WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      296,485
COMMITMENTS
  50,454  104,082   27,671  192,020  128,942  270,145  260,695   26,340   35,790

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -7,441)
  -1,499    1,630      364   -1,979   -3,104   -3,114   -1,110   -4,327   -6,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     35.1      9.3     64.8     43.5     91.1     87.9      8.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      75      126       71       55       63      173      226
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      303,926
COMMITMENTS
  51,953  102,452   27,307  193,999  132,046  273,259  261,805   30,667   42,121

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      6,561)
   1,569    5,989   -5,989    7,425    3,995    3,005    3,995    3,556    2,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     33.7      9.0     63.8     43.4     89.9     86.1     10.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      72      131       68       56       67      174      229
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      847,679
COMMITMENTS
 162,359  187,877   83,702  455,542  397,978  701,603  669,557  146,076  178,122

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -7,626)
 -13,703   10,845   13,794    1,885  -19,844    1,976    4,795   -9,602  -12,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     22.2      9.9     53.7     46.9     82.8     79.0     17.2     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
     135      124      114      185      190      375      394
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      855,305
COMMITMENTS
 176,062  177,032   69,908  453,657  417,822  699,627  664,762  155,678  190,543

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    -12,533)
   5,477    2,496  -16,589     -601    7,963  -11,713   -6,130     -820   -6,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     20.7      8.2     53.0     48.9     81.8     77.7     18.2     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      569)
     161      123      120      191      194      416      394
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,269
COMMITMENTS
   3,800      358      168    1,563    6,556    5,531    7,082    2,738    1,187

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        989)
     203      -11       76      166    1,081      445    1,146      544     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0      4.3      2.0     18.9     79.3     66.9     85.6     33.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        4        3       10       13       27       17
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,280
COMMITMENTS
   3,597      369       92    1,397    5,475    5,086    5,936    2,194    1,344

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        191)
     -50      -51       72      221       29      243       50      -52      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4      5.1      1.3     19.2     75.2     69.9     81.5     30.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        6        3       13       12       29       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      272,262
COMMITMENTS
  43,581   56,945   27,108  153,838  117,989  224,527  202,042   47,735   70,220

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      3,411)
  -6,714   12,245    1,286    7,807   -9,294    2,379    4,237    1,032     -826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     20.9     10.0     56.5     43.3     82.5     74.2     17.5     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      59       97       70       92       90      205      224
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      268,851
COMMITMENTS
  50,295   44,700   25,822  146,031  127,283  222,148  197,805   46,703   71,046

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,310)
   3,271    1,693   -1,360   -5,886   -2,690   -3,975   -2,357    2,665    1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     16.6      9.6     54.3     47.3     82.6     73.6     17.4     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      77       97       66       87       96      214      221
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      170,839
COMMITMENTS
  29,735   31,384   24,112   96,179   95,871  150,026  151,367   20,813   19,472

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -4,692)
  -6,567    7,987   -1,644    4,954  -10,594   -3,257   -4,251   -1,435     -441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     18.4     14.1     56.3     56.1     87.8     88.6     12.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      33       41       37       48       44      103      117
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      175,531
COMMITMENTS
  36,302   23,397   25,756   91,225  106,465  153,283  155,618   22,248   19,913

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,598)
  -2,945    6,593      894    6,440   -5,798    4,389    1,689     -791    1,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     13.3     14.7     52.0     60.7     87.3     88.7     12.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      36       41       36       50       48      107      117
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      593,960
COMMITMENTS
  84,871  102,232   16,907  387,215  327,187  488,993  446,326  104,967  147,634

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -53,859)
 -12,506  -13,908     -116  -19,041  -15,738  -31,663  -29,762  -22,196  -24,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     17.2      2.8     65.2     55.1     82.3     75.1     17.7     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      24       35       30       61       71      105      116
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      647,819
COMMITMENTS
  97,377  116,140   17,023  406,256  342,925  520,656  476,088  127,163  171,731

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     33,437)
   3,159   -7,267    1,830   23,220   36,360   28,209   30,923    5,228    2,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     17.9      2.6     62.7     52.9     80.4     73.5     19.6     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      25       35       29       67       74      111      119
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      136,202
COMMITMENTS
  18,231   23,483   16,605   75,161   73,667  109,997  113,755   26,205   22,447

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -277)
  -3,729    4,118     -248    3,990   -3,095       13      775     -290   -1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     17.2     12.2     55.2     54.1     80.8     83.5     19.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      30       36       30       47       45       95      101
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      136,479
COMMITMENTS
  21,960   19,365   16,853   71,171   76,762  109,984  112,980   26,495   23,499

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -860)
   2,445   -2,042      771   -4,514    2,130   -1,298      859      438   -1,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     14.2     12.3     52.1     56.2     80.6     82.8     19.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      38       33       32       50       49      108      104
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,129
COMMITMENTS
   3,221      316      426    1,914    5,517    5,561    6,259    1,568      870

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -263)
      49      119     -242        6     -150     -187     -273      -76       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2      4.4      6.0     26.8     77.4     78.0     87.8     22.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18        6        7       13       14       33       25
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,392
COMMITMENTS
   3,172      197      668    1,908    5,667    5,748    6,532    1,644      860

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        -63)
      86      -74      -89      -25       67      -28      -96      -35       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9      2.7      9.0     25.8     76.7     77.8     88.4     22.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18        4        6       13       16       32       25
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      343,390
COMMITMENTS
  82,788   63,582    2,181  181,900  167,677  266,869  233,440   76,521  109,950

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -27,256)
 -21,166  -33,216       23  -11,788    5,447  -32,931  -27,746    5,675      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     18.5      0.6     53.0     48.8     77.7     68.0     22.3     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      22       22        6       46       55       71       80
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      370,646
COMMITMENTS
 103,954   96,798    2,158  193,688  162,230  299,800  261,186   70,846  109,460

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      8,576)
    -980    6,192        0    9,911   -1,082    8,931    5,110     -355    3,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     26.1      0.6     52.3     43.8     80.9     70.5     19.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      24       28        6       48       48       75       79
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,702,810
COMMITMENTS
 377,118  324,920   53,759  1060878  978,670  1491755  1357349  211,055  345,461

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:   -199,229)
   1,617  -38,190  -10,796  -64,507  -79,556  -73,686 -128,542 -125,543  -70,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     19.1      3.2     62.3     57.5     87.6     79.7     12.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      54       63       36       88      101      161      181
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,902,039
COMMITMENTS
 375,501  363,110   64,555  1125385  1058226  1565441  1485891  336,598  416,148

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    113,647)
 -24,676  -26,847    4,358   34,716  110,881   14,398   88,392   99,249   25,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     19.1      3.4     59.2     55.6     82.3     78.1     17.7     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      75       54       37       98      108      187      185
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,306,695
COMMITMENTS
 210,714  349,602   63,501  908,070  704,862  1182285  1117965  124,410  188,730

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:   -154,996)
 -50,415 -107,279   22,279 -109,275   34,296 -137,411  -50,704  -17,585 -104,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     26.8      4.9     69.5     53.9     90.5     85.6      9.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      33       45       25       64       75      110      132
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,461,691
COMMITMENTS
 261,129  456,881   41,222  1017345  670,566  1319696  1168669  141,995  293,022

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -8,155)
 -15,931   -7,009   -4,391    3,460     -658  -16,862  -12,058    8,707    3,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     31.3      2.8     69.6     45.9     90.3     80.0      9.7     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      43       46       28       72       76      123      142
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      376,293
COMMITMENTS
 110,926   95,652   53,258  165,698  191,151  329,882  340,061   46,411   36,232

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     30,206)
   8,334   12,504    2,906   15,607   12,374   26,847   27,784    3,359    2,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     25.4     14.2     44.0     50.8     87.7     90.4     12.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      30       24       34       51       48      101       89
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      346,087
COMMITMENTS
 102,592   83,148   50,352  150,091  178,777  303,035  312,277   43,052   33,810

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     21,008)
   4,850      366    7,684    6,504   13,357   19,038   21,407    1,970     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     24.0     14.5     43.4     51.7     87.6     90.2     12.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      32       21       32       50       47       99       85
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       37,815
COMMITMENTS
  10,410    6,182      185   21,577   18,489   32,172   24,856    5,643   12,959

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        357)
   4,061   -2,414      180   -4,433      954     -192   -1,280      549    1,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     16.3      0.5     57.1     48.9     85.1     65.7     14.9     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15       11        2       18       12       33       25
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       37,458
COMMITMENTS
   6,349    8,596        5   26,010   17,535   32,364   26,136    5,094   11,322

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        -85)
     647      833        0       75     -110      722      723     -807     -808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     22.9      0.0     69.4     46.8     86.4     69.8     13.6     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       13        2       19       11       35       25
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       80,390
COMMITMENTS
  39,493   22,472      622   22,211   46,531   62,326   69,625   18,064   10,765

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      2,661)
   9,107   -3,443      -54   -9,773    6,023     -720    2,526    3,381      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     28.0      0.8     27.6     57.9     77.5     86.6     22.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      34       20        5       17       16       55       37
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,729
COMMITMENTS
  30,386   25,915      676   31,984   40,508   63,046   67,099   14,683   10,630

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      7,438)
   3,100    3,240       96    6,237    2,189    9,433    5,525   -1,995    1,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     33.3      0.9     41.1     52.1     81.1     86.3     18.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      29       27        4       18       14       49       43
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       35,967
COMMITMENTS
   9,084    4,087       69   25,854   30,497   35,007   34,653      960    1,314

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      2,353)
   1,848      357        0      -96    1,470    1,752    1,827      601      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     11.4      0.2     71.9     84.8     97.3     96.3      2.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       12        4       18       20       30       34
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,614
COMMITMENTS
   7,236    3,730       69   25,950   29,027   33,255   32,826      359      788

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:         61)
     319      267       13     -282     -251       50       29       11       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     11.1      0.2     77.2     86.4     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9       12        4       18       20       29       34
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,706
COMMITMENTS
     177    2,578      703   15,255    8,501   16,135   11,782    4,571    8,924

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      1,081)
      48      117      155    1,491      185    1,694      457     -613      624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     12.5      3.4     73.7     41.1     77.9     56.9     22.1     43.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        8        7       18       13       26       23
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,625
COMMITMENTS
     129    2,461      548   13,764    8,316   14,441   11,325    5,184    8,300

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        709)
     -67        6      109      703      102      745      217      -36      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     12.5      2.8     70.1     42.4     73.6     57.7     26.4     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        8        8       17       13       25       24
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      117,449
COMMITMENTS
  27,144   21,993   20,944   51,496   40,204   99,584   83,141   17,865   34,308

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        790)
  -2,426   -2,114      533    2,272      623      379     -958      411    1,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     18.7     17.8     43.8     34.2     84.8     70.8     15.2     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      55       48       53       29       40      125      118
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      116,659
COMMITMENTS
  29,570   24,107   20,411   49,224   39,581   99,205   84,099   17,454   32,560

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,919)
   4,515      114   -1,043      229    3,812    3,701    2,883    1,218    2,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     20.7     17.5     42.2     33.9     85.0     72.1     15.0     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      53       54       54       25       39      124      116
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,343
COMMITMENTS
     286      313      125      310      161      721      599      622      744

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:         96)
     -16      -32        9       22       19       15       -4       81      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     23.3      9.3     23.1     12.0     53.7     44.6     46.3     55.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        8        3        4        2       11       12
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,247
COMMITMENTS
     302      345      116      288      142      706      603      541      644

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        -68)
     -98      -28       79       16      -44       -3        7      -65      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     27.7      9.3     23.1     11.4     56.6     48.4     43.4     51.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6       10        3        3        2       11       13
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      178,002
COMMITMENTS
  56,751   19,241   22,890   76,288   83,426  155,929  125,557   22,073   52,445

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      4,670)
   1,232      -89      539    2,374    2,042    4,145    2,492      525    2,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     10.8     12.9     42.9     46.9     87.6     70.5     12.4     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      78       42       69       63      123      188      213
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      173,332
COMMITMENTS
  55,519   19,330   22,351   73,914   81,384  151,784  123,065   21,548   50,267

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      7,149)
   1,522    1,213      672    3,867    5,247    6,061    7,132    1,088       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     11.2     12.9     42.6     47.0     87.6     71.0     12.4     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      74       40       58       59      121      173      202
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,196
COMMITMENTS
   2,468      159      436      475    2,947    3,379    3,542    1,817    1,654

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        298)
     -65      -66       97       12      243       44      274      254       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5      3.1      8.4      9.1     56.7     65.0     68.2     35.0     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      24        6        9       10       27       41       37
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,898
COMMITMENTS
   2,533      225      339      463    2,704    3,335    3,268    1,563    1,630

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        423)
     475      -83      128      -46      463      557      508     -134      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7      4.6      6.9      9.5     55.2     68.1     66.7     31.9     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      24        8        7       11       29       39       40
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,242
COMMITMENTS
  10,828    2,860    2,093    6,959    7,014   19,880   11,967    4,362   12,275

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -2,978)
  -1,680     -424     -401     -515     -685   -2,596   -1,510     -382   -1,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     11.8      8.6     28.7     28.9     82.0     49.4     18.0     50.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      37       17       15       29       44       79       69
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,220
COMMITMENTS
  12,508    3,284    2,494    7,474    7,699   22,476   13,477    4,744   13,743

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,020)
     550     -579   -1,077     -288      480     -815   -1,176     -205      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     12.1      9.2     27.5     28.3     82.6     49.5     17.4     50.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      48       14       19       32       45       92       70
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      106,006
COMMITMENTS
  33,585   17,860    1,346   39,485   69,963   74,416   89,169   31,590   16,837

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      3,456)
   1,098    5,542      615    1,600   -1,868    3,313    4,289      143     -833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     16.8      1.3     37.2     66.0     70.2     84.1     29.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23       19        6       22       25       48       47
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      102,550
COMMITMENTS
  32,487   12,318      731   37,885   71,831   71,103   84,880   31,447   17,670

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,801)
  -4,747    1,424      -44    1,726    7,446   -3,065    8,826    1,264  -10,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     12.0      0.7     36.9     70.0     69.3     82.8     30.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      23       14        4       20       25       45       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      100,881
COMMITMENTS
  15,191   63,398        0   78,940   14,203   94,131   77,601    6,750   23,280

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      2,435)
      59    3,232        0    2,281    1,532    2,340    4,764       95   -2,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     62.8      0.0     78.3     14.1     93.3     76.9      6.7     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       32        0       19       10       24       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       98,446
COMMITMENTS
  15,132   60,166        0   76,659   12,671   91,791   72,837    6,655   25,609

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     13,693)
   1,302   11,666        0   13,235      229   14,537   11,895     -844    1,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     61.1      0.0     77.9     12.9     93.2     74.0      6.8     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       33        0       19        9       24       42
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      129,683
COMMITMENTS
  91,337    5,043      129   31,169  118,752  122,635  123,924    7,048    5,759

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     19,407)
   6,673      216      129   12,411   16,920   19,213   17,265      194    2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.4      3.9      0.1     24.0     91.6     94.6     95.6      5.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      64        9        1       17       19       82       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      110,276
COMMITMENTS
  84,664    4,827        0   18,758  101,832  103,422  106,659    6,854    3,617

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     18,584)
  17,303     -380        0      776   18,864   18,079   18,484      505      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8      4.4      0.0     17.0     92.3     93.8     96.7      6.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      62        7        0       17       20       79       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       89,837
COMMITMENTS
   9,056   42,076        0   63,136   22,728   72,192   64,804   17,645   25,033

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      5,396)
  -1,119    8,084       -4    4,926   -4,809    3,803    3,271    1,593    2,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     46.8      0.0     70.3     25.3     80.4     72.1     19.6     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9       21        0       20       11       29       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       84,441
COMMITMENTS
  10,175   33,992        4   58,210   27,537   68,389   61,533   16,052   22,908

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,051)
    -314    4,133        0    4,740     -475    4,426    3,658     -375      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     40.3      0.0     68.9     32.6     81.0     72.9     19.0     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11       18        1       20       12       32       30
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      204,816
COMMITMENTS
  21,037   86,921      575  155,228   83,522  176,840  171,018   27,976   33,798

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      1,679)
    -110   -1,457      -92     -448    3,489     -650    1,940    2,329     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     42.4      0.3     75.8     40.8     86.3     83.5     13.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      26       44        4       29       19       55       67
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      203,137
COMMITMENTS
  21,147   88,378      667  155,676   80,033  177,490  169,078   25,647   34,059

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      5,422)
   1,719    4,322     -217    3,012      -91    4,514    4,014      908    1,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     43.5      0.3     76.6     39.4     87.4     83.2     12.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      27       46        5       29       23       57       73
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      185,618
COMMITMENTS
  35,452   46,579    3,216   97,074   80,164  135,742  129,959   49,876   55,659

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     10,353)
   3,965    1,870    1,120    2,596    6,358    7,681    9,348    2,672    1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     25.1      1.7     52.3     43.2     73.1     70.0     26.9     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      32       40       14       26       29       65       77
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      175,265
COMMITMENTS
  31,487   44,709    2,096   94,478   73,806  128,061  120,611   47,204   54,654

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     15,387)
   1,929    8,524      721   13,271    5,032   15,921   14,277     -534    1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     25.5      1.2     53.9     42.1     73.1     68.8     26.9     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      32       39       12       27       27       65       73
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,455,007
COMMITMENTS
 1015872  1095961  1420214  6058733  5441113  8494819  7957288  960,188  1497719

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    119,540)
  -9,940 -107,913  -20,039   81,915  231,707   51,936  103,755   67,604   15,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     11.6     15.0     64.1     57.5     89.8     84.2     10.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      56       64       94      129      148      236      268
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,335,467
COMMITMENTS
 1025812  1203874  1440253  5976818  5209406  8442883  7853533  892,584  1481934

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    140,747)
 -12,722  -28,885  139,282   43,923   62,815  170,483  173,212  -29,736  -32,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     12.9     15.4     64.0     55.8     90.4     84.1      9.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      61       65       94      126      146      231      270
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      660,513
COMMITMENTS
  60,512   68,879    5,309  454,469  464,827  520,290  539,015  140,223  121,498

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      4,062)
     891    1,514      815   -8,084   -2,716   -6,378     -387   10,440    4,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     10.4      0.8     68.8     70.4     78.8     81.6     21.2     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      33       36       12       80       59      120      101
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      656,451
COMMITMENTS
  59,621   67,365    4,494  462,553  467,543  526,668  539,402  129,783  117,049

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,316)
   2,505    1,569    1,504     -375     -703    3,634    2,370   -1,318      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     10.3      0.7     70.5     71.2     80.2     82.2     19.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      35       36       12       85       62      127      104
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,210,541
COMMITMENTS
 209,791  316,772   26,703  619,638  743,582  856,132  1087057  354,409  123,484

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     65,833)
  46,245    7,408    7,268    6,595   41,745   60,108   56,421    5,725    9,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     26.2      2.2     51.2     61.4     70.7     89.8     29.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      59       59       18       62       62      130      130
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,144,708
COMMITMENTS
 163,546  309,364   19,435  613,043  701,837  796,024  1030636  348,684  114,072

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      7,936)
    -469  -22,502     -946  -26,523   23,792  -27,938      344   35,874    7,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     27.0      1.7     53.6     61.3     69.5     90.0     30.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      51       54       15       61       61      123      119
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,914
COMMITMENTS
   1,277      649        0    6,284   11,021    7,561   11,670    5,353    1,244

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        -65)
      -5        0        0      -83     -136      -88     -136       23       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      5.0      0.0     48.7     85.3     58.5     90.4     41.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       17       14       19       16
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,979
COMMITMENTS
   1,282      649        0    6,367   11,157    7,649   11,806    5,330    1,173

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -219)
       5        0        0     -309     -161     -304     -161       85      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      5.0      0.0     49.1     86.0     58.9     91.0     41.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       17       14       19       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       44,248
COMMITMENTS
   8,473    9,188        0   30,437   29,181   38,910   38,369    5,338    5,879

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        225)
     661     -473        0   -1,070    2,181     -409    1,708      634   -1,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     20.8      0.0     68.8     65.9     87.9     86.7     12.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        7        0       21       17       28       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       44,023
COMMITMENTS
   7,812    9,661        0   31,507   27,000   39,319   36,661    4,704    7,362

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,964)
     716      479        0    4,828    4,065    5,544    4,544     -580      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     21.9      0.0     71.6     61.3     89.3     83.3     10.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        6        0       20       18       26       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,829
COMMITMENTS
  14,517   14,620       18   35,468   31,987   50,003   46,625    8,826   12,204

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -316)
     360    2,133       18    1,992   -4,576    2,370   -2,425   -2,686    2,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     24.9      0.0     60.3     54.4     85.0     79.3     15.0     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      16       15        1       38       24       54       40
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,145
COMMITMENTS
  14,157   12,487        0   33,476   36,563   47,633   49,050   11,512   10,095

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -2,892)
   3,087     -659      -56     -161   -1,345    2,870   -2,060   -5,762     -832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     21.1      0.0     56.6     61.8     80.5     82.9     19.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16       15        0       36       25       52       40
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      421,971
COMMITMENTS
 184,072  128,163    2,956  202,547  274,769  389,575  405,888   32,396   16,083

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     71,655)
  36,194   39,950     -715   28,171   44,385   63,650   83,620    8,005  -11,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     30.4      0.7     48.0     65.1     92.3     96.2      7.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      86       57       10       44       41      136      102
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      350,316
COMMITMENTS
 147,878   88,213    3,671  174,376  230,384  325,925  322,268   24,391   28,048

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,848)
  38,751   -6,208     -929  -39,886   39,060   -2,064   31,923    3,912  -30,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     25.2      1.0     49.8     65.8     93.0     92.0      7.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      80       60       12       43       41      130      106
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       79,829
COMMITMENTS
  19,690   18,941        0   46,121   44,046   65,811   62,987   14,018   16,842

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      4,248)
   1,323      767        0    2,829    3,241    4,152    4,008       96      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     23.7      0.0     57.8     55.2     82.4     78.9     17.6     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       16        0       16       14       22       30
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       75,581
COMMITMENTS
  18,367   18,174        0   43,292   40,805   61,659   58,979   13,922   16,602

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      7,381)
   1,184    5,062        0    6,782    1,738    7,966    6,800     -585      581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     24.0      0.0     57.3     54.0     81.6     78.0     18.4     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7       15        0       15       14       22       29
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,897
COMMITMENTS
   1,523    5,940        0   31,436   22,659   32,959   28,599    3,938    8,298

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -244)
       7      104        0     -370     -607     -363     -503      119      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     16.1      0.0     85.2     61.4     89.3     77.5     10.7     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2       14        0       31       27       33       41
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,141
COMMITMENTS
   1,516    5,836        0   31,806   23,266   33,322   29,102    3,819    8,039

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -445)
       8     -158        0      106      -13      114     -171     -559     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     15.7      0.0     85.6     62.6     89.7     78.4     10.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2       14        0       31       27       33       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      290,149
COMMITMENTS
  22,809   57,725    2,962  236,407  219,499  262,178  280,186   27,971    9,963

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      1,966)
   4,326   -1,954      143   -4,247    3,615      222    1,804    1,744      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     19.9      1.0     81.5     75.7     90.4     96.6      9.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      28       45        5       40       50       72       96
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      288,183
COMMITMENTS
  18,483   59,679    2,819  240,654  215,884  261,956  278,382   26,227    9,801

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,495)
   2,036     -186      232   -2,286    4,453      -18    4,499    3,513   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     20.7      1.0     83.5     74.9     90.9     96.6      9.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      29       45        7       40       50       73       98
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       72,180
COMMITMENTS
  19,790   27,102    1,206   36,917   35,768   57,913   64,076   14,267    8,104

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      3,936)
    -593    1,579      -26    4,189    2,430    3,570    3,983      366      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     37.5      1.7     51.1     49.6     80.2     88.8     19.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      34       27        5       21       25       59       53
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       68,244
COMMITMENTS
  20,383   25,523    1,232   32,728   33,338   54,343   60,093   13,901    8,151

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,340)
    -542    1,651      -14      -69   -2,157     -625     -520    2,965    2,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     37.4      1.8     48.0     48.9     79.6     88.1     20.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      34       28        4       24       24       61       53
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       49,715
COMMITMENTS
  19,345    3,227        4   24,565    9,202   43,914   12,433    5,801   37,282

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      4,610)
   2,254     -177        0      527    1,608    2,781    1,431    1,829    3,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      6.5      0.0     49.4     18.5     88.3     25.0     11.7     75.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18        7        1       12       11       31       18
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       45,105
COMMITMENTS
  17,091    3,404        4   24,038    7,594   41,133   11,002    3,972   34,103

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,021)
    -101     -214        0     -396      132     -497      -82     -524     -939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      7.5      0.0     53.3     16.8     91.2     24.4      8.8     75.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17        7        1       11       11       29       18
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       35,540
COMMITMENTS
   1,929    1,904      106   19,800   27,292   21,835   29,302   13,705    6,238

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        815)
    -479      102      -30      107     -514     -402     -442    1,217    1,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      5.4      0.3     55.7     76.8     61.4     82.4     38.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        9        1       19       26       24       36
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       34,725
COMMITMENTS
   2,408    1,802      136   19,693   27,806   22,237   29,744   12,488    4,981

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -927)
     829      108        0      865     -206    1,694      -98   -2,621     -829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      5.2      0.4     56.7     80.1     64.0     85.7     36.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        9        2       20       27       26       38
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      149,698
COMMITMENTS
  73,548   12,988   10,265   29,449  107,773  113,262  131,026   36,436   18,672

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -644)
   8,333     -505   -8,906   -3,188    2,651   -3,761   -6,760    3,117    6,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1      8.7      6.9     19.7     72.0     75.7     87.5     24.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
     105       31       30       20       44      136       97
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      150,342
COMMITMENTS
  65,215   13,493   19,171   32,637  105,122  117,023  137,786   33,319   12,556

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      6,376)
   2,958    2,312    2,684      704    1,261    6,346    6,257       30      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      9.0     12.8     21.7     69.9     77.8     91.6     22.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      93       41       36       17       42      125      107
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      113,630
COMMITMENTS
  34,901   28,448   18,379   45,917   51,581   99,197   98,408   14,433   15,222

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -559)
  -1,679     -605    1,578     -114   -2,779     -215   -1,806     -344    1,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     25.0     16.2     40.4     45.4     87.3     86.6     12.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      67       68       53       42       42      146      138
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      114,189
COMMITMENTS
  36,580   29,053   16,801   46,031   54,360   99,412  100,214   14,777   13,975

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,811)
   2,528      740    1,663     -330    2,419    3,861    4,822      950      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     25.4     14.7     40.3     47.6     87.1     87.8     12.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      65       77       49       45       40      153      135
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      350,603
COMMITMENTS
 201,765   38,783   33,292   56,380  236,621  291,437  308,696   59,166   41,907

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     25,884)
  24,344   -8,952    4,352  -11,073   14,889   17,623   10,289    8,261   15,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5     11.1      9.5     16.1     67.5     83.1     88.0     16.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
     147       52       40       35       48      205      125
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      324,719
COMMITMENTS
 177,421   47,735   28,940   67,453  221,732  273,814  298,407   50,905   26,312

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      7,643)
  10,171    3,596   -1,529     -355    3,508    8,287    5,575     -644    2,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     14.7      8.9     20.8     68.3     84.3     91.9     15.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
     138       58       34       35       44      192      124
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        8,111
COMMITMENTS
   4,241    2,988      339    2,439    4,008    7,019    7,335    1,092      776

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -6,098)
   1,303      582      -65   -1,077   -3,012      161   -2,495   -6,259   -3,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.3     36.8      4.2     30.1     49.4     86.5     90.4     13.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        4        9        5        4       26       15
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       14,209
COMMITMENTS
   2,938    2,406      404    3,516    7,020    6,858    9,830    7,351    4,379

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,956)
  -2,194      551     -308      234     -392   -2,268     -149    4,224    2,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     16.9      2.8     24.7     49.4     48.3     69.2     51.7     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        4       11        5        5       32       18
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      123,044
COMMITMENTS
  39,012    8,933   10,316   51,332   79,291  100,660   98,540   22,384   24,504

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -3,616)
  -8,728    3,598   -3,075       36   -6,302  -11,767   -5,779    8,151    2,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      7.3      8.4     41.7     64.4     81.8     80.1     18.2     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      51       24       35       63       59      126      112
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      126,660
COMMITMENTS
  47,740    5,335   13,391   51,296   85,593  112,427  104,319   14,233   22,341

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -7,379)
  -1,569     -755      326   -4,477   -3,393   -5,720   -3,822   -1,659   -3,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      4.2     10.6     40.5     67.6     88.8     82.4     11.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      62       21       34       60       61      134      108
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       39,030
COMMITMENTS
   8,620       51    2,640   19,076   27,704   30,336   30,395    8,694    8,635

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        927)
  -1,115      -33      655    1,715     -347    1,255      275     -328      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      0.1      6.8     48.9     71.0     77.7     77.9     22.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      20        2       10       23       20       46       30
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       38,103
COMMITMENTS
   9,735       84    1,985   17,361   28,051   29,081   30,120    9,022    7,983

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,350)
     800        1      603      124      621    1,527    1,225     -177      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      0.2      5.2     45.6     73.6     76.3     79.0     23.7     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      22        2       11       22       20       47       31
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       89,118
COMMITMENTS
  15,161   28,934    4,053   60,833   48,045   80,047   81,032    9,071    8,086

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -13,226)
  -2,604    5,021     -146   -8,744  -17,046  -11,494  -12,171   -1,732   -1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     32.5      4.5     68.3     53.9     89.8     90.9     10.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      57       69       39       47       51      127      139
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      102,344
COMMITMENTS
  17,765   23,913    4,199   69,577   65,091   91,541   93,203   10,803    9,141

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    -12,478)
  -5,880   -4,541   -1,355   -3,639   -5,745  -10,874  -11,641   -1,604     -837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     23.4      4.1     68.0     63.6     89.4     91.1     10.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      47       64       41       58       59      137      138
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,024
COMMITMENTS
  15,512    3,218    3,025   12,247   25,597   30,784   31,840    4,240    3,184

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -842)
  -1,908     -122     -194      885     -830   -1,217   -1,146      375      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3      9.2      8.6     35.0     73.1     87.9     90.9     12.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      59       26       23       22       17       94       56
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,866
COMMITMENTS
  17,420    3,340    3,219   11,362   26,427   32,001   32,986    3,865    2,880

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,196)
     958     -253      171      226    1,076    1,355      994     -159      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6      9.3      9.0     31.7     73.7     89.2     92.0     10.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      61       25       19       19       19       92       54
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      120,710
COMMITMENTS
  29,108   26,732    1,715   82,446   87,471  113,269  115,918    7,441    4,792

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -8,522)
     623  -11,118   -1,251   -6,011    5,392   -6,639   -6,977   -1,883   -1,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     22.1      1.4     68.3     72.5     93.8     96.0      6.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      47       42       10       49       34      101       85
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,232
COMMITMENTS
  28,485   37,850    2,966   88,457   82,079  119,908  122,895    9,324    6,337

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -5,681)
     566    1,201   -1,373   -4,663   -5,773   -5,470   -5,945     -211      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     29.3      2.3     68.4     63.5     92.8     95.1      7.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      49       44       15       52       34      107       91
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      488,989
COMMITMENTS
 147,482   35,343   37,514  232,583  383,333  417,579  456,190   71,410   32,799

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     13,959)
   1,214     -397   -1,275   11,962   17,330   11,901   15,658    2,058   -1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      7.2      7.7     47.6     78.4     85.4     93.3     14.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      70       23       33       56       51      145       91
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      475,030
COMMITMENTS
 146,268   35,740   38,789  220,621  366,003  405,678  440,532   69,352   34,498

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     10,874)
   4,201    1,773    2,523    1,392    8,279    8,116   12,575    2,758   -1,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      7.5      8.2     46.4     77.0     85.4     92.7     14.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      70       23       31       54       49      144       87
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       74,016
COMMITMENTS
  18,344   13,383    6,740   39,929   47,541   65,013   67,664    9,003    6,352

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -9,909)
    -146      550   -1,822   -6,749   -8,115   -8,717   -9,387   -1,192     -522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     18.1      9.1     53.9     64.2     87.8     91.4     12.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
     101       56       37       79       74      203      152
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       83,925
COMMITMENTS
  18,490   12,833    8,562   46,678   55,656   73,730   77,051   10,195    6,874

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -3,281)
  -3,324   -1,748   -2,398      484   -1,945   -5,238   -6,091    1,957    2,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     15.3     10.2     55.6     66.3     87.9     91.8     12.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      95       59       50       88       78      208      168
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       38,120
COMMITMENTS
  31,395    1,958    2,176    1,138   32,160   34,709   36,294    3,411    1,826

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -3,592)
  -1,387   -1,596       87   -2,550   -2,240   -3,850   -3,749      258      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.4      5.1      5.7      3.0     84.4     91.1     95.2      8.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      36        7        5        9        9       47       20
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       41,712
COMMITMENTS
  32,782    3,554    2,089    3,688   34,400   38,559   40,043    3,153    1,669

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,965)
   3,026      703        1      309    2,277    3,336    2,981     -371      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.6      8.5      5.0      8.8     82.5     92.4     96.0      7.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      38        7        4       11        7       51       17
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       22,025
COMMITMENTS
  14,257      863        0    2,871   18,217   17,128   19,080    4,897    2,945

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,284)
  -1,177       63        0     -160   -1,268   -1,337   -1,205       53      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.7      3.9      0.0     13.0     82.7     77.8     86.6     22.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        0        3       10        9       11
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      184,489
COMMITMENTS
  17,988   24,255   24,175  111,895  109,152  154,058  157,582   30,431   26,907

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      1,791)
   2,951      836     -106      170    2,372    3,015    3,102   -1,224   -1,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     13.1     13.1     60.7     59.2     83.5     85.4     16.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      32       32       38       72       67      126      118
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      182,698
COMMITMENTS
  15,037   23,419   24,281  111,725  106,780  151,043  154,480   31,655   28,218

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     13,517)
   1,046      470    3,376    8,215    6,590   12,637   10,436      880    3,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     12.8     13.3     61.2     58.4     82.7     84.6     17.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      27       33       36       75       66      123      117
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      550,058
COMMITMENTS
  45,963   95,671  168,839  261,003  250,844  475,805  515,354   74,253   34,704

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -7,421)
  -2,193    3,695   -8,517      731   -4,390   -9,979   -9,212    2,558    1,791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     17.4     30.7     47.5     45.6     86.5     93.7     13.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      48       50       72       93       77      181      160
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      557,479
COMMITMENTS
  48,156   91,976  177,356  260,272  255,234  485,784  524,566   71,695   32,913

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     13,975)
    -470    2,564    1,975   11,594    6,076   13,099   10,615      876    3,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     16.5     31.8     46.7     45.8     87.1     94.1     12.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      43       50       70       92       76      177      157
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,916
COMMITMENTS
   2,420      372      554   46,501   51,056   49,475   51,982    5,441    2,934

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     14,063)
    -517        0      122   15,638   13,879   15,243   14,001   -1,180       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.7      1.0     84.7     93.0     90.1     94.7      9.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       17       18       18       20
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,853
COMMITMENTS
   2,937      372      432   30,863   37,177   34,232   37,981    6,621    2,872

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,744)
     264        0     -243      690    1,939      711    1,696    1,033       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.9      1.1     75.5     91.0     83.8     93.0     16.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       14       15       15       17
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,469
COMMITMENTS
       0    8,475      922   32,995   23,582   33,917   32,979    5,552    6,490

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        509)
       0    1,444      -96      881   -1,364      785      -16     -276      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.5      2.3     83.6     59.7     85.9     83.6     14.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       17       14       19       16
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,960
COMMITMENTS
       0    7,031    1,018   32,114   24,946   33,132   32,995    5,828    5,965

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,112)
       0     -882     -123    1,354    3,249    1,231    2,244     -119   -1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.0      2.6     82.4     64.0     85.0     84.7     15.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       17       16       19       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,418
COMMITMENTS
  16,816    2,308    2,833   82,463   93,006  102,112   98,147    6,306   10,271

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      1,576)
   2,248     -166   -1,083      550    1,218    1,715      -31     -139    1,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      2.1      2.6     76.1     85.8     94.2     90.5      5.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        4       27       27       32       32
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,842
COMMITMENTS
  14,568    2,474    3,916   81,913   91,788  100,397   98,178    6,445    8,664

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        362)
    -790      611      -46    1,251      901      415    1,466      -53   -1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      2.3      3.7     76.7     85.9     94.0     91.9      6.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        5       26       28       32       34
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,062
COMMITMENTS
   2,904    5,684        0   49,351   43,388   52,255   49,072    3,807    6,990

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:         76)
       0        0        0       85       23       85       23       -9       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     10.1      0.0     88.0     77.4     93.2     87.5      6.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       16       15       17       17
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,986
COMMITMENTS
   2,904    5,684        0   49,266   43,365   52,170   49,049    3,816    6,937

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,662)
  -1,712        0        0    5,897    2,306    4,185    2,306   -1,523      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     10.2      0.0     88.0     77.5     93.2     87.6      6.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       15       15       16       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,962
COMMITMENTS
       0   11,703    3,982   60,296   53,233   64,278   68,918   11,684    7,044

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      5,898)
       0   -1,066      399      430    2,737      829    2,070    5,069    3,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.4      5.2     79.4     70.1     84.6     90.7     15.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        3       18       18       21       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,064
COMMITMENTS
       0   12,769    3,583   59,866   50,496   63,449   66,848    6,615    3,216

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,518)
       0     -702     -274    5,892    5,011    5,618    4,035   -2,100     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.2      5.1     85.4     72.1     90.6     95.4      9.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       17       16       20       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,871
COMMITMENTS
  20,366    5,521    4,710   42,788   60,759   67,864   70,990    9,007    5,881

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      2,214)
  -2,167      131      638    4,138    2,155    2,609    2,924     -395     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      7.2      6.1     55.7     79.0     88.3     92.3     11.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       21       20       25       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,657
COMMITMENTS
  22,533    5,390    4,072   38,650   58,604   65,255   68,066    9,402    6,591

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,589)
     126     -661     -184    3,979    4,927    3,921    4,082      668      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      7.2      5.5     51.8     78.5     87.4     91.2     12.6      8.8

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 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,078
COMMITMENTS
       0    1,670    1,801   60,778   55,497   62,579   58,968    2,499    6,110

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      1,162)
     -36    1,670     -581    2,233     -327    1,616      762     -454      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      2.8     93.4     85.3     96.2     90.6      3.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       19       20       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,916
COMMITMENTS
      36        0    2,382   58,545   55,824   60,963   58,206    2,953    5,710

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,201)
      36   -2,015      739    2,024    6,322    2,799    5,046    1,402     -845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      3.7     91.6     87.3     95.4     91.1      4.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       17       19       18       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,873
COMMITMENTS
       0    6,936    3,022   46,792   40,457   49,814   50,415    8,059    7,458

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      3,128)
       0   -2,171    1,084     -166    3,033      918    1,946    2,210    1,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.0      5.2     80.9     69.9     86.1     87.1     13.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       23       18       25       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,745
COMMITMENTS
       0    9,107    1,938   46,958   37,424   48,896   48,469    5,849    6,276

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,133)
    -720   -1,381      621      -48     -465     -147   -1,225     -986       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.6      3.5     85.8     68.4     89.3     88.5     10.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       22       16       24       18
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,157
COMMITMENTS
       0    4,176       18   39,899   38,217   39,917   42,411    8,240    5,746

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.7      0.0     82.9     79.4     82.9     88.1     17.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       12       15       13
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,805
COMMITMENTS
     738        0    2,633   36,186   36,507   39,557   39,140    4,248    4,665

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      3,055)
     738     -222      753    1,058    2,524    2,549    3,055      506        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      6.0     82.6     83.3     90.3     89.4      9.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       15       15       16
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,750
COMMITMENTS
       0      222    1,880   35,128   33,983   37,008   36,085    3,742    4,665

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        421)
       0      -62      -66      459      487      393      359       28       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      4.6     86.2     83.4     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 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,602
COMMITMENTS
  18,711        0    1,824   41,170   60,203   61,705   62,027    5,897    5,575

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      1,125)
     980        0     -366      207    1,491      821    1,125      304        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      0.0      2.7     60.9     89.1     91.3     91.8      8.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        3       16       20       20       23
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,477
COMMITMENTS
  17,731        0    2,190   40,963   58,712   60,884   60,902    5,593    5,575

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      9,700)
   3,852        0        0    7,006   10,718   10,858   10,718   -1,158   -1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      0.0      3.3     61.6     88.3     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        3       16       20       20       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,936
COMMITMENTS
   3,184      578    3,619   37,739   36,876   44,542   41,073    8,394   11,863

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      2,389)
  -1,351      578      305    1,721    1,749      675    2,632    1,714     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.1      6.8     71.3     69.7     84.1     77.6     15.9     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       19       16       21       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,547
COMMITMENTS
   4,535        0    3,314   36,018   35,127   43,867   38,441    6,680   12,106

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,541)
    -411     -751      -21    3,309    3,311    2,877    2,539     -336        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.0      6.6     71.3     69.5     86.8     76.1     13.2     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       18       16       20       18
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,990
COMMITMENTS
      35      248    1,677   50,585   50,380   52,297   52,305    7,693    7,685

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.4      2.8     84.3     84.0     87.2     87.2     12.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       15       17       17
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      179,537
COMMITMENTS
   2,290   10,597   10,760  150,603  148,345  163,653  169,702   15,884    9,835

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.9      6.0     83.9     82.6     91.2     94.5      8.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        4        6       34       31       40       37
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,524
COMMITMENTS
   2,658      649    4,423   68,868   70,903   75,949   75,975    9,575    9,549

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.8      5.2     80.5     82.9     88.8     88.8     11.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       18       18       20       19
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,202
COMMITMENTS
  18,820    1,426    1,680   44,750   59,891   65,250   62,997    1,952    4,205

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      2.1      2.5     66.6     89.1     97.1     93.7      2.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       12       14       14       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      155,231
COMMITMENTS
   7,071        0    4,337  137,159  142,314  148,567  146,651    6,664    8,580

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      2.8     88.4     91.7     95.7     94.5      4.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        2       32       31       35       33
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      162,361
COMMITMENTS
  15,755    1,415   17,380  125,569  141,062  158,704  159,857    3,657    2,504

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      0.9     10.7     77.3     86.9     97.7     98.5      2.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        7       37       31       45       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      142,006
COMMITMENTS
   4,533    5,363    4,139  117,857  117,550  126,529  127,052   15,477   14,954

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      3.8      2.9     83.0     82.8     89.1     89.5     10.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       28       27       30       29
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,067
COMMITMENTS
   4,345   20,412   13,431  133,013  119,346  150,789  153,189    9,278    6,878

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     12.8      8.4     83.1     74.6     94.2     95.7      5.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        6        8       27       29       35       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,731
COMMITMENTS
   1,109   16,534    2,575   57,820   35,868   61,504   54,977    2,227    8,754

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     25.9      4.0     90.7     56.3     96.5     86.3      3.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        5        5       17       19       23       25
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,465,330
COMMITMENTS
 330,743   55,553  294,186  796,476  1078722  1421405  1428461   43,925   36,869

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     57,053)
  -4,780   -1,531    9,178   26,800   23,971   31,198   31,618   25,855   25,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      3.8     20.1     54.4     73.6     97.0     97.5      3.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      32       10       35       97       82      137      119
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,408,277
COMMITMENTS
 335,523   57,084  285,008  769,676  1054751  1390207  1396843   18,070   11,434

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     30,268)
 -11,382   -7,141   25,289   14,389   12,429   28,296   30,577    1,972     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      4.1     20.2     54.7     74.9     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      30       12       35       89       79      130      116
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      328,201
COMMITMENTS
  80,990  107,410   73,851  170,697  145,444  325,538  326,705    2,663    1,496

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     19,765)
   8,125    9,922   -1,540   13,605   10,934   20,190   19,316     -425      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     32.7     22.5     52.0     44.3     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15        8       17       33       30       53       50
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      308,436
COMMITMENTS
  72,865   97,488   75,391  157,092  134,510  305,348  307,389    3,088    1,047

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     31,692)
  10,398      -17   11,641   10,158   19,714   32,197   31,338     -505      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     31.6     24.4     50.9     43.6     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15        7       18       30       28       51       47
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,890
COMMITMENTS
  22,536    9,048   11,282   38,940   52,510   72,758   72,840      132       50

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        167)
     100    2,468     -372    1,069   -1,179      797      917     -630     -750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     12.4     15.5     53.4     72.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        8       10       38       41       48       52
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,723
COMMITMENTS
  22,436    6,580   11,654   37,871   53,689   71,961   71,923      762      800

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        304)
  -1,160   -1,880    1,000      -44      626     -204     -254      508      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      9.0     16.0     52.1     73.8     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        8       10       37       40       47       51
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,738
COMMITMENTS
   4,765    4,084    2,222   18,751   18,923   25,738   25,229        0      509

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -617)
   1,293      -42     -497   -1,372      -37     -576     -576      -41      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     15.9      8.6     72.9     73.5    100.0     98.0      0.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        6       23       24       30       30
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,355
COMMITMENTS
   3,472    4,126    2,719   20,123   18,960   26,314   25,805       41      550

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        788)
  -1,062      187      472    1,337       88      747      747       41       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     15.7     10.3     76.4     71.9     99.8     97.9      0.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        6       23       24       30       30
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,582
COMMITMENTS
   1,677    5,199      932    9,973    6,451   12,582   12,582        0        0

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      1,234)
       0      848       86    1,148      300    1,234    1,234        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     41.3      7.4     79.3     51.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        2       17       11       21       15
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,348
COMMITMENTS
   1,677    4,351      846    8,825    6,151   11,348   11,348        0        0

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -280)
       0      -21        0     -280     -169     -280     -190        0      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     38.3      7.5     77.8     54.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        2       16       11       20       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,412
COMMITMENTS
   3,900    5,420    2,374   13,965   12,274   20,239   20,068      173      344

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        940)
    -140       48      320      919      728    1,099    1,096     -159     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     26.6     11.6     68.4     60.1     99.2     98.3      0.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        7       21       22       28       29
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,472
COMMITMENTS
   4,040    5,372    2,054   13,046   11,546   19,140   18,972      332      500

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        344)
     540      220      272     -540     -140      272      352       72       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     27.6     10.5     67.0     59.3     98.3     97.4      1.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        7       20       21       27       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,810
COMMITMENTS
  10,000      120    1,350   10,782   20,772   22,132   22,242      678      568

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -126)
    -240        0       60       12     -226     -168     -166       42       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8      0.5      5.9     47.3     91.1     97.0     97.5      3.0      2.5

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 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,936
COMMITMENTS
  10,240      120    1,290   10,770   20,998   22,300   22,408      636      528

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        140)
     240        0      -40        0     -120      200     -160      -60      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6      0.5      5.6     47.0     91.6     97.2     97.7      2.8      2.3

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 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,807
COMMITMENTS
     618       80      904    8,672    9,523   10,194   10,507      613      300

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        197)
    -128        0      100      132       97      104      197       93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.7      8.4     80.2     88.1     94.3     97.2      5.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       16       12       18       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,610
COMMITMENTS
     746       80      804    8,540    9,426   10,090   10,310      520      300

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        776)
    -520        0      116      700      420      296      536      480      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.8      7.6     80.5     88.8     95.1     97.2      4.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       16       11       18       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      805,527
COMMITMENTS
 115,470  158,534  117,270  527,909  466,685  760,649  742,489   44,878   63,038

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -39,538)
     -24  -13,128   -4,135  -15,949   -6,519  -20,108  -23,782  -19,430  -15,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     19.7     14.6     65.5     57.9     94.4     92.2      5.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      56       90       77       75       76      185      197
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      845,065
COMMITMENTS
 115,494  171,662  121,405  543,858  473,204  780,757  766,271   64,308   78,794

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     14,308)
  -6,585    1,767   -6,926   13,357    8,119     -154    2,960   14,462   11,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     20.3     14.4     64.4     56.0     92.4     90.7      7.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      55      106       90       74       81      192      220
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,981
COMMITMENTS
   8,740    2,311      455    2,473   11,758   11,668   14,524    3,313      457

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        143)
      53      -48       16     -368      203     -299      171      442      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.3     15.4      3.0     16.5     78.5     77.9     96.9     22.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      59       13        9       15       26       81       44
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,838
COMMITMENTS
   8,687    2,359      439    2,841   11,555   11,967   14,353    2,871      485

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        617)
    -608      214      155      666       42      213      411      404      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.5     15.9      3.0     19.1     77.9     80.7     96.7     19.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      59       11        6       15       27       80       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,491
COMMITMENTS
  10,153      745        0      997   11,480   11,150   12,225    2,341    1,266

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        578)
     342       74        0       26      535      368      609      210      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.3      5.5      0.0      7.4     85.1     82.6     90.6     17.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      31        7        0        8       23       39       30
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,913
COMMITMENTS
   9,811      671        0      971   10,945   10,782   11,616    2,131    1,297

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,388)
   1,311      209        0       26      997    1,337    1,206       51      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.0      5.2      0.0      7.5     84.8     83.5     90.0     16.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      30        6        0        8       24       38       30
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 11/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      142,891
COMMITMENTS
  29,474    8,163   14,576   88,578  109,511  132,628  132,250   10,263   10,641

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      4,655)
     608       11    2,164    3,190    2,204    5,962    4,379   -1,307      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      5.7     10.2     62.0     76.6     92.8     92.6      7.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      48       20       36       73       70      137      115
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      138,236
COMMITMENTS
  28,866    8,152   12,412   85,388  107,307  126,666  127,871   11,570   10,365

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      6,192)
     795    1,441    1,052    4,807    4,407    6,654    6,900     -462     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      5.9      9.0     61.8     77.6     91.6     92.5      8.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      49       19       35       68       70      132      114
 

Updated December 2, 2005