MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,399
COMMITMENTS
     279    2,323    1,561   15,349    8,953   17,189   12,837    5,210    9,562

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      1,035)
      62     -225       57      734      708      853      540      182      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     10.4      7.0     68.5     40.0     76.7     57.3     23.3     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        3        9       19       13       29       23
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      135,796
COMMITMENTS
  29,460   12,028   32,874   52,858   57,140  115,191  102,041   20,604   33,755

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        328)
    -338   -7,130    1,800   -1,003    7,474      460    2,144     -132   -1,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      8.9     24.2     38.9     42.1     84.8     75.1     15.2     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      68       61       88       34       49      171      148
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,892
COMMITMENTS
     296      596      334      479      143    1,109    1,073      783      819

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        341)
     -47      188      153      138      -30      244      311       98       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     31.5     17.6     25.3      7.6     58.6     56.7     41.4     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5       16        8        5        3       17       21
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      217,522
COMMITMENTS
  68,401   11,248   37,947   87,463  104,936  193,811  154,130   23,711   63,392

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      4,602)
     772    1,677      392    2,927      877    4,090    2,946      512    1,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      5.2     17.4     40.2     48.2     89.1     70.9     10.9     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     105       38       74       89      143      237      229
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,599
COMMITMENTS
   2,001      357      423      994    3,227    3,418    4,006    2,181    1,593

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:         70)
    -281      252      -47      309      -49      -18      156       88      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7      6.4      7.5     17.8     57.6     61.0     71.6     39.0     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      25        6       11       19       32       47       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       34,591
COMMITMENTS
  14,266    1,079    6,283    8,386    9,575   28,935   16,938    5,656   17,654

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      1,234)
    -248     -738      448      392      338      592       49      642    1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.2      3.1     18.2     24.2     27.7     83.6     49.0     16.4     51.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      52       16       28       40       54      107       87
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      147,271
COMMITMENTS
  66,859   11,394    3,902   35,505  112,188  106,266  127,485   41,005   19,787

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     18,835)
  15,985   -1,211      310    3,807   21,354   20,102   20,453   -1,268   -1,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4      7.7      2.6     24.1     76.2     72.2     86.6     27.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      35       13       11       26       27       63       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      114,326
COMMITMENTS
  13,937   53,810    1,671   87,273   37,440  102,880   92,920   11,446   21,406

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      7,861)
  -2,353  -12,256    1,115    7,453   20,462    6,216    9,321    1,646   -1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     47.1      1.5     76.3     32.7     90.0     81.3     10.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6       26        7       20       14       31       42
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      138,346
COMMITMENTS
  73,246    5,621    1,986   52,301  125,252  127,533  132,858   10,813    5,488

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      1,830)
 -14,503      462      964   14,006     -743      466      682    1,363    1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.9      4.1      1.4     37.8     90.5     92.2     96.0      7.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      59       10        7       14       20       75       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      113,530
COMMITMENTS
  13,527   21,457    1,570   80,584   70,493   95,681   93,520   17,849   20,010

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      3,810)
  -2,071  -20,236      551    6,269   28,208    4,749    8,523     -939   -4,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     18.9      1.4     71.0     62.1     84.3     82.4     15.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       14        6       25       23       43       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      286,406
COMMITMENTS
  21,076   96,152    5,646  227,138  148,098  253,861  249,896   32,545   36,510

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     37,324)
  -2,986   -3,701   -1,823   42,265   41,697   37,456   36,174     -131    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     33.6      2.0     79.3     51.7     88.6     87.3     11.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      23       43        9       34       30       63       76
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      206,283
COMMITMENTS
  27,103   28,591   10,425  120,394  116,293  157,922  155,310   48,361   50,974

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      2,923)
  -1,402  -22,501   -7,038   14,121   33,205    5,682    3,666   -2,759     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     13.9      5.1     58.4     56.4     76.6     75.3     23.4     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30       34       29       34       29       80       77
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       13,233
COMMITMENTS
   6,980      973      155    4,220   10,764   11,355   11,892    1,878    1,341

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      1,046)
    -626       78      155    1,735      628    1,264      861     -218      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.7      7.4      1.2     31.9     81.3     85.8     89.9     14.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        3        1        9       11       15       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   15,936,073
COMMITMENTS
 771,140  974,922  5572933  8521420  7806846 14865493 14354701  1070580  1581372

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:    155,295)
 -25,443   -9,186   78,514   83,329   72,728  136,401  142,056   18,894   13,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      6.1     35.0     53.5     49.0     93.3     90.1      6.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      64       71      112      153      161      278      290
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      850,697
COMMITMENTS
  61,676   72,523   60,693  552,643  556,356  675,012  689,572  175,686  161,126

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     64,534)
  -1,407   -1,198    8,930   51,558   43,208   59,081   50,940    5,452   13,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      8.5      7.1     65.0     65.4     79.3     81.1     20.7     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      42       48       60       97       69      177      141
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,589,918
COMMITMENTS
 298,145  261,436  163,771  723,548  1034919  1185464  1460126  404,453  129,792

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:    230,650)
  23,662   11,181   82,968   74,711  127,756  181,340  221,904   49,310    8,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     16.4     10.3     45.5     65.1     74.6     91.8     25.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      77       59       62       80       74      189      164
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       17,285
COMMITMENTS
   1,768    1,486       41    8,108   14,050    9,917   15,577    7,368    1,708

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      2,220)
      30      306      -24      550    1,491      556    1,773    1,664      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      8.6      0.2     46.9     81.3     57.4     90.1     42.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        4        2       20       17       25       22
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       59,569
COMMITMENTS
   9,394    8,757    1,533   40,986   33,287   51,913   43,577    7,656   15,992

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     10,812)
     465     -349    1,161    7,380    1,702    9,006    2,514    1,806    8,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     14.7      2.6     68.8     55.9     87.1     73.2     12.9     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        5        3       23       18       33       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       84,476
COMMITMENTS
  15,803    9,010    4,198   53,383   57,208   73,384   70,417   11,092   14,059

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     22,965)
    -455      726    3,517   19,537   18,611   22,598   22,853      366      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     10.7      5.0     63.2     67.7     86.9     83.4     13.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      17       15       11       46       37       72       56
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      506,657
COMMITMENTS
 169,790  114,885   23,988  252,426  340,153  446,203  479,025   60,454   27,631

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     84,398)
  -3,129      435   18,104   56,644   57,361   71,620   75,900   12,779    8,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     22.7      4.7     49.8     67.1     88.1     94.5     11.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      92       53       34       50       54      156      128
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       83,307
COMMITMENTS
  23,890    3,608    2,150   34,827   64,988   60,867   70,746   22,440   12,561

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     10,805)
     838   -3,732    1,422    3,213   12,029    5,473    9,719    5,332    1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      4.3      2.6     41.8     78.0     73.1     84.9     26.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      16        3        5       13       17       30       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       50,364
COMMITMENTS
   2,411    5,514    2,120   35,426   32,969   39,957   40,604   10,406    9,760

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      9,198)
     851     -576    2,076       33    5,186    2,960    6,686    6,238    2,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     10.9      4.2     70.3     65.5     79.3     80.6     20.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2       13        3       35       33       38       48
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      364,922
COMMITMENTS
  21,826   44,932   17,867  299,484  277,131  339,177  339,930   25,745   24,992

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     62,115)
  -2,658   -2,768   13,161   46,961   38,082   57,463   48,475    4,652   13,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     12.3      4.9     82.1     75.9     92.9     93.2      7.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      29       57       33       42       53       94      122
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       59,678
COMMITMENTS
  10,254   21,671    5,431   33,951   26,540   49,636   53,642   10,042    6,036

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:    -58,005)
  -4,885   -1,594  -13,733  -23,227  -25,072  -41,845  -40,399  -16,160  -17,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     36.3      9.1     56.9     44.5     83.2     89.9     16.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      21       20        4       18       18       43       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       34,149
COMMITMENTS
  21,433    3,482        0    4,956    4,312   26,389    7,794    7,760   26,355

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:    -29,124)
   5,005   -4,257   -4,740  -21,836   -4,075  -21,571  -13,072   -7,553  -16,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.8     10.2      0.0     14.5     12.6     77.3     22.8     22.7     77.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        7        0        6        6       20       13
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       45,145
COMMITMENTS
   2,667    2,196    1,206   19,974   35,426   23,847   38,828   21,298    6,317

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      2,350)
     875      350      953      578    5,257    2,406    6,560      -56   -4,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      4.9      2.7     44.2     78.5     52.8     86.0     47.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7        8        3       20       29       29       39
 

Updated December 16, 2005