MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,602
COMMITMENTS
     650    1,820    1,901   13,612   11,650   16,164   15,372    6,439    7,231

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        588)
      57       63       76      362      237      495      376       93      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      8.1      8.4     60.2     51.5     71.5     68.0     28.5     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        2        9       20       17       31       27
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      120,747
COMMITMENTS
  23,923   19,255   29,421   50,198   35,455  103,542   84,132   17,205   36,615

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      4,178)
   2,274    1,573      237    1,732    1,542    4,243    3,353      -65      825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     15.9     24.4     41.6     29.4     85.8     69.7     14.2     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      56       45       63       31       42      136      115
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,127
COMMITMENTS
     584      340       19       25       46      628      405      499      721

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.8     30.2      1.7      2.2      4.1     55.7     36.0     44.3     64.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        8        4        1        2       14       11
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      178,101
COMMITMENTS
  43,541   19,835   35,581   77,160   77,280  156,281  132,696   21,820   45,405

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      8,371)
   5,269    1,597    2,414      412    2,838    8,096    6,849      275    1,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     11.1     20.0     43.3     43.4     87.7     74.5     12.3     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      73       42       64       78      115      184      202
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,579
COMMITMENTS
   1,218      981      454      659    1,089    2,331    2,525    2,248    2,054

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        174)
      55     -529      117       16      394      188      -18      -14      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     21.4      9.9     14.4     23.8     50.9     55.1     49.1     44.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      16       13       10       12       18       34       36
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,304
COMMITMENTS
  12,286    1,955    6,573    8,345   10,542   27,204   19,069    6,100   14,235

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,437)
       5       16      264      668      921      937    1,201      500      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      5.9     19.7     25.1     31.7     81.7     57.3     18.3     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      51       20       32       48       58      120       97
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      116,683
COMMITMENTS
  51,711    7,168    2,776   25,476   87,377   79,964   97,322   36,719   19,361

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -37,837)
   4,777  -12,078   -1,069  -38,326  -18,929  -34,618  -32,076   -3,219   -5,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3      6.1      2.4     21.8     74.9     68.5     83.4     31.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      30       14       10       19       28       53       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       77,210
COMMITMENTS
   6,138   49,869        0   64,282    6,296   70,420   56,165    6,790   21,045

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     19,588)
   3,650   16,471        0   18,692     -432   22,342   16,039   -2,754    3,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     64.6      0.0     83.3      8.2     91.2     72.7      8.8     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4       26        0       16        6       20       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       80,101
COMMITMENTS
  40,077    7,415       53   34,851   66,808   74,981   74,276    5,120    5,825

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,363)
     257    2,898      -74    5,870    3,098    6,053    5,922     -690     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.0      9.3      0.1     43.5     83.4     93.6     92.7      6.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      40        9        1       14       18       55       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       79,362
COMMITMENTS
  27,437   25,176      682   30,482   36,006   58,601   61,863   20,760   17,499

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      9,931)
   2,994   11,176      192    7,846   -5,306   11,033    6,063   -1,102    3,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6     31.7      0.9     38.4     45.4     73.8     78.0     26.2     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17       12        5       17       16       36       31
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      163,740
COMMITMENTS
  10,942   72,898    4,238  122,631   51,765  137,811  128,901   25,929   34,839

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     11,325)
   1,250   13,047      416    8,238   -5,899    9,904    7,564    1,421    3,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     44.5      2.6     74.9     31.6     84.2     78.7     15.8     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      16       43        7       29       24       49       70
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      158,280
COMMITMENTS
  32,455   34,847   12,324   67,347   61,116  112,126  108,287   46,154   49,994

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     19,919)
   3,522    3,772    1,573   11,731   10,267   16,827   15,613    3,092    4,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     22.0      7.8     42.5     38.6     70.8     68.4     29.2     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      38       34       30       30       27       83       76
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       36,616
COMMITMENTS
   9,330    2,528        6   19,676   25,688   29,012   28,222    7,604    8,394

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,964)
   1,366     -954     -279    3,564    4,706    4,651    3,473    1,313    2,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      6.9      0.0     53.7     70.2     79.2     77.1     20.8     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1        9       13       12       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   12,279,617
COMMITMENTS
 869,941  781,091  3625752  6811746  6339207 11307439 10746050  972,178  1533567

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    756,599)
  12,968  102,934  327,850  362,509  251,161  703,327  681,946   53,271   74,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      6.4     29.5     55.5     51.6     92.1     87.5      7.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      62       60      106      138      150      249      273
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      700,483
COMMITMENTS
  50,260   61,304   39,942  463,192  482,622  553,394  583,868  147,089  116,615

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,813)
   3,079    3,606    1,259   -9,902    5,563   -5,564   10,429   11,377   -4,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      8.8      5.7     66.1     68.9     79.0     83.4     21.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      46       41       55       89       64      165      130
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      985,447
COMMITMENTS
 181,332  236,228   26,198  508,632  616,671  716,162  879,097  269,285  106,350

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     54,122)
  27,540  -21,352   -8,935   49,528   52,622   68,133   22,335  -14,012   31,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     24.0      2.7     51.6     62.6     72.7     89.2     27.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      42       56       30       62       55      121      124
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,621
COMMITMENTS
   1,786      427        0    6,992   11,469    8,778   11,896    3,843      725

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        120)
     235        0        0      436      341      671      341     -551     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      3.4      0.0     55.4     90.9     69.6     94.3     30.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        1       20       17       24       19
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       30,029
COMMITMENTS
   6,197    5,108       68   19,947   20,245   26,212   25,421    3,817    4,608

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      2,974)
     169    1,079       68    2,422    2,378    2,659    3,525      315     -551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     17.0      0.2     66.4     67.4     87.3     84.7     12.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        7        1       18       18       22       26
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,973
COMMITMENTS
   5,518   12,724      630   30,012   34,917   36,160   48,271   20,813    8,702

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      4,695)
    -302    1,006      233     -730    1,811     -798    3,050    5,494    1,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     22.3      1.1     52.7     61.3     63.5     84.7     36.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10       19        3       32       25       45       44
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      266,225
COMMITMENTS
  88,509   85,206    3,062  160,336  104,013  251,906  192,281   14,319   73,944

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     34,972)
 -12,000   13,507      216   47,788   -4,901   36,005    8,822   -1,033   26,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     32.0      1.2     60.2     39.1     94.6     72.2      5.4     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      47       58       10       43       31       96       93
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       63,899
COMMITMENTS
  23,527      582        0   16,703   54,112   40,230   54,694   23,669    9,205

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -15,240)
 -12,674      582        0      343  -18,499  -12,331  -17,917   -2,909    2,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8      0.9      0.0     26.1     84.7     63.0     85.6     37.0     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        1        0        9       14       25       15
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,630
COMMITMENTS
     672    5,889        0   26,165   21,198   26,837   27,087    4,793    4,543

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        435)
    -506      212        0      425      345      -81      557      516     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     18.6      0.0     82.7     67.0     84.8     85.6     15.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1       14        1       30       29       31       44
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      222,440
COMMITMENTS
  13,649   49,175    1,578  199,865  158,186  215,092  208,939    7,349   13,501

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      7,362)
  -2,611     -956      165   10,206    6,144    7,760    5,354     -398    2,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     22.1      0.7     89.9     71.1     96.7     93.9      3.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      24       39       14       34       49       63       97
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,049
COMMITMENTS
  18,520   19,380    1,973   22,751   27,455   43,244   48,808   11,805    6,241

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,997)
   1,013      767      617    2,805    2,866    4,435    4,250    1,562    1,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     35.2      3.6     41.3     49.9     78.6     88.7     21.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      29       20        4       21       18       52       41
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       33,706
COMMITMENTS
  11,050    1,873      321   19,362    2,038   30,733    4,232    2,973   29,474

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -583)
  -1,415      340       85    2,401      548    1,071      973   -1,654   -1,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8      5.6      1.0     57.4      6.0     91.2     12.6      8.8     87.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12        3        1        9        3       21        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       38,123
COMMITMENTS
   2,284    2,696        0   16,105   30,712   18,389   33,408   19,734    4,715

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     -1,276)
    -525        0        0      638     -381      113     -381   -1,389     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      7.1      0.0     42.2     80.6     48.2     87.6     51.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        9        0       16       23       20       32
 

Updated September 30, 2005