WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      297,365
COMMITMENTS
  50,384   96,463   33,296  186,574  128,051  270,254  257,810   27,111   39,555

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -7,997)
  -1,677    4,631  -12,744    5,637    1,669   -8,784   -6,444      787   -1,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     32.4     11.2     62.7     43.1     90.9     86.7      9.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      73      135       85       52       65      181      244
 
 
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
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      867,838
COMMITMENTS
 170,585  174,536   86,497  454,258  409,859  711,340  670,892  156,498  196,946

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      7,974)
   9,853    6,754   -2,125   -6,353    5,755    1,375   10,384    6,599   -2,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     20.1     10.0     52.3     47.2     82.0     77.3     18.0     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      570)
     150      130      123      190      194      406      409
 
 
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
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,089
COMMITMENTS
   3,647      420       20    1,176    5,446    4,843    5,886    2,246    1,203

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        545)
     681      200      -72      161      301      770      429     -225      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4      5.9      0.3     16.6     76.8     68.3     83.0     31.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        6        2       11       12       27       18
 
 
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
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      270,161
COMMITMENTS
  47,024   43,007   27,182  151,917  129,973  226,123  200,162   44,038   69,999

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -4,475)
    -789   -1,725   -1,039   -4,292      160   -6,120   -2,604    1,645   -1,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     15.9     10.1     56.2     48.1     83.7     74.1     16.3     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      66       92       67       84       97      200      226
 
 
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
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      171,933
COMMITMENTS
  39,247   16,804   24,862   84,785  112,263  148,894  153,929   23,039   18,004

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        394)
    -634    3,845    1,459    1,456   -6,564    2,281   -1,260   -1,887    1,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8      9.8     14.5     49.3     65.3     86.6     89.5     13.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      41       37       42       49       47      115      116
 
 
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
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      614,382
COMMITMENTS
  94,218  123,407   15,193  383,036  306,565  492,447  445,165  121,935  169,217

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     12,568)
   9,045  -18,939    5,839  -12,907   14,829    1,977    1,729   10,591   10,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     20.1      2.5     62.3     49.9     80.2     72.5     19.8     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      24       37       30       65       74      107      123
 
 
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
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      137,339
COMMITMENTS
  19,515   21,407   16,082   75,685   74,632  111,282  112,121   26,057   25,218

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -3,561)
     637     -751     -159   -1,951   -3,584   -1,473   -4,494   -2,088      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     15.6     11.7     55.1     54.3     81.0     81.6     19.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      33       37       34       47       43      104      102
 
 
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
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,455
COMMITMENTS
   3,086      271      757    1,933    5,600    5,776    6,628    1,679      827

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        -35)
     402     -306     -126     -505      665     -229      233      194     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4      3.6     10.2     25.9     75.1     77.5     88.9     22.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17        5        6       14       16       33       25
 
 
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
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      362,070
COMMITMENTS
 104,934   90,606    2,158  183,777  163,312  290,869  256,076   71,201  105,994

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      5,966)
   9,843     -965      152   -3,411    7,954    6,584    7,141     -618   -1,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     25.0      0.6     50.8     45.1     80.3     70.7     19.7     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      23       26        6       46       50       72       79
 
 
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
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,788,392
COMMITMENTS
 400,177  389,957   60,197  1090669  947,345  1551043  1397499  237,349  390,893

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     41,906)
  48,979  -27,768   14,621  -17,488   68,477   46,112   55,330   -4,206  -13,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     21.8      3.4     61.0     53.0     86.7     78.1     13.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      70       58       35       95      107      180      185
 
 
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
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,469,846
COMMITMENTS
 277,060  463,890   45,613  1013885  671,224  1336558  1180727  133,288  289,119

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     25,751)
  23,175      152    5,356       87   36,688   28,618   42,196   -2,867  -16,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     31.6      3.1     69.0     45.7     90.9     80.3      9.1     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      43       46       30       68       75      119      143
 
 
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
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      325,079
COMMITMENTS
  97,742   82,782   42,668  143,587  165,420  283,997  290,870   41,082   34,209

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:   -111,113)
 -57,386  -21,997   -8,024  -52,397  -80,288 -117,807 -110,309    6,694     -804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     25.5     13.1     44.2     50.9     87.4     89.5     12.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      29       24       31       45       48       91       88
 
 
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
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       37,543
COMMITMENTS
   5,702    7,763        5   25,935   17,645   31,642   25,413    5,901   12,130

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        -77)
     572     -735        5      -79      318      498     -412     -575      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     20.7      0.0     69.1     47.0     84.3     67.7     15.7     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14       10        1       18       11       32       22
 
 
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 AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       70,291
COMMITMENTS
  27,286   22,675      580   25,747   38,319   53,613   61,574   16,678    8,717

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,345)
  -1,456   -4,382      -34    2,466    2,993      976   -1,423   -2,321       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     32.3      0.8     36.6     54.5     76.3     87.6     23.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      28       21        5       20       14       50       38
 
 
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
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,553
COMMITMENTS
   6,917    3,463       56   26,232   29,278   33,205   32,797      348      756

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        824)
      95      -73        0      789      871      884      798      -60       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     10.3      0.2     78.2     87.3     99.0     97.7      1.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8       12        3       21       20       31       33
 
 
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
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,916
COMMITMENTS
     196    2,455      439   13,061    8,214   13,696   11,108    5,220    7,808

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,865)
    -683       -2      -58     -805   -1,360   -1,546   -1,420     -319     -445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     13.0      2.3     69.0     43.4     72.4     58.7     27.6     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        8        7       17       13       25       23
 
 
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
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      111,740
COMMITMENTS
  25,055   23,993   21,454   48,995   35,769   95,504   81,216   16,236   30,524

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,614)
   2,215      127   -4,361     -252    2,200   -2,398   -2,034      784      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     21.5     19.2     43.8     32.0     85.5     72.7     14.5     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      47       53       58       29       40      124      121
 
 
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
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,315
COMMITMENTS
     400      373       37      272      186      709      596      606      719

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        -96)
      11        4      -82      -29       57     -100      -21        4      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     28.4      2.8     20.7     14.1     53.9     45.3     46.1     54.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7       10        1        3        3       11       13
 
 
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
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      166,183
COMMITMENTS
  53,997   18,117   21,679   70,047   76,137  145,723  115,933   20,460   50,250

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,877)
   2,572    1,335   -3,197   -2,256   -3,033   -2,881   -4,895    1,004    3,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     10.9     13.0     42.2     45.8     87.7     69.8     12.3     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      74       45       54       63      110      171      185
 
 
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
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,475
COMMITMENTS
   2,058      308      211      509    2,241    2,778    2,760    1,697    1,715

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        796)
     588     -247       61      -54      756      595      570      201      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0      6.9      4.7     11.4     50.1     62.1     61.7     37.9     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      22       11       10       10       24       39       38
 
 
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
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,240
COMMITMENTS
  11,958    3,863    3,571    7,762    7,219   23,291   14,653    4,949   13,587

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        708)
     795      490     -219       46     -585      622     -314       86    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     13.7     12.6     27.5     25.6     82.5     51.9     17.5     48.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      45       22       24       32       44       94       79
 
 
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
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      104,351
COMMITMENTS
  37,234   10,894      775   36,159   64,385   74,168   76,054   30,183   28,297

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -3,875)
  -7,201    3,619      -17    5,998  -18,411   -1,220  -14,809   -2,655   10,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     10.4      0.7     34.7     61.7     71.1     72.9     28.9     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      26       15        6       19       23       48       41
 
 
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
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       84,753
COMMITMENTS
  13,830   48,500        0   63,424   12,442   77,254   60,942    7,499   23,811

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     15,179)
     193   13,084      -55   16,239    1,068   16,377   14,097   -1,198    1,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     57.2      0.0     74.8     14.7     91.2     71.9      8.8     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4       29        0       19        8       23       37
 
 
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
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       91,692
COMMITMENTS
  67,361    5,207        0   17,982   82,968   85,343   88,175    6,349    3,517

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     21,802)
  18,309       76        0    3,378   22,693   21,687   22,769      115     -967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.5      5.7      0.0     19.6     90.5     93.1     96.2      6.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      54        9        0       17       19       71       28
 
 
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
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       80,390
COMMITMENTS
  10,489   29,859        4   53,470   28,012   63,963   57,875   16,427   22,515

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     10,807)
   1,326    6,387       -2    9,051      728   10,375    7,113      432    3,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     37.1      0.0     66.5     34.8     79.6     72.0     20.4     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9       15        1       21       13       31       28
 
 
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
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      197,715
COMMITMENTS
  19,428   84,056      884  152,664   80,124  172,976  165,064   24,739   32,651

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,912)
    -434   -2,108      809    2,438    5,367    2,813    4,068     -901   -2,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     42.5      0.4     77.2     40.5     87.5     83.5     12.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      24       45        4       28       19       53       67
 
 
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
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      159,878
COMMITMENTS
  29,558   36,185    1,375   81,207   68,774  112,140  106,334   47,738   53,544

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     15,572)
   3,126   16,751      457    7,638   -6,416   11,221   10,792    4,351    4,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     22.6      0.9     50.8     43.0     70.1     66.5     29.9     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      33       35        8       25       25       62       65
 
 
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
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       36,994
COMMITMENTS
   7,467      721        0   25,262   28,487   32,729   29,208    4,265    7,786

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -2,949)
  -1,594        0     -500   -1,939   -4,591   -4,033   -5,091    1,084    2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      1.9      0.0     68.3     77.0     88.5     79.0     11.5     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       11       15       13       16
 
 
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
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,194,720
COMMITMENTS
 1038534  1232759  1300971  5932895  5146591  8272400  7680321  922,320  1514399

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:    297,373)
 119,829  124,821   52,839  133,302  112,076  305,970  289,736   -8,597    7,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     13.4     14.1     64.5     56.0     90.0     83.5     10.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      63       66       94      128      146      237      270
 
 
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
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      654,135
COMMITMENTS
  57,116   65,796    2,990  462,928  468,246  523,034  537,032  131,101  117,103

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      2,147)
  -1,327   -4,508     -517   -6,922      797   -8,766   -4,228   10,913    6,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     10.1      0.5     70.8     71.6     80.0     82.1     20.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      33       36       15       84       63      126      105
 
 
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
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,136,772
COMMITMENTS
 164,015  331,866   20,381  639,566  678,045  823,962  1030292  312,810  106,480

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     28,799)
   2,880   24,280      899   29,584   18,532   33,363   43,711   -4,564  -14,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     29.2      1.8     56.3     59.6     72.5     90.6     27.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      50       53       16       61       60      120      120
 
 
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
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,198
COMMITMENTS
   1,277      649        0    6,676   11,318    7,953   11,967    5,245    1,231

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:         95)
     -46      -12        0      218       97      172       85      -77       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      4.9      0.0     50.6     85.8     60.3     90.7     39.7      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 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
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       39,059
COMMITMENTS
   7,096    9,182        0   26,679   22,935   33,775   32,117    5,284    6,942

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,080)
     286     -643        0      623    3,226      909    2,583      171   -1,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     23.5      0.0     68.3     58.7     86.5     82.2     13.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        6        0       18       17       23       23
 
 
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
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       62,037
COMMITMENTS
  11,070   13,146       56   33,637   37,908   44,763   51,110   17,274   10,927

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -402)
   2,252     -445       56       78   -1,784    2,386   -2,173   -2,788    1,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     21.2      0.1     54.2     61.1     72.2     82.4     27.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      12       15        1       37       24       50       39
 
 
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 (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      348,468
COMMITMENTS
 109,127   94,421    4,600  214,262  191,324  327,989  290,345   20,479   58,123

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:    -27,141)
  40,497  -44,206   -6,741  -62,545   45,492  -28,789   -5,455    1,648  -21,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     27.1      1.3     61.5     54.9     94.1     83.3      5.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      70       70       13       41       40      118      116
 
 
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
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       68,200
COMMITMENTS
  17,183   13,112        0   36,510   39,067   53,693   52,179   14,507   16,021

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      6,957)
   2,560    2,525        0    4,579      635    7,139    3,160     -182    3,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     19.2      0.0     53.5     57.3     78.7     76.5     21.3     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       11        0       14       15       22       26
 
 
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
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,586
COMMITMENTS
   1,508    5,994        0   31,700   23,279   33,208   29,273    4,378    8,313

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,645)
     608     -433        0      305     -371      913     -804      732    2,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     15.9      0.0     84.3     61.9     88.4     77.9     11.6     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       2       15        0       32       27       34       42
 
 
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 (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      284,688
COMMITMENTS
  16,447   59,865    2,587  242,940  211,431  261,974  273,883   22,714   10,805

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -2,115)
   2,963   -2,455     -160  -12,149     -123   -9,346   -2,738    7,231      623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     21.0      0.9     85.3     74.3     92.0     96.2      8.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      25       49        8       39       47       70       98
 
 
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
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       65,904
COMMITMENTS
  20,925   23,872    1,246   32,797   35,495   54,968   60,613   10,936    5,291

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      6,885)
   2,637    6,624      824    4,302       97    7,763    7,545     -878     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     36.2      1.9     49.8     53.9     83.4     92.0     16.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      31       26        2       22       23       54       50
 
 
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       46,126
COMMITMENTS
  17,192    3,618        4   24,434    7,462   41,630   11,084    4,496   35,042

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      6,719)
   5,528    2,021        0    1,308    1,742    6,836    3,763     -117    2,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3      7.8      0.0     53.0     16.2     90.3     24.0      9.7     76.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18        9        1       11       11       30       20
 
 
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
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       35,652
COMMITMENTS
   1,579    1,694      136   18,828   28,012   20,543   29,842   15,109    5,810

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,832)
     -30      -44        7      491   -1,509      468   -1,546   -2,300     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      4.8      0.4     52.8     78.6     57.6     83.7     42.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        8        2       19       27       23       37
 
 
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
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      143,966
COMMITMENTS
  62,257   11,181   16,487   31,933  103,861  110,677  131,529   33,289   12,437

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      5,999)
   1,572    2,044      568    3,355    2,891    5,495    5,503      504      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2      7.8     11.5     22.2     72.1     76.9     91.4     23.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      92       36       33       16       39      114      102
 
 
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
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      109,378
COMMITMENTS
  34,052   28,313   15,138   46,361   51,941   95,551   95,392   13,827   13,986

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      3,728)
   2,319     -193      878      519    3,049    3,716    3,734       12       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     25.9     13.8     42.4     47.5     87.4     87.2     12.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      65       80       51       43       41      151      144
 
 
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
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      317,076
COMMITMENTS
 167,250   44,139   30,469   67,808  218,224  265,527  292,832   51,549   24,244

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:    -17,394)
 -13,304   -5,847      438   -1,721  -11,636  -14,587  -17,045   -2,807     -349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.7     13.9      9.6     21.4     68.8     83.7     92.4     16.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     131       56       34       36       43      183      122
 
 
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
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,253
COMMITMENTS
   5,132    1,855      712    3,282    7,412    9,126    9,979    3,127    2,274

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -137)
    -109      603     -205     -423     -929     -737     -531      600      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     15.1      5.8     26.8     60.5     74.5     81.4     25.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19        3       13        7        6       38       19
 
 
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
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      134,039
COMMITMENTS
  49,309    6,090   13,065   55,773   88,986  118,147  108,141   15,892   25,898

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      7,635)
  -3,178     -139    4,397    6,304    2,750    7,523    7,008      112      627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      4.5      9.7     41.6     66.4     88.1     80.7     11.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      68       24       41       58       62      140      117
 
 
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 - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       36,753
COMMITMENTS
   8,935       83    1,382   17,237   27,430   27,554   28,895    9,199    7,858

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        490)
    -707       23      499      496       77      288      599      202     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      0.2      3.8     46.9     74.6     75.0     78.6     25.0     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        3       10       21       21       45       31
 
 
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
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      114,822
COMMITMENTS
  23,645   28,454    5,554   73,216   70,836  102,415  104,844   12,407    9,978

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,565)
  -1,272    3,460   -1,901    2,457   -4,052     -716   -2,493     -849      928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     24.8      4.8     63.8     61.7     89.2     91.3     10.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      56       66       50       61       59      156      146
 
 
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
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,670
COMMITMENTS
  16,462    3,593    3,048   11,136   25,351   30,646   31,992    4,024    2,678

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      2,326)
   1,138       -2       31      681    2,100    1,850    2,129      476      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5     10.4      8.8     32.1     73.1     88.4     92.3     11.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      62       28       20       21       18       95       56
 
 
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
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      134,913
COMMITMENTS
  27,919   36,649    4,339   93,120   87,852  125,378  128,840    9,535    6,073

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:    -11,216)
  -2,921    4,431    1,349   -9,043  -16,039  -10,615  -10,259     -601     -957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     27.2      3.2     69.0     65.1     92.9     95.5      7.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      48       47       23       51       37      111      103
 
 
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
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      464,156
COMMITMENTS
 142,067   33,967   36,266  219,229  357,724  397,562  427,957   66,594   36,199

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      3,557)
  -5,347    2,271    2,304    4,661      383    1,618    4,958    1,939   -1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      7.3      7.8     47.2     77.1     85.7     92.2     14.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      65       26       35       57       55      144       97
 
 
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
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       87,206
COMMITMENTS
  21,814   14,581   10,960   46,194   57,601   78,968   83,142    8,238    4,064

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      3,246)
   3,034       -8      638   -1,104    3,128    2,568    3,758      678     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     16.7     12.6     53.0     66.1     90.6     95.3      9.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      95       69       55       81       80      210      181
 
 
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
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       38,747
COMMITMENTS
  29,756    2,851    2,088    3,379   32,123   35,223   37,062    3,524    1,685

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      5,545)
   3,214       -6     -152    1,831    6,185    4,893    6,027      652     -482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8      7.4      5.4      8.7     82.9     90.9     95.7      9.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      39        6        3        8        8       48       17
 
 
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
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       23,309
COMMITMENTS
  15,434      800        0    3,031   19,485   18,465   20,285    4,844    3,024

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,438)
   2,055     -563        0     -654    1,661    1,401    1,098       37      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.2      3.4      0.0     13.0     83.6     79.2     87.0     20.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        1        0        3       11       10       12
 
 
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
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      169,181
COMMITMENTS
  13,991   22,949   20,905  103,510  100,190  138,406  144,044   30,775   25,137

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      2,882)
  -1,907   -3,693    1,192      500    5,481     -215    2,980    3,097      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     13.6     12.4     61.2     59.2     81.8     85.1     18.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      27       30       33       72       63      119      108
 
 
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
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      543,504
COMMITMENTS
  48,626   89,412  175,381  248,678  249,158  472,685  513,951   70,819   29,553

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     15,830)
     464    5,314    6,193    5,377    2,538   12,034   14,045    3,796    1,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     16.5     32.3     45.8     45.8     87.0     94.6     13.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      46       46       65       90       76      175      151
 
 
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
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,109
COMMITMENTS
   2,673      372      675   30,173   35,238   33,521   36,285    5,588    2,824

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,317)
     135      372      -23     -157     -796      -45     -447   -1,272     -870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      1.0      1.7     77.2     90.1     85.7     92.8     14.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       15       15       16       17
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,848
COMMITMENTS
       0    7,913    1,141   30,760   21,697   31,901   30,751    5,947    7,097

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,776)
       0    1,263      185    1,621      190    1,806    1,638      -30      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.9      3.0     81.3     57.3     84.3     81.2     15.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       15       14       17       16
 
 
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
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,480
COMMITMENTS
  15,358    1,863    3,962   80,662   90,887   99,982   96,712    6,498    9,768

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      4,316)
   4,947     -228      170     -708    4,740    4,409    4,682      -93     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      1.7      3.7     75.8     85.4     93.9     90.8      6.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        1        5       27       27       33       32
 
 
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
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,324
COMMITMENTS
   4,616    5,684        0   43,369   41,059   47,985   46,743    5,339    6,581

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -2,911)
    -720   -2,648        0   -1,914      200   -2,634   -2,448     -277     -463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     10.7      0.0     81.3     77.0     90.0     87.7     10.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       14       15       15       17
 
 
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
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,546
COMMITMENTS
       0   13,471    3,857   53,974   45,485   57,831   62,813    8,715    3,733

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -227)
       0   -1,637    1,029     -167      157      862     -451   -1,089      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.2      5.8     81.1     68.4     86.9     94.4     13.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        3       16       15       19       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
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,068
COMMITMENTS
  22,407    6,051    4,256   34,671   53,677   61,334   63,984    8,734    6,084

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -299)
   1,496      360   -1,412   -2,676      362   -2,592     -690    2,293      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      8.6      6.1     49.5     76.6     87.5     91.3     12.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       18       20       21       23
 
 
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
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,715
COMMITMENTS
       0    2,015    1,643   56,521   49,502   58,164   53,160    1,551    6,555

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -5,396)
       0      700      210   -6,159   -4,785   -5,949   -3,875      553   -1,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      2.8     94.7     82.9     97.4     89.0      2.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       17       18       18       19
 
 
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
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,878
COMMITMENTS
     720   10,488    1,317   47,006   37,889   49,043   49,694    6,835    6,184

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -2,976)
    -248    1,120      158   -4,580   -6,055   -4,670   -4,777    1,694    1,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     18.8      2.4     84.1     67.8     87.8     88.9     12.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       21       14       24       16
 
 
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
 
 
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
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,329
COMMITMENTS
       0      284    1,946   34,669   33,496   36,615   35,726    3,714    4,603

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      4.8     86.0     83.1     90.8     88.6      9.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       13       15       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,777
COMMITMENTS
  13,879        0    2,190   33,957   47,994   50,026   50,184    6,751    6,593

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,504)
     608        0     -484    1,874    1,935    1,998    1,451     -494       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      0.0      3.9     59.8     84.5     88.1     88.4     11.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        3       15       18       19       21
 
 
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
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,006
COMMITMENTS
   4,946      751    3,335   32,709   31,816   40,990   35,902    7,016   12,104

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,381)
   2,305      751     -340   -3,188   -1,816   -1,223   -1,405     -158       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      1.6      6.9     68.1     66.3     85.4     74.8     14.6     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       15       15       17       17
 
 
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
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,378,009
COMMITMENTS
 346,905   64,225  259,719  755,287  1042322  1361911  1366266   16,098   11,743

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     34,419)
     948  -23,749   13,343   24,040   44,580   38,331   34,174   -3,912      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      4.7     18.8     54.8     75.6     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      29       12       33       88       80      128      115
 
 
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      276,744
COMMITMENTS
  62,467   97,505   63,750  146,934  114,796  273,151  276,051    3,593      693

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     30,231)
   5,988   28,560    1,821   22,030      255   29,839   30,636      392     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     35.2     23.0     53.1     41.5     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14        8       18       30       28       51       47
 
 
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
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,419
COMMITMENTS
  23,596    8,460   10,654   37,915   53,063   72,165   72,177      254      242

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -1,282)
  -2,710     -960      328      960     -790   -1,422   -1,422      140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     11.7     14.7     52.4     73.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        8       10       37       39       47       50
 
 
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
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,567
COMMITMENTS
   4,534    3,939    2,247   18,786   18,872   25,567   25,058        0      509

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:     -2,181)
    -185     -972       46   -2,042   -1,213   -2,181   -2,139        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     15.4      8.8     73.5     73.8    100.0     98.0      0.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        6       22       24       29       30
 
 
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,628
COMMITMENTS
   1,677    4,372      846    9,105    6,320   11,628   11,538        0       90

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        609)
  -1,068      991   -1,260    2,937      788      609      519        0       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     37.6      7.3     78.3     54.4    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        2       16       11       20       15
 
 
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
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,128
COMMITMENTS
   3,500    5,152    1,782   13,586   11,686   18,868   18,620      260      508

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      1,772)
      40    1,144      150    1,552      468    1,742    1,762       30       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     26.9      9.3     71.0     61.1     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        6       20       21       26       28
 
 
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
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,796
COMMITMENTS
  10,000      120    1,330   10,770   21,118   22,100   22,568      696      228

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -928)
  -1,200        0        0      292     -928     -908     -928      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9      0.5      5.8     47.2     92.6     96.9     99.0      3.1      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 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
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,834
COMMITMENTS
   1,266       80      688    7,840    9,006    9,794    9,774       40       60

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:       -212)
    -384        0     -112      264     -120     -232     -232       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.8      7.0     79.7     91.6     99.6     99.4      0.4      0.6

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 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
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      830,757
COMMITMENTS
 122,079  169,895  128,331  530,501  465,085  780,911  763,311   49,846   67,446

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      8,924)
   1,952    7,728    1,381    9,430    3,878   12,763   12,987   -3,839   -4,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     20.5     15.4     63.9     56.0     94.0     91.9      6.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      55      108       95       76       83      197      230
 
 
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
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,221
COMMITMENTS
   9,295    2,145      284    2,175   11,513   11,754   13,942    2,467      279

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:         41)
     106     -114      -43       84      443      147      286     -106     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.4     15.1      2.0     15.3     81.0     82.7     98.0     17.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      64       11        6       13       29       82       44
 
 
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
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,525
COMMITMENTS
   8,500      462        0      945    9,948    9,445   10,410    2,080    1,115

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:        450)
     476      -10      -12       54      514      518      492      -68      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.8      4.0      0.0      8.2     86.3     82.0     90.3     18.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      30        4        0        8       19       38       23
 
 
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
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 11/08/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      132,044
COMMITMENTS
  28,071    6,711   11,360   80,581  102,900  120,012  120,971   12,032   11,073

CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST:      2,137)
    -426    1,959    2,373     -625   -3,939    1,322      393      815    1,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      5.1      8.6     61.0     77.9     90.9     91.6      9.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      47       21       36       61       70      124      113
 
 
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
 

Updated October 14, 2005