085  212,485  170,340   -1,978   40,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     12.5     14.0     65.2     56.6     89.5     83.1     10.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      63       63       92      122      140      226      263
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,686,840
COMMITMENTS
 872,633  1064936  1154879  5726433  5000430  7753945  7220245  932,895  1466595

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:    260,008)
 -48,286   -4,538   31,641  218,066  179,237  201,421  206,340   58,587   53,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     12.3     13.3     65.9     57.6     89.3     83.1     10.7     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      51       70       89      123      143      223      262
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      651,988
COMMITMENTS
  58,443   70,304    3,507  469,850  467,449  531,800  541,260  120,188  110,728

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -1,060)
  -1,321    1,125    1,907    2,970      555    3,556    3,587   -4,616   -4,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     10.8      0.5     72.1     71.7     81.6     83.0     18.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      37       38       13       87       63      130      108
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      653,048
COMMITMENTS
  59,764   69,179    1,600  466,880  466,894  528,244  537,673  124,804  115,375

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      8,382)
    -958    1,482      -33    6,670   -1,898    5,679     -449    2,703    8,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     10.6      0.2     71.5     71.5     80.9     82.3     19.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      37       35       12       83       59      126      100
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,107,973
COMMITMENTS
 161,135  307,586   19,482  609,982  659,513  790,599  986,581  317,374  121,392

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:    -11,127)
  20,539  -55,131    8,107  -44,543   48,376  -15,897    1,352    4,770  -12,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     27.8      1.8     55.1     59.5     71.4     89.0     28.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      49       54       15       60       57      118      117
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,119,100
COMMITMENTS
 140,596  362,717   11,375  654,525  611,137  806,496  985,229  312,604  133,871

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     68,992)
 -11,821   60,291   -1,251   44,889  -15,785   31,817   43,255   37,175   25,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     32.4      1.0     58.5     54.6     72.1     88.0     27.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      44       58       18       62       60      116      126
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,103
COMMITMENTS
   1,323      661        0    6,458   11,221    7,781   11,882    5,322    1,221

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        165)
      81        0        0     -349       88     -268       88      433       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      5.0      0.0     49.3     85.6     59.4     90.7     40.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        0       17       15       19       17
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,938
COMMITMENTS
   1,242      661        0    6,807   11,133    8,049   11,794    4,889    1,144

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:         -5)
       3      -27        0       -1        0        2      -27       -7       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      5.1      0.0     52.6     86.0     62.2     91.2     37.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        0       19       15       21       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       37,979
COMMITMENTS
   6,810    9,825        0   26,056   19,709   32,866   29,534    5,113    8,445

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      2,637)
     511    3,503        0    1,099   -1,880    1,610    1,623    1,027    1,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     25.9      0.0     68.6     51.9     86.5     77.8     13.5     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        7        0       19       15       23       22
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       35,342
COMMITMENTS
   6,299    6,322        0   24,957   21,589   31,256   27,911    4,086    7,431

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        809)
     226      434        0      444       76      670      510      139      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     17.9      0.0     70.6     61.1     88.4     79.0     11.6     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        6        0       18       17       22       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       62,439
COMMITMENTS
   8,818   13,591        0   33,559   39,692   42,377   53,283   20,062    9,156

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:       -451)
    -193      437     -754      167      412     -780       95      329     -546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     21.8      0.0     53.7     63.6     67.9     85.3     32.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      12       17        0       33       25       45       42
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       62,890
COMMITMENTS
   9,011   13,154      754   33,392   39,280   43,157   53,188   19,733    9,702

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -1,189)
     907   -2,922      754     -457      361    1,204   -1,807   -2,393      618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     20.9      1.2     53.1     62.5     68.6     84.6     31.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      12       18        2       33       24       46       43
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      375,609
COMMITMENTS
  68,630  138,627   11,341  276,807  145,832  356,778  295,800   18,831   79,809

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:    -27,938)
  -2,305  -46,586    1,766  -28,109   11,838  -28,648  -32,982      710    5,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     36.9      3.0     73.7     38.8     95.0     78.8      5.0     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      59       72       12       43       37      110      113
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      403,547
COMMITMENTS
  70,935  185,213    9,575  304,916  133,994  385,426  328,782   18,121   74,765

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -9,040)
  -2,949  -20,790    6,917  -13,189   19,855   -9,221    5,982      181  -15,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     45.9      2.4     75.6     33.2     95.5     81.5      4.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      46       88        9       45       38       99      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       61,243
COMMITMENTS
  14,623   10,587        0   31,931   38,432   46,554   49,019   14,689   12,224

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      1,410)
    -939    2,939        0    4,681   -2,723    3,742      216   -2,332    1,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     17.3      0.0     52.1     62.8     76.0     80.0     24.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        8        0       12       15       21       23
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       59,833
COMMITMENTS
  15,562    7,648        0   27,250   41,155   42,812   48,803   17,021   11,030

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -4,064)
  -3,831     -683        0     -948   -2,478   -4,779   -3,161      715     -903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     12.8      0.0     45.5     68.8     71.6     81.6     28.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10        6        0       11       15       21       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,941
COMMITMENTS
     900    6,427        0   31,395   23,650   32,295   30,077    3,646    5,864

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        508)
      48     -660        0      272      888      320      228      188      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     17.9      0.0     87.4     65.8     89.9     83.7     10.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       2       15        0       33       29       35       44
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,433
COMMITMENTS
     852    7,087        0   31,123   22,762   31,975   29,849    3,458    5,584

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        974)
     109       -4        0    1,581       20    1,690       16     -716      958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     20.0      0.0     87.8     64.2     90.2     84.2      9.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       2       16        0       32       27       34       43
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      286,803
COMMITMENTS
  13,484   62,320    2,747  255,089  211,554  271,320  276,621   15,483   10,182

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      4,617)
    -140   -7,614    1,355     -559   11,855      656    5,596    3,961     -979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     21.7      1.0     88.9     73.8     94.6     96.4      5.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      16       53        8       38       47       60      102
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      282,186
COMMITMENTS
  13,624   69,934    1,392  255,648  199,699  270,664  271,025   11,522   11,161

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     16,188)
     562    7,048      -36   12,114   11,269   12,640   18,281    3,548   -2,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     24.8      0.5     90.6     70.8     95.9     96.0      4.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      15       52        6       41       49       60      103
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       59,019
COMMITMENTS
  18,288   17,248      422   28,495   35,398   47,205   53,068   11,814    5,951

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        927)
   1,830      -82     -208      173    2,000    1,795    1,710     -868     -783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     29.2      0.7     48.3     60.0     80.0     89.9     20.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      29       21        3       20       23       49       47
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       58,092
COMMITMENTS
  16,458   17,330      630   28,322   33,398   45,410   51,358   12,682    6,734

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:       -859)
    -599     -119      -95   -1,051     -462   -1,745     -676      886     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     29.8      1.1     48.8     57.5     78.2     88.4     21.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      26       20        3       22       23       49       45
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       39,407
COMMITMENTS
  11,664    1,597        4   23,126    5,720   34,794    7,321    4,613   32,086

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      3,261)
   1,679       66        4    1,535    1,137    3,218    1,207       43    2,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      4.1      0.0     58.7     14.5     88.3     18.6     11.7     81.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        4        1       10        8       26       12
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       36,146
COMMITMENTS
   9,985    1,531        0   21,591    4,583   31,576    6,114    4,570   30,032

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -1,036)
    -353       20        0   -1,555    1,010   -1,908    1,030      872   -2,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      4.2      0.0     59.7     12.7     87.4     16.9     12.6     83.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      12        2        0        9       10       21       12
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       37,484
COMMITMENTS
   1,609    1,738      129   18,337   29,521   20,075   31,388   17,409    6,096

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      1,920)
       0     -356      129    1,250      789    1,379      562      541    1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      4.6      0.3     48.9     78.8     53.6     83.7     46.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        9        1       18       26       22       35
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       35,564
COMMITMENTS
   1,609    2,094        0   17,087   28,732   18,696   30,826   16,868    4,738

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      1,696)
       0      -20        0      503      744      503      724    1,193      972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      5.9      0.0     48.0     80.8     52.6     86.7     47.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        9        0       18       26       21       35
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      137,967
COMMITMENTS
  60,685    9,137   15,919   28,578  100,970  105,182  126,026   32,785   11,941

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:       -993)
  -5,571   -2,998    1,602    2,677     -447   -1,292   -1,843      299      850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0      6.6     11.5     20.7     73.2     76.2     91.3     23.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      92       32       31       16       39      115       98
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      138,960
COMMITMENTS
  66,256   12,135   14,317   25,901  101,417  106,474  127,869   32,486   11,091

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -3,570)
     -26       99    1,027     -690    1,633      311    2,759   -3,881   -6,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7      8.7     10.3     18.6     73.0     76.6     92.0     23.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
     101       40       29       17       37      124      102
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      105,650
COMMITMENTS
  31,733   28,506   14,260   45,842   48,892   91,835   91,658   13,815   13,992

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      3,138)
      71   -1,925    3,181    1,159    2,015    4,411    3,271   -1,273     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     27.0     13.5     43.4     46.3     86.9     86.8     13.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      68       76       50       43       37      149      137
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      102,512
COMMITMENTS
  31,662   30,431   11,079   44,683   46,877   87,424   88,387   15,088   14,125

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -4,915)
  -6,843     -748     -175    1,248   -5,371   -5,770   -6,294      855    1,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     29.7     10.8     43.6     45.7     85.3     86.2     14.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      69       67       43       46       38      147      127
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      334,470
COMMITMENTS
 180,554   49,986   30,031   69,529  229,860  280,114  309,877   54,356   24,593

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -4,918)
 -26,255   -3,471     -229   15,215   -5,245  -11,269   -8,945    6,351    4,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0     14.9      9.0     20.8     68.7     83.7     92.6     16.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
     129       68       31       33       40      180      125
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      339,388
COMMITMENTS
 206,809   53,457   30,260   54,314  235,105  291,383  318,822   48,005   20,566

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:    -23,311)
 -17,615     -543       11    2,666  -16,050  -14,938  -16,582   -8,373   -6,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     15.8      8.9     16.0     69.3     85.9     93.9     14.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
     145       77       36       28       43      193      141
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,390
COMMITMENTS
   5,241    1,252      917    3,705    8,341    9,863   10,510    2,527    1,880

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        476)
      57      -39      -47      120       65      130      -21      346      497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     10.1      7.4     29.9     67.3     79.6     84.8     20.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        4       13        7        7       37       21
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,914
COMMITMENTS
   5,184    1,291      964    3,585    8,276    9,733   10,531    2,181    1,383

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -1,124)
    -152       24      -88      168     -413      -72     -477   -1,052     -647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     10.8      8.1     30.1     69.5     81.7     88.4     18.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        4       15        7        6       39       22
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      126,404
COMMITMENTS
  52,487    6,229    8,668   49,469   86,236  110,624  101,133   15,780   25,271

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      1,752)
     154     -503    1,383   -1,566       17      -29      897    1,781      855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5      4.9      6.9     39.1     68.2     87.5     80.0     12.5     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      69       22       31       56       60      135      105
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      124,652
COMMITMENTS
  52,333    6,732    7,285   51,035   86,219  110,653  100,236   13,999   24,416

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      3,861)
  -2,115     -727    1,226    5,259    2,463    4,370    2,962     -509      899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0      5.4      5.8     40.9     69.2     88.8     80.4     11.2     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      67       25       34       56       68      137      115
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       36,263
COMMITMENTS
   9,642       60      883   16,741   27,353   27,266   28,296    8,997    7,967

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        -17)
    -537     -100     -193      843    1,348      113    1,055     -130   -1,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      0.2      2.4     46.2     75.4     75.2     78.0     24.8     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        2        8       21       20       44       28
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       36,280
COMMITMENTS
  10,179      160    1,076   15,898   26,005   27,153   27,241    9,127    9,039

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        607)
    -806     -562      254    1,384      829      832      521     -225       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      0.4      3.0     43.8     71.7     74.8     75.1     25.2     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      21        2        6       20       17       43       23
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      116,387
COMMITMENTS
  24,917   24,994    7,455   70,759   74,888  103,131  107,337   13,256    9,050

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -6,432)
  -6,216    1,948     -252    2,554   -8,151   -3,914   -6,455   -2,518       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     21.5      6.4     60.8     64.3     88.6     92.2     11.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      64       56       46       59       61      157      140
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      122,819
COMMITMENTS
  31,133   23,046    7,707   68,205   83,039  107,045  113,792   15,774    9,027

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:       -113)
  -2,977      244     -977    1,207   -1,185   -2,747   -1,918    2,634    1,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     18.8      6.3     55.5     67.6     87.2     92.7     12.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      81       50       49       50       65      169      138
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,344
COMMITMENTS
  15,324    3,595    3,017   10,455   23,251   28,796   29,863    3,548    2,481

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      1,288)
   1,545      -24     -690      946    1,418    1,801      704     -513      584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     11.1      9.3     32.3     71.9     89.0     92.3     11.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      60       24       21       20       20       93       54
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,056
COMMITMENTS
  13,779    3,619    3,707    9,509   21,833   26,995   29,159    4,061    1,897

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      3,075)
   1,379   -1,624    1,551      386    2,834    3,316    2,761     -241      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     11.7     11.9     30.6     70.3     86.9     93.9     13.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      63       23       26       20       20       97       57
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      146,129
COMMITMENTS
  30,840   32,218    2,990  102,163  103,891  135,993  139,099   10,136    7,030

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      9,908)
    -295     -159    1,633    8,050    7,850    9,388    9,324      520      584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     22.0      2.0     69.9     71.1     93.1     95.2      6.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      50       50       15       52       37      109       98
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      136,221
COMMITMENTS
  31,135   32,377    1,357   94,113   96,041  126,605  129,775    9,616    6,446

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      2,368)
   1,204    2,450     -511      910     -574    1,603    1,365      765    1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     23.8      1.0     69.1     70.5     92.9     95.3      7.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      57       48        9       55       38      115       93
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      460,599
COMMITMENTS
 147,414   31,696   33,962  214,568  357,341  395,944  422,999   64,655   37,600

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:    -12,063)
 -19,936   -5,942    2,795   10,720  -14,205   -6,421  -17,352   -5,642    5,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      6.9      7.4     46.6     77.6     86.0     91.8     14.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      66       25       32       55       55      139       96
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      472,662
COMMITMENTS
 167,350   37,638   31,167  203,848  371,546  402,365  440,351   70,297   32,311

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -3,106)
   1,739   -2,073    1,523   -1,531   -3,433    1,731   -3,983   -4,837      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4      8.0      6.6     43.1     78.6     85.1     93.2     14.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      67       30       31       55       56      144       97
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       83,960
COMMITMENTS
  18,780   14,589   10,322   47,298   54,473   76,400   79,384    7,560    4,576

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:       -852)
    -701     -633      435      634       84      368     -114   -1,220     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     17.4     12.3     56.3     64.9     91.0     94.5      9.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      87       70       52       89       81      207      184
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       84,812
COMMITMENTS
  19,481   15,222    9,887   46,664   54,389   76,032   79,498    8,780    5,314

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -1,056)
   1,521     -844      132     -156    2,615    1,497    1,903   -2,553   -2,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     17.9     11.7     55.0     64.1     89.6     93.7     10.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      84       79       56       85       78      211      180
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       33,202
COMMITMENTS
  26,542    2,857    2,240    1,548   25,938   30,330   31,035    2,872    2,167

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:       -848)
  -1,264     -716       52      238     -690     -974   -1,354      126      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.9      8.6      6.7      4.7     78.1     91.3     93.5      8.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      35       10        6        8        9       45       24
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       34,050
COMMITMENTS
  27,806    3,573    2,188    1,310   26,628   31,304   32,389    2,746    1,661

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      9,811)
  10,780      230      166      344    9,587   11,290    9,983   -1,479     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.7     10.5      6.4      3.8     78.2     91.9     95.1      8.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      38       12        8        7        9       48       27
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       21,871
COMMITMENTS
  13,379    1,363        0    3,685   17,824   17,064   19,187    4,807    2,684

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        442)
     305     -146        0      441    1,535      746    1,389     -304     -947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2      6.2      0.0     16.8     81.5     78.0     87.7     22.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        2        0        3       11       11       13
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       21,429
COMMITMENTS
  13,074    1,509        0    3,244   16,289   16,318   17,798    5,111    3,631

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.0      7.0      0.0     15.1     76.0     76.1     83.1     23.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        2        0        3       10       10       12
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      166,299
COMMITMENTS
  15,898   26,642   19,713  103,010   94,709  138,621  141,064   27,678   25,235

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -7,034)
  -1,721    2,213   -2,941    1,324   -5,180   -3,338   -5,908   -3,696   -1,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     16.0     11.9     61.9     57.0     83.4     84.8     16.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      31       29       34       69       61      118      109
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      173,333
COMMITMENTS
  17,619   24,429   22,654  101,686   99,889  141,959  146,972   31,374   26,361

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -1,895)
  -2,070      154      410      593   -7,960   -1,067   -7,396     -828    5,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     14.1     13.1     58.7     57.6     81.9     84.8     18.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      31       33       40       69       64      122      116
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      527,674
COMMITMENTS
  48,162   84,098  169,188  243,301  246,620  460,651  499,906   67,023   27,768

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:    -31,579)
 -20,024   -1,899   -8,960       40  -13,861  -28,944  -24,720   -2,635   -6,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     15.9     32.1     46.1     46.7     87.3     94.7     12.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      50       46       61       86       73      170      148
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      559,253
COMMITMENTS
  68,186   85,997  178,148  243,261  260,481  489,595  524,626   69,658   34,627

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      3,154)
  11,822    5,578   -9,343   -3,189   -1,812     -710   -5,577    3,864    8,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     15.4     31.9     43.5     46.6     87.5     93.8     12.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      57       47       69       88       78      186      156
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,426
COMMITMENTS
   2,538        0      698   30,330   36,034   33,566   36,732    6,860    3,694

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.0      1.7     75.0     89.1     83.0     90.9     17.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       13       15       14
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,072
COMMITMENTS
       0    6,650      956   29,139   21,507   30,095   29,113    5,977    6,959

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -2,462)
       0   -1,279     -473   -1,336    1,555   -1,809     -197     -653   -2,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.4      2.7     80.8     59.6     83.4     80.7     16.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       14       13       16       15
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,534
COMMITMENTS
       0    7,929    1,429   30,475   19,952   31,904   29,310    6,630    9,224

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.6      3.7     79.1     51.8     82.8     76.1     17.2     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       17       14       19       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,164
COMMITMENTS
  10,411    2,091    3,792   81,370   86,147   95,573   92,030    6,591   10,134

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:         91)
   2,366   -1,606    1,492   -1,979      959    1,879      845   -1,788     -754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      2.0      3.7     79.6     84.3     93.5     90.1      6.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        5       27       27       33       32
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,073
COMMITMENTS
   8,045    3,697    2,300   83,349   85,188   93,694   91,185    8,379   10,888

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        811)
    -455     -151       -2    2,553      172    2,096       19   -1,285      792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      3.6      2.3     81.7     83.5     91.8     89.3      8.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        4       26       26       31       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,235
COMMITMENTS
   5,336    8,332        0   45,283   40,859   50,619   49,191    5,616    7,044

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      1,188)
    -563        0        0    2,358    1,162    1,795    1,162     -607       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     14.8      0.0     80.5     72.7     90.0     87.5     10.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       14       16       15       18
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,047
COMMITMENTS
   5,899    8,332        0   42,925   39,697   48,824   48,029    6,223    7,018

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:       -172)
       0        0        0       80      106       80      106     -252     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     15.1      0.0     78.0     72.1     88.7     87.3     11.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       14       16       16       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,773
COMMITMENTS
       0   15,108    2,828   54,141   45,328   56,969   63,264    9,804    3,509

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:    -10,469)
    -302   -4,992    1,012  -13,981   -7,480  -13,271  -11,460    2,802      991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     22.6      4.2     81.1     67.9     85.3     94.7     14.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        3       16       16       19       19
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,242
COMMITMENTS
     302   20,100    1,816   68,122   52,808   70,240   74,724    7,002    2,518

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      7,033)
     300     -500      267    5,932    7,235    6,499    7,002      534       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     26.0      2.4     88.2     68.4     90.9     96.7      9.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        4       18       18       23       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,367
COMMITMENTS
  20,911    5,691    5,668   37,347   53,315   63,926   64,674    6,441    5,693

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -2,401)
  -4,587   -2,074    1,578       62     -303   -2,947     -799      546   -1,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      8.1      8.1     53.1     75.8     90.8     91.9      9.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       19       21       22       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,768
COMMITMENTS
  25,498    7,765    4,090   37,285   53,618   66,873   65,473    5,895    7,295

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      2,512)
     249   -3,481    1,292    2,905    4,321    4,446    2,132   -1,934      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     10.7      5.6     51.2     73.7     91.9     90.0      8.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        3       18       19       22       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,111
COMMITMENTS
       0    1,315    1,433   62,680   54,287   64,113   57,035      998    8,076

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:       -267)
       0   -2,965      308     -178    3,479      130      822     -397   -1,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      2.2     96.3     83.4     98.5     87.6      1.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       17       21       18       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,378
COMMITMENTS
       0    4,280    1,125   62,858   50,808   63,983   56,213    1,395    9,165

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      1,488)
       0     -332     -202    2,542    2,360    2,340    1,826     -852     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      1.7     96.1     77.7     97.9     86.0      2.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       17       20       18       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,854
COMMITMENTS
     968    9,368    1,159   51,586   43,944   53,713   54,471    5,141    4,383

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -8,596)
     968      834   -1,799   -6,889   -6,886   -7,720   -7,851     -876     -745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     15.9      2.0     87.7     74.7     91.3     92.6      8.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       22       15       25       17
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,450
COMMITMENTS
       0    8,534    2,958   58,475   50,830   61,433   62,322    6,017    5,128

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      1,922)
       0     -312      330    3,246    4,693    3,576    4,711   -1,654   -2,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.7      4.4     86.7     75.4     91.1     92.4      8.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       22       17       24       19
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,121
COMMITMENTS
       0    2,573      644   37,919   39,158   38,563   42,375    8,558    4,746

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        458)
       0      428        0        0      -32        0      396      458       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.5      1.4     80.5     83.1     81.8     89.9     18.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       14       14       15       15
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,663
COMMITMENTS
       0    2,145      644   37,919   39,190   38,563   41,979    8,100    4,684

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        762)
       0      -96      204      708      502      912      610     -150      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      1.4     81.3     84.0     82.6     90.0     17.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       14       13       15       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,273
COMMITMENTS
  13,271        0    2,674   32,083   46,059   48,028   48,733    7,245    6,540

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -2,248)
   6,900      -70   -2,970   -5,478      785   -1,548   -2,255     -700        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      0.0      4.8     58.0     83.3     86.9     88.2     13.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        3       14       17       18       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,521
COMMITMENTS
   6,371       70    5,644   37,561   45,274   49,576   50,988    7,945    6,533

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:       -322)
     330   -1,328     -330      313    1,413      313     -245     -635      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      0.1      9.8     65.3     78.7     86.2     88.6     13.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       19       19       22       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,387
COMMITMENTS
   2,641        0    3,675   35,897   33,632   42,213   37,307    7,174   12,080

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      1,548)
     593        0   -2,007    3,236    2,964    1,822      957     -274      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.0      7.4     72.7     68.1     85.5     75.5     14.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       15       13       17       15
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,839
COMMITMENTS
   2,048        0    5,682   32,661   30,668   40,391   36,350    7,448   11,489

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0     11.9     68.3     64.1     84.4     76.0     15.6     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       13       13       15       15
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,101
COMMITMENTS
  22,302    2,160      120   44,011   65,819   66,433   68,099    2,668    1,002

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      3.1      0.2     63.7     95.3     96.1     98.5      3.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       13       15       15       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,343,590
COMMITMENTS
 345,957   87,974  246,376  731,247  997,742  1323580  1332092   20,010   11,498

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:    -50,897)
  -8,232   -2,171   -2,215  -39,508  -46,682  -49,955  -51,068     -942      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      6.5     18.3     54.4     74.3     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      29       10       32       86       77      124      111
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,394,487
COMMITMENTS
 354,189   90,145  248,591  770,755  1044424  1373535  1383160   20,952   11,327

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     30,272)
  11,802    7,484        1   20,481   26,328   32,284   33,813   -2,012   -3,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      6.5     17.8     55.3     74.9     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      29       10       30       92       82      128      115
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      246,513
COMMITMENTS
  56,479   68,945   61,929  124,904  114,541  243,312  245,415    3,201    1,098

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:    -29,605)
  -6,004  -15,619   -5,800  -18,439   -7,951  -30,243  -29,370      638     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     28.0     25.1     50.7     46.5     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14        6       17       29       27       49       44
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      276,118
COMMITMENTS
  62,483   84,564   67,729  143,343  122,492  273,555  274,785    2,563    1,333

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     25,441)
  -8,143   12,595   11,387   23,113    2,126   26,357   26,108     -916     -667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     30.6     24.5     51.9     44.4     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      14        8       18       32       30       53       49
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       73,701
COMMITMENTS
  26,306    9,420   10,326   36,955   53,853   73,587   73,599      114      102

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -3,146)
    -544     -380     -460   -2,068   -2,328   -3,072   -3,168      -74       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     12.8     14.0     50.1     73.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        6        9       37       39       46       48
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       76,847
COMMITMENTS
  26,850    9,800   10,786   39,023   56,181   76,659   76,767      188       80

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        747)
    -760     -660      724      803    1,043      767    1,107      -20     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     12.8     14.0     50.8     73.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        6        9       36       42       46       51
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,748
COMMITMENTS
   4,719    4,911    2,201   20,828   20,085   27,748   27,197        0      551

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:         18)
  -1,366       63      151    1,339     -132      124       82     -106      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     17.7      7.9     75.1     72.4    100.0     98.0      0.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        6       21       23       28       29
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,730
COMMITMENTS
   6,085    4,848    2,050   19,489   20,217   27,624   27,115      106      615

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        132)
     900        0     -468     -300      600      132      132        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     17.5      7.4     70.3     72.9     99.6     97.8      0.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        5       22       23       29       28
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,019
COMMITMENTS
   2,745    3,381    2,106    6,168    5,532   11,019   11,019        0        0

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      1,612)
   2,002      -78     -348      -42    2,038    1,612    1,612        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     30.7     19.1     56.0     50.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       14        9       19       13
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,407
COMMITMENTS
     743    3,459    2,454    6,210    3,494    9,407    9,407        0        0

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        164)
       0      164        0      164        0      164      164        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     36.8     26.1     66.0     37.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        3       14        9       19       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,356
COMMITMENTS
   3,460    4,008    1,632   12,034   11,218   17,126   16,858      230      498

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:       -274)
     -12      328     -268      316     -344       36     -284     -310       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     23.1      9.4     69.3     64.6     98.7     97.1      1.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        7       18       21       25       28
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,630
COMMITMENTS
   3,472    3,680    1,900   11,718   11,562   17,090   17,142      540      488

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        100)
     572     -188      -72     -520      132      -20     -128      120      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     20.9     10.8     66.5     65.6     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        7       19       21       27       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,724
COMMITMENTS
  11,200      120    1,330   10,478   22,046   23,008   23,496      716      228

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -1,142)
    -160        0     -200     -870     -938   -1,230   -1,138       88       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2      0.5      5.6     44.2     92.9     97.0     99.0      3.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       22       26       25       29
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,866
COMMITMENTS
  11,360      120    1,530   11,348   22,984   24,238   24,634      628      232

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      730      560      730      560     -230      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7      0.5      6.2     45.6     92.4     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       23       26       26       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,046
COMMITMENTS
   1,650       80      800    7,576    9,126   10,026   10,006       20       40

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        150)
      20      -40      -20      154      230      154      170       -4      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      0.8      8.0     75.4     90.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       15       11       17       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,896
COMMITMENTS
   1,630      120      820    7,422    8,896    9,872    9,836       24       60

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      520      280      520      280     -280      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      1.2      8.3     75.0     89.9     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       16       12       18       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      821,833
COMMITMENTS
 120,127  162,167  126,950  521,071  461,207  768,148  750,324   53,685   71,509

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:      4,424)
    -526    3,430    3,330   -2,038   -3,773      766    2,987    3,658    1,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     19.7     15.4     63.4     56.1     93.5     91.3      6.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      43      107       87       75       81      184      216
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      817,409
COMMITMENTS
 120,653  158,737  123,620  523,109  464,980  767,382  747,337   50,027   70,072

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:    -42,730)
  -3,250    8,716  -10,247  -26,802  -38,159  -40,299  -39,690   -2,431   -3,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     19.4     15.1     64.0     56.9     93.9     91.4      6.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      46      103       82       76       78      184      204
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,180
COMMITMENTS
   9,189    2,259      327    2,091   11,070   11,607   13,656    2,573      524

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:        275)
    -196        9      151      616      291      571      451     -296     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.8     15.9      2.3     14.7     78.1     81.9     96.3     18.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      65       10        6       10       29       79       44
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,905
COMMITMENTS
   9,385    2,250      176    1,475   10,779   11,036   13,205    2,869      700

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        650)
     312     -213       11       44      615      367      413      283      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.5     16.2      1.3     10.6     77.5     79.4     95.0     20.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      62       10        2       10       27       74       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,075
COMMITMENTS
   8,024      472       12      891    9,434    8,927    9,918    2,148    1,157

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -1,699)
  -1,810      -92      -35      213   -1,370   -1,632   -1,497      -67     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.5      4.3      0.1      8.0     85.2     80.6     89.6     19.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      27        4        1        9       17       36       22
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,774
COMMITMENTS
   9,834      564       47      678   10,804   10,559   11,415    2,215    1,359

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        214)
     473       28       35     -170      134      338      197     -124       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.0      4.4      0.4      5.3     84.6     82.7     89.4     17.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      32        6        2       10       18       43       25
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 11/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      129,907
COMMITMENTS
  28,497    4,752    8,987   81,206  106,839  118,690  120,578   11,217    9,329

CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST:     -8,694)
      36    1,700   -3,306   -5,102   -6,247   -8,372   -7,853     -322     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      3.7      6.9     62.5     82.2     91.4     92.8      8.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      45       21       35       58       67      122      107
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 10/25/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      138,601
COMMITMENTS
  28,461    3,052   12,293   86,308  113,086  127,062  128,431   11,539   10,170

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      4,833)
     826     -845    1,316    3,565    3,578    5,707    4,049     -874      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      2.2      8.9     62.3     81.6     91.7     92.7      8.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      48       13       34       68       76      130      111
 

Updated October 14, 2005