WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
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 5,000 BUSHELS)                         OPEN INTEREST:      316,615
COMMITMENTS
  44,726   80,642   53,717  189,691  141,968  288,133  276,327   28,482   40,288

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        -44)
   1,429   -6,988    1,667   -4,094    2,905     -999   -2,416      954    2,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     25.5     17.0     59.9     44.8     91.0     87.3      9.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      73      117       95       47       63      185      224
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      316,660
COMMITMENTS
  43,297   87,630   52,050  193,785  139,063  289,132  278,743   27,528   37,917

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      4,364)
  -5,637     -814    5,055    4,772      164    4,190    4,406      174      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     27.7     16.4     61.2     43.9     91.3     88.0      8.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      79      116       89       52       64      183      225
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
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 5,000 BUSHELS)                         OPEN INTEREST:      909,727
COMMITMENTS
 123,803  150,280  161,732  478,067  381,913  763,603  693,925  146,124  215,802

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     13,435)
   4,231    5,779    5,772    1,368   -2,067   11,371    9,484    2,064    3,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     16.5     17.8     52.6     42.0     83.9     76.3     16.1     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      566)
     144      144      149      219      218      441      440
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      896,292
COMMITMENTS
 119,573  144,501  155,960  476,699  383,980  752,232  684,441  144,060  211,851

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      5,937)
   1,174   -1,099   11,525   -4,992   -3,554    7,707    6,872   -1,769     -934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     16.1     17.4     53.2     42.8     83.9     76.4     16.1     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     140      143      145      218      230      435      450
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
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 5,000 BUSHELS)                         OPEN INTEREST:        6,924
COMMITMENTS
   2,448      466      528    1,625    4,023    4,601    5,017    2,323    1,906

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        193)
     169     -143       12        4       93      185      -38        8      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4      6.7      7.6     23.5     58.1     66.5     72.5     33.5     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11        7        5        8       16       22       25
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,731
COMMITMENTS
   2,280      609      516    1,620    3,930    4,416    5,055    2,314    1,675

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:       -102)
      86      114      -19     -135     -118      -68      -23      -35      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9      9.0      7.7     24.1     58.4     65.6     75.1     34.4     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        8        5        8       16       21       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
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 5,000 BUSHELS)                         OPEN INTEREST:      346,298
COMMITMENTS
  48,967   49,518   71,822  165,267  128,254  286,055  249,594   60,243   96,704

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      2,338)
  -2,351    3,749      193    3,730   -5,593    1,572   -1,651      766    3,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     14.3     20.7     47.7     37.0     82.6     72.1     17.4     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      96      120      127      106      111      271      298
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      343,961
COMMITMENTS
  51,317   45,769   71,629  161,537  133,847  284,483  251,245   59,478   92,716

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      7,539)
      37    6,163    4,336    5,662   -6,028   10,036    4,472   -2,497    3,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     13.3     20.8     47.0     38.9     82.7     73.0     17.3     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
      89      122      133      104      123      278      303
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
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 60,000 POUNDS)                         OPEN INTEREST:      158,914
COMMITMENTS
  21,943   25,323   26,008   89,945   88,229  137,896  139,560   21,018   19,354

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      3,010)
  -1,810   -1,777    1,830    2,341      778    2,360      831      650    2,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     15.9     16.4     56.6     55.5     86.8     87.8     13.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      35       39       32       53       53      106      115
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      155,904
COMMITMENTS
  23,753   27,099   24,178   87,604   87,452  135,536  138,729   20,368   17,175

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      2,492)
   3,392     -633      915     -165    4,767    4,143    5,049   -1,650   -2,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     17.4     15.5     56.2     56.1     86.9     89.0     13.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      40       40       38       51       48      109      117
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
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 FACE VALUE)                   OPEN INTEREST:      685,886
COMMITMENTS
  90,655   67,941   79,688  389,755  364,074  560,098  511,703  125,788  174,183

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -23,339)
  12,577    9,324  -10,916  -26,929  -36,191  -25,267  -37,783    1,929   14,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      9.9     11.6     56.8     53.1     81.7     74.6     18.3     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      22       39       41       67       77      117      129
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      709,225
COMMITMENTS
  78,077   58,617   90,604  416,684  400,264  585,366  549,485  123,859  159,739

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -48,453)
 -13,842      -24  -10,263   -6,717  -14,723  -30,822  -25,010  -17,631  -23,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      8.3     12.8     58.8     56.4     82.5     77.5     17.5     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      33       31       44       66       79      120      133
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
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 TONS)                              OPEN INTEREST:      141,779
COMMITMENTS
  15,389   14,967   23,629   76,257   81,202  115,275  119,798   26,504   21,980

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:          0)
   1,153    2,356      113   -3,564   -2,627   -2,297     -158    2,298      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     10.6     16.7     53.8     57.3     81.3     84.5     18.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      33       36       43       54       49      109      117
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      141,778
COMMITMENTS
  14,236   12,611   23,516   79,820   83,830  117,572  119,956   24,206   21,822

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      8,564)
    -742      431      358   11,497    7,112   11,113    7,901   -2,549      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      8.9     16.6     56.3     59.1     82.9     84.6     17.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      33       36       43       51       48      108      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
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:        7,034
COMMITMENTS
   2,513    1,369    1,126    2,059    3,294    5,699    5,789    1,335    1,244

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -322)
    -295     -282      -69     -107      479     -471      129      149     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     19.5     16.0     29.3     46.8     81.0     82.3     19.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      17        9       12       15       17       37       33
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,356
COMMITMENTS
   2,808    1,651    1,195    2,167    2,815    6,170    5,661    1,186    1,695

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:         84)
      28       81      -15        3       59       16      125       68      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2     22.4     16.2     29.5     38.3     83.9     77.0     16.1     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      16       12       11       15       17       36       35
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
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 FACE VALUE)                   OPEN INTEREST:      335,939
COMMITMENTS
  87,199   45,639    1,661  175,552  181,883  264,412  229,183   71,527  106,756

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -11,698)
 -16,195   -6,866   -1,127    1,842   -3,938  -15,480  -11,931    3,782      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     13.6      0.5     52.3     54.1     78.7     68.2     21.3     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      16       20        4       40       48       58       70
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      347,637
COMMITMENTS
 103,394   52,505    2,788  173,710  185,821  279,892  241,114   67,745  106,524

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -40,515)
 -11,098  -33,125      -31  -33,338       94  -44,468  -33,063    3,953   -7,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     15.1      0.8     50.0     53.5     80.5     69.4     19.5     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      17       24        7       40       46       61       73
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
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 FACE VALUE)                   OPEN INTEREST:    2,049,779
COMMITMENTS
 332,684  368,718  231,450  1229391  1050748  1793524  1650915  256,255  398,863

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:   -154,345)
   6,111  -36,838  -62,369  -83,824 -105,691 -140,082 -204,899  -14,263   50,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     18.0     11.3     60.0     51.3     87.5     80.5     12.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      50       70       66      104      122      192      220
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,204,124
COMMITMENTS
 326,573  405,556  293,819  1313214  1156439  1933606  1855814  270,518  348,310

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:   -208,232)
  -4,093   29,998 -123,149  -94,520  -70,440 -221,763 -163,591   13,531  -44,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     18.4     13.3     59.6     52.5     87.7     84.2     12.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      46       78       80      108      128      203      239
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
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 FACE VALUE)                   OPEN INTEREST:    1,368,874
COMMITMENTS
 132,281  254,801  163,350  906,450  694,287  1202081  1112437  166,793  256,436

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -26,271)
   1,168  -20,791   -8,253    7,152   -4,894       68  -33,938  -26,339    7,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     18.6     11.9     66.2     50.7     87.8     81.3     12.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      32       48       38       76       80      129      145
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,395,145
COMMITMENTS
 131,112  275,592  171,603  899,298  699,181  1202013  1146375  193,132  248,770

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -33,653)
 -15,417  -22,422   20,591  -25,221  -36,131  -20,046  -37,962  -13,607    4,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     19.8     12.3     64.5     50.1     86.2     82.2     13.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      34       49       44       79       85      137      154
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
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
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      707,273
COMMITMENTS
 136,753   89,131  269,858  244,432  305,738  651,042  664,727   56,231   42,546

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -18,261)
 -17,390   -2,589   16,020   -9,893  -29,278  -11,263  -15,847   -6,998   -2,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     12.6     38.2     34.6     43.2     92.0     94.0      8.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      48       36       46       67       62      144      115
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      725,534
COMMITMENTS
 154,143   91,721  253,838  254,325  335,015  662,305  680,574   63,229   44,960

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -40,057)
 -23,241   31,455  -40,633   17,835  -28,690  -46,039  -37,867    5,982   -2,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     12.6     35.0     35.1     46.2     91.3     93.8      8.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      46       40       51       72       62      150      121
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
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
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       35,792
COMMITMENTS
   4,302    7,024      507   23,462   17,160   28,272   24,691    7,520   11,102

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,120)
     600      133        5     -482     -130      124        9      997    1,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     19.6      1.4     65.6     47.9     79.0     69.0     21.0     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       13        6       18       10       31       24
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       34,672
COMMITMENTS
   3,702    6,891      502   23,944   17,289   28,148   24,682    6,524    9,990

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -18,579)
  -4,458      281   -2,454   -5,529  -13,645  -12,441  -15,819   -6,137   -2,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     19.9      1.4     69.1     49.9     81.2     71.2     18.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       13        5       17       10       28       25
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
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
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       53,540
COMMITMENTS
  18,641   26,054    4,491   14,166   12,973   37,298   43,518   16,242   10,022

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -147)
     350   -3,505      489   -3,113    3,802   -2,275      786    2,128     -933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8     48.7      8.4     26.5     24.2     69.7     81.3     30.3     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      21       26       15       14       15       43       48
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       53,686
COMMITMENTS
  18,291   29,559    4,003   17,279    9,170   39,572   42,732   14,114   10,955

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -34,632)
   1,088   -4,850   -3,127  -30,787  -13,992  -32,826  -21,969   -1,806  -12,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     55.1      7.5     32.2     17.1     73.7     79.6     26.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      21       26       13       17        7       47       37
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
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 NOTIONAL PRINCIPA             OPEN INTEREST:       33,678
COMMITMENTS
   8,544    3,881      172   24,751   28,896   33,467   32,949      211      729

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -402)
    -336       77        0      -73     -550     -409     -473        7       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     11.5      0.5     73.5     85.8     99.4     97.8      0.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7       17        3       16       20       25       38
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,080
COMMITMENTS
   8,880    3,804      172   24,824   29,446   33,876   33,422      204      658

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -5,623)
   5,958     -122   -6,466   -4,907    1,236   -5,415   -5,352     -208     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     11.2      0.5     72.8     86.4     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       16        3       16       20       26       37
 
 
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
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,014
COMMITMENTS
     593    1,757    1,825   13,250   11,413   15,669   14,996    6,346    7,018

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        609)
    -351     -268       42      215      605      -94      378      703      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      8.0      8.3     60.2     51.8     71.2     68.1     28.8     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        2        9       21       18       32       28
 
 
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
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      116,569
COMMITMENTS
  21,649   17,682   29,184   48,466   33,913   99,299   80,779   17,270   35,790

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      4,513)
     936      -33    4,418      -67       20    5,286    4,405     -773      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     15.2     25.0     41.6     29.1     85.2     69.3     14.8     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      57       36       61       31       40      132      109
 
 
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
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      169,731
COMMITMENTS
  38,271   18,238   33,166   76,747   74,442  148,185  125,846   21,545   43,884

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      8,482)
   1,016   -3,130    5,040    2,322    5,046    8,378    6,956      103    1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     10.7     19.5     45.2     43.9     87.3     74.1     12.7     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      63       48       64       72      110      174      198
 
 
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
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,405
COMMITMENTS
   1,163    1,510      337      643      695    2,143    2,542    2,262    1,863

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:         68)
    -116     -123       80       22      123      -14       80       82      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     34.3      7.7     14.6     15.8     48.7     57.7     51.3     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       13        7       12       13       29       30
 
 
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
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,867
COMMITMENTS
  12,281    1,939    6,308    7,678    9,621   26,267   17,868    5,600   13,999

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,013)
  -1,131     -483      779      839      587      487      883      525      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5      6.1     19.8     24.1     30.2     82.4     56.1     17.6     43.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      55       20       28       44       53      116       87
 
 
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
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      154,519
COMMITMENTS
  46,935   19,247    3,846   63,801  106,306  114,582  129,398   39,938   25,122

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      7,853)
     -28    2,865    1,039    3,392   -1,227    4,402    2,676    3,451    5,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     12.5      2.5     41.3     68.8     74.2     83.7     25.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      27       19        9       28       32       59       56
 
 
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
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       57,622
COMMITMENTS
   2,488   33,398        0   45,590    6,728   48,078   40,126    9,544   17,496

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -3,620)
  -1,687   14,257     -147    2,220  -22,808      386   -8,698   -4,006    5,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     58.0      0.0     79.1     11.7     83.4     69.6     16.6     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       17        0       14        6       16       23
 
 
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
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       74,737
COMMITMENTS
  39,820    4,517      127   28,981   63,710   68,928   68,354    5,809    6,383

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -13,735)
  -5,190     -880   -1,422   -5,199   -9,847  -11,811  -12,149   -1,924   -1,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.3      6.0      0.2     38.8     85.2     92.2     91.5      7.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      40        7        1       14       17       55       24
 
 
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
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       69,431
COMMITMENTS
  24,443   13,999      489   22,636   41,312   47,568   55,800   21,862   13,631

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -24,067)
  -2,806    5,065     -858  -18,565  -26,074  -22,229  -21,867   -1,838   -2,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2     20.2      0.7     32.6     59.5     68.5     80.4     31.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15       12        4       13       18       31       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
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      152,415
COMMITMENTS
   9,692   59,851    3,822  114,393   57,664  127,907  121,337   24,508   31,078

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -61,386)
   1,055   14,004   -1,937  -55,603  -74,738  -56,484  -62,671   -4,902    1,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     39.3      2.5     75.1     37.8     83.9     79.6     16.1     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13       31        6       30       24       46       58
 
 
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
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      138,361
COMMITMENTS
  28,933   31,074   10,751   55,615   50,849   95,299   92,674   43,062   45,688

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -41,036)
     443    9,077      574  -35,594  -53,350  -34,576  -43,699   -6,460    2,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     22.5      7.8     40.2     36.8     68.9     67.0     31.1     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      39       31       30       28       25       79       74
 
 
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
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       30,652
COMMITMENTS
   7,964    3,482      285   16,112   20,982   24,361   24,749    6,291    5,903

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -12,867)
   6,754      678     -895  -19,994  -14,487  -14,135  -14,704    1,268    1,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     11.4      0.9     52.6     68.5     79.5     80.7     20.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       10       12       13       15
 
 
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
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,523,019
COMMITMENTS
 856,973  678,156  3297902  6449237  6088046 10604112 10064104  918,907  1458914

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -2,535,917)
 -76,587   -2,349 -1544131 -818,013 -847,345 -2438731 -2393825  -97,186 -142,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      5.9     28.6     56.0     52.8     92.0     87.3      8.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      62       55      100      141      149      245      264
 
 
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
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      694,670
COMMITMENTS
  47,181   57,698   38,683  473,095  477,059  558,958  573,440  135,711  121,230

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:   -120,864)
  -2,952   -5,977  -15,647  -64,003  -78,011  -82,603  -99,635  -38,261  -21,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      8.3      5.6     68.1     68.7     80.5     82.5     19.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      47       38       56       90       64      166      129
 
 
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
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      931,325
COMMITMENTS
 153,792  257,580   35,133  459,104  564,049  648,028  856,762  283,297   74,563

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:   -537,463)
 -60,845 -129,701  -47,105 -409,037 -277,596 -516,987 -454,401  -20,476  -83,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     27.7      3.8     49.3     60.6     69.6     92.0     30.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      38       61       31       58       53      114      127
 
 
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
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,501
COMMITMENTS
   1,551      427        0    6,556   11,128    8,107   11,555    4,394      946

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -7,813)
     400        0     -505   -6,652   -4,666   -6,757   -5,171   -1,056   -2,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      3.4      0.0     52.4     89.0     64.9     92.4     35.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       18       16       21       18
 
 
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
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       27,055
COMMITMENTS
   6,028    4,029        0   17,525   17,867   23,553   21,896    3,502    5,159

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -21,799)
  -1,677    1,261   -3,059   -7,337  -18,676  -12,073  -20,474   -9,726   -1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     14.9      0.0     64.8     66.0     87.1     80.9     12.9     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        5        0       18       16       22       21
 
 
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 - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       52,278
COMMITMENTS
   5,820   11,718      397   30,742   33,106   36,959   45,221   15,319    7,057

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -25,062)
  -1,401   -5,761   -1,132  -19,589  -14,122  -22,122  -21,015   -2,940   -4,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     22.4      0.8     58.8     63.3     70.7     86.5     29.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      10       18        2       35       26       47       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
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      231,253
COMMITMENTS
 100,508   71,699    2,845  112,548  108,914  215,901  183,459   15,352   47,794

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:   -163,716)
 -24,441  -10,249   -9,702 -118,849 -129,572 -152,992 -149,523  -10,724  -14,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5     31.0      1.2     48.7     47.1     93.4     79.3      6.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      47       61       12       34       32       90       96
 
 
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
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       79,139
COMMITMENTS
  36,201        0        0   16,360   72,611   52,561   72,611   26,578    6,528

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -17,780)
     -84   -3,043   -1,395  -15,910  -10,201  -17,389  -14,639     -391   -3,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.7      0.0      0.0     20.7     91.8     66.4     91.8     33.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        0        0        9       17       27       17
 
 
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 FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,195
COMMITMENTS
   1,178    5,677        0   25,740   20,853   26,918   26,530    4,277    4,664

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -15,300)
     393     -489     -896  -13,564  -11,463  -14,067  -12,848   -1,233   -2,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     18.2      0.0     82.5     66.8     86.3     85.0     13.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3       13        1       30       28       33       42
 
 
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
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      215,078
COMMITMENTS
  16,260   50,131    1,413  189,659  152,042  207,331  203,586    7,747   11,493

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -76,029)
  -4,042    1,899   -6,381  -46,510  -62,131  -56,933  -66,612  -19,096   -9,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     23.3      0.7     88.2     70.7     96.4     94.7      3.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      24       43       12       34       47       64       96
 
 
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 - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       49,052
COMMITMENTS
  17,507   18,613    1,356   19,946   24,589   38,809   44,558   10,243    4,494

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      3,868)
   1,533    2,606      125    3,295    1,985    4,953    4,716   -1,085     -848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7     37.9      2.8     40.7     50.1     79.1     90.8     20.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      27       16        3       23       17       52       36
 
 
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
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       34,289
COMMITMENTS
  12,465    1,533      236   16,961    1,490   29,662    3,259    4,627   31,030

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      5,706)
     488     -409       -2    3,749      151    4,235     -260    1,471    5,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4      4.5      0.7     49.5      4.3     86.5      9.5     13.5     90.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12        2        1        7        4       19        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
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       39,399
COMMITMENTS
   2,809    2,696        0   15,467   31,093   18,276   33,789   21,123    5,610

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -2,299)
   1,311     -391      -80   -5,844    1,746   -4,613    1,275    2,314   -3,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      6.8      0.0     39.3     78.9     46.4     85.8     53.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        9        0       14       23       18       32
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
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 5,000 TROY OUNCES)                     OPEN INTEREST:      138,480
COMMITMENTS
  51,084   13,430   21,710   28,349   90,484  101,143  125,624   37,337   12,856

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     -2,123)
   1,961   -1,895     -402   -2,981    2,327   -1,422       30     -701   -2,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      9.7     15.7     20.5     65.3     73.0     90.7     27.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      98       42       47       24       38      142      107
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      140,603
COMMITMENTS
  49,123   15,325   22,112   31,330   88,157  102,566  125,594   38,037   15,009

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      9,345)
   7,743  -11,410    3,932   -4,811   15,066    6,865    7,588    2,480    1,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9     10.9     15.7     22.3     62.7     72.9     89.3     27.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      97       46       51       25       38      140      118
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
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 25,000 POUNDS)                         OPEN INTEREST:      107,913
COMMITMENTS
  37,671   27,566   13,916   42,164   53,206   93,751   94,689   14,162   13,225

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      3,772)
   2,958      436       93    1,021    3,384    4,072    3,912     -300     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9     25.5     12.9     39.1     49.3     86.9     87.7     13.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      73       58       47       41       36      143      119
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      104,141
COMMITMENTS
  34,713   27,130   13,823   41,143   49,823   89,680   90,776   14,462   13,365

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,975)
   1,089      123    1,336     -452      560    1,973    2,020        2      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3     26.1     13.3     39.5     47.8     86.1     87.2     13.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      76       59       47       40       36      144      118
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
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 TROY OUNCES)                       OPEN INTEREST:      435,603
COMMITMENTS
 222,945   45,499   68,803   76,539  285,284  368,287  399,586   67,316   36,017

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -27,892)
  -1,322   -8,053  -15,814  -12,264   -6,973  -29,399  -30,840    1,508    2,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.2     10.4     15.8     17.6     65.5     84.5     91.7     15.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     165       76       72       37       54      246      160
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      463,495
COMMITMENTS
 224,267   53,553   84,616   88,803  292,257  397,686  430,426   65,809   33,069

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     76,432)
  46,468   10,063   20,654    6,522   40,109   73,643   70,825    2,789    5,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.4     11.6     18.3     19.2     63.1     85.8     92.9     14.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     175       80       76       40       57      253      178
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
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
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,727
COMMITMENTS
   4,514    2,196      550    2,769    6,271    7,833    9,017    1,894      710

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -276)
    -131     -102      -70       83      103     -118      -69     -158     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.4     22.6      5.7     28.5     64.5     80.5     92.7     19.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        3       11        5        6       30       19
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,003
COMMITMENTS
   4,645    2,298      620    2,686    6,168    7,951    9,086    2,052      917

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        704)
     -94       22      136      114      169      156      327      548      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.4     23.0      6.2     26.9     61.7     79.5     90.8     20.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      18        4       13        6        6       36       21
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
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 5,000 BUSHELS)                         OPEN INTEREST:      110,183
COMMITMENTS
  38,654    2,842   10,486   38,505   75,183   87,645   88,511   22,537   21,671

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      6,774)
   4,565      126    1,100    1,005    5,363    6,669    6,589      105      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.1      2.6      9.5     34.9     68.2     79.5     80.3     20.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      57       19       23       51       56      120       86
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      103,408
COMMITMENTS
  34,089    2,716    9,387   37,500   69,819   80,976   81,922   22,433   21,487

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -2,219)
   6,245   -7,518      677  -12,246    2,271   -5,324   -4,570    3,105    2,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0      2.6      9.1     36.3     67.5     78.3     79.2     21.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      56       14       26       49       54      115       86
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
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 5,000 BUSHELS)                         OPEN INTEREST:       30,828
COMMITMENTS
   5,808      576      790   13,422   20,384   20,020   21,750   10,809    9,078

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -158)
     929   -1,261     -317   -1,375      856     -763     -722      606      565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      1.9      2.6     43.5     66.1     64.9     70.6     35.1     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        5        5       17       19       32       26
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       30,986
COMMITMENTS
   4,878    1,837    1,108   14,797   19,528   20,783   22,473   10,203    8,513

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -1,941)
   1,475   -2,531     -153   -2,118    1,947     -796     -737   -1,145   -1,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      5.9      3.6     47.8     63.0     67.1     72.5     32.9     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10        5        5       19       15       30       24
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
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:      158,332
COMMITMENTS
  20,566   20,158   40,843   78,405   85,140  139,813  146,141   18,518   12,190

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     10,329)
   1,564   -3,438    4,494      848    8,957    6,905   10,012    3,424      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     12.7     25.8     49.5     53.8     88.3     92.3     11.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      87       52       62       68       68      181      159
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      148,002
COMMITMENTS
  19,002   23,596   36,349   77,557   76,183  132,908  136,129   15,094   11,873

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -1,578)
    -424     -433   -1,075      374    1,245   -1,124     -263     -454   -1,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     15.9     24.6     52.4     51.5     89.8     92.0     10.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      88       46       58       70       68      174      161
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
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 15,000 POUNDS)                         OPEN INTEREST:       39,662
COMMITMENTS
   8,061    2,460    9,779   16,604   24,604   34,445   36,843    5,217    2,819

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        471)
     641   -2,588    1,151   -1,445    2,343      347      906      124     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      6.2     24.7     41.9     62.0     86.8     92.9     13.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      37       26       22       25       20       77       55
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       39,191
COMMITMENTS
   7,421    5,048    8,629   18,049   22,260   34,098   35,937    5,093    3,254

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -1,052)
       6   -1,409     -886      362    1,001     -519   -1,294     -533      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     12.9     22.0     46.1     56.8     87.0     91.7     13.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      34       33       20       27       21       73       63
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
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 10 METRIC TONS)                        OPEN INTEREST:      141,287
COMMITMENTS
  24,879   30,713   12,117   94,313   92,213  131,309  135,042    9,979    6,245

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      8,137)
   1,413    8,273     -405    4,953   -1,184    5,961    6,684    2,176    1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     21.7      8.6     66.8     65.3     92.9     95.6      7.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      58       52       31       52       36      120      110
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      133,151
COMMITMENTS
  23,466   22,440   12,521   89,360   93,397  125,348  128,358    7,803    4,793

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      5,813)
   1,106    5,888    1,365    3,178   -1,417    5,648    5,836      164      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     16.9      9.4     67.1     70.1     94.1     96.4      5.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      56       49       35       52       36      124      106
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
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 112,000 POUNDS)                        OPEN INTEREST:      591,314
COMMITMENTS
 188,963   17,382   85,913  221,412  434,633  496,288  537,928   95,026   53,386

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -15,172)
 -16,399      341     -461    1,311  -10,391  -15,548  -10,511      376   -4,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0      2.9     14.5     37.4     73.5     83.9     91.0     16.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      73       35       44       58       56      159      109
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      606,486
COMMITMENTS
 205,362   17,041   86,374  220,100  445,024  511,836  548,439   94,649   58,047

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     25,872)
  11,378   -1,042    6,372    5,733   13,228   23,483   18,558    2,389    7,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9      2.8     14.2     36.3     73.4     84.4     90.4     15.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      77       28       48       57       56      158      112
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
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 37,500 POUNDS)                         OPEN INTEREST:      124,531
COMMITMENTS
  15,707   19,919   41,081   56,527   53,614  113,316  114,615   11,215    9,916

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,549)
    -405      999    3,572    2,028      150    5,195    4,721      354      828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     16.0     33.0     45.4     43.1     91.0     92.0      9.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     115       92      102      101       86      264      241
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      118,982
COMMITMENTS
  16,113   18,920   37,509   54,499   53,464  108,121  109,894   10,861    9,088

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      2,993)
  -1,725     -895    4,386     -647   -1,630    2,014    1,861      978    1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     15.9     31.5     45.8     44.9     90.9     92.4      9.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     120       80       98       99       85      258      229
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
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
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       18,283
COMMITMENTS
  12,703    2,978    2,413      657   11,162   15,772   16,553    2,511    1,731

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,432)
   5,100      686       94      -35    5,097    5,159    5,876      274     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.5     16.3     13.2      3.6     61.0     86.3     90.5     13.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      25       10        9        7        6       37       21
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       12,851
COMMITMENTS
   7,603    2,293    2,319      692    6,065   10,613   10,676    2,238    2,175

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     -5,797)
   3,236   -1,862        2   -9,451   -2,733   -6,212   -4,593      416   -1,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.2     17.8     18.0      5.4     47.2     82.6     83.1     17.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      15       13        9        5        7       25       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
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 42,000 U.S. GALLONS)                   OPEN INTEREST:      236,357
COMMITMENTS
  21,561   16,122   59,087  106,873  127,236  187,520  202,445   48,837   33,912

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -29,199)
   1,412   -1,947   -6,510    1,797    4,996   -3,301   -3,460  -25,899  -25,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      6.8     25.0     45.2     53.8     79.3     85.7     20.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      39       21       41       64       64      120      112
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      265,557
COMMITMENTS
  20,149   18,069   65,597  105,075  122,240  190,821  205,906   74,735   59,651

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     42,830)
  -1,804      205    8,704    4,285    4,683   11,186   13,592   31,644   29,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      6.8     24.7     39.6     46.0     71.9     77.5     28.1     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      38       25       44       60       61      119      113
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
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
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      887,977
COMMITMENTS
  49,148   79,303  376,401  384,966  394,403  810,516  850,107   77,461   37,870

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:   -112,774)
  -6,583   -4,014  -62,987  -32,144  -34,902 -101,714 -101,903  -11,060  -10,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      8.9     42.4     43.4     44.4     91.3     95.7      8.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      56       48       74       96       89      193      172
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,000,751
COMMITMENTS
  55,731   83,317  439,388  417,110  429,304  912,230  952,009   88,521   48,741

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     45,142)
  -1,709   -2,873   23,569   17,657   10,322   39,517   31,018    5,625   14,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      8.3     43.9     41.7     42.9     91.2     95.1      8.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      59       56       88       98       91      208      185
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,541
COMMITMENTS
     982    3,131    4,275   30,290   26,844   35,547   34,250    5,994    7,291

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        377)
     982      -73     -753      272      901      501       75     -124      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      7.5     10.3     72.9     64.6     85.6     82.4     14.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       17       16       19       19
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,164
COMMITMENTS
       0    3,204    5,028   30,018   25,943   35,046   34,175    6,118    6,989

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:         79)
       0      549     -497     -584       67   -1,081      119    1,160      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.8     12.2     72.9     63.0     85.1     83.0     14.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       16       15       18       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,935
COMMITMENTS
   9,574    4,130    1,993   91,684  100,851  103,251  106,974    8,684    4,961

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        379)
       0        0       62     -152      927      -90      989      469     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      3.7      1.8     81.9     90.1     92.2     95.6      7.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        5       28       33       34       38
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,556
COMMITMENTS
   9,574    4,130    1,931   91,836   99,924  103,341  105,985    8,215    5,571

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      3,556)
    -222        0        0    5,078    2,463    4,856    2,463   -1,300    1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      3.7      1.7     82.3     89.6     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        5       29       32       35       37
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,392
COMMITMENTS
   7,502    8,832      434   48,263   42,642   56,199   51,908    3,193    7,484

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -676)
     496        0     -496    2,338     -698    2,338   -1,194   -3,014      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     14.9      0.7     81.3     71.8     94.6     87.4      5.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       21       17       24       20
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,068
COMMITMENTS
   7,006    8,832      930   45,925   43,340   53,861   53,102    6,207    6,966

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        784)
   1,306        0     -434   -3,093    2,038   -2,221    1,604    3,005     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     14.7      1.5     76.5     72.2     89.7     88.4     10.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       19       18       22       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,680
COMMITMENTS
     188   18,600    2,675   61,461   44,242   64,324   65,517    4,356    3,163

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      3,121)
    -124    1,049      426    2,217      974    2,519    2,449      602      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     27.1      3.9     89.5     64.4     93.7     95.4      6.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        3       21       20       24       24
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,559
COMMITMENTS
     312   17,551    2,249   59,244   43,268   61,805   63,068    3,754    2,491

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,882)
     124   -1,966      549    1,209    3,299    1,882    1,882        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     26.8      3.4     90.4     66.0     94.3     96.2      5.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        3       21       20       24       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,442
COMMITMENTS
  19,014   13,919    2,742   39,298   42,690   61,054   59,351    5,388    7,091

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        974)
     213      217      122      807    1,003    1,142    1,342     -168     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     20.9      4.1     59.1     64.3     91.9     89.3      8.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        5        4       20       19       24       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,468
COMMITMENTS
  18,801   13,702    2,620   38,491   41,687   59,912   58,009    5,556    7,459

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      2,812)
    -200     -492      616    2,365    2,113    2,781    2,237       31      575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     20.9      4.0     58.8     63.7     91.5     88.6      8.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        5        4       19       19       23       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,798
COMMITMENTS
       0    6,391      517   61,195   51,519   61,712   58,427    3,086    6,371

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      2,484)
       0    3,042   -1,184    1,918      408      734    2,266    1,750      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.9      0.8     94.4     79.5     95.2     90.2      4.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       21       22       22       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,314
COMMITMENTS
       0    3,349    1,701   59,277   51,111   60,978   56,161    1,336    6,153

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,314)
    -211    3,349     -896    1,841   -1,264      734    1,189      580      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      2.7     95.1     82.0     97.9     90.1      2.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       20       20       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,201
COMMITMENTS
       0   11,425    1,034   60,515   48,386   61,549   60,845    4,652    5,356

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        591)
       0      -32     -172      711      658      539      454       52      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.3      1.6     91.4     73.1     93.0     91.9      7.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       23       20       25       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,610
COMMITMENTS
       0   11,457    1,206   59,804   47,728   61,010   60,391    4,600    5,219

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        635)
       0     -496      434       50      192      484      130      151      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.5      1.8     91.2     72.7     93.0     92.0      7.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       23       20       25       22
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,464
COMMITMENTS
       0    3,091      162   34,248   35,812   34,410   39,065    8,054    3,399

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        453)
       0      275        0     -124     -188     -124       87      577      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.3      0.4     80.7     84.3     81.0     92.0     19.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       15       14       16
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,011
COMMITMENTS
       0    2,816      162   34,372   36,000   34,534   38,978    7,477    3,033

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      0.4     81.8     85.7     82.2     92.8     17.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       15       14       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,814
COMMITMENTS
  17,700        0    2,500   41,386   58,852   61,586   61,352    6,228    6,462

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        412)
    -992        0      124    1,969      261    1,101      385     -689       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      0.0      3.7     61.0     86.8     90.8     90.5      9.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       20       23       22       25
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,402
COMMITMENTS
  18,692        0    2,376   39,417   58,591   60,485   60,967    6,917    6,435

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,170)
     248        0        0   -1,224      876     -976      876    2,146      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      0.0      3.5     58.5     86.9     89.7     90.5     10.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       19       22       21       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,473
COMMITMENTS
   1,131    1,157    4,755   37,560   33,399   43,446   39,311    4,027    8,162

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -343)
    -188    1,157     -633    1,175     -956      354     -432     -697       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.4     10.0     79.1     70.4     91.5     82.8      8.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        3       16       18       22       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,816
COMMITMENTS
   1,319        0    5,388   36,385   34,355   43,092   39,743    4,724    8,073

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      3,759)
     297        0      706    2,634    4,047    3,637    4,753      122     -994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0     11.3     76.1     71.8     90.1     83.1      9.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        2       17       18       21       20
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,416
COMMITMENTS
   2,170    2,697        0   43,661   43,024   45,831   45,721      585      695

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      5.8      0.0     94.1     92.7     98.7     98.5      1.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0       12        8       14       10
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,967
COMMITMENTS
   2,170    2,883        0   44,167   44,430   46,337   47,313    2,630    1,654

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      5.9      0.0     90.2     90.7     94.6     96.6      5.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       16       16       18       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,330,191
COMMITMENTS
 356,372   76,819  232,654  721,897  1006379  1310923  1315852   19,268   14,339

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      9,126)
  20,481   -1,445  -21,857   12,573   29,735   11,197    6,433   -2,071    2,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      5.8     17.5     54.3     75.7     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      26       14       36       91       85      130      123
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,321,065
COMMITMENTS
 335,891   78,264  254,511  709,324  976,644  1299726  1309419   21,339   11,646

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     55,862)
   9,369   23,327   10,435   34,581   21,565   54,385   55,327    1,477      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      5.9     19.3     53.7     73.9     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      27       11       35       85       81      122      118
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
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
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      299,875
COMMITMENTS
  72,470   59,856  109,632  111,167  127,551  293,269  297,039    6,606    2,836

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     57,480)
  15,156    4,932   35,556    2,854   16,263   53,566   56,751    3,914      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     20.0     36.6     37.1     42.5     97.8     99.1      2.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16        8       20       28       30       50       52
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      242,395
COMMITMENTS
  57,314   54,924   74,076  108,313  111,288  239,703  240,288    2,692    2,107

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     24,095)
   6,337    8,832   16,245    1,192       77   23,774   25,154      321   -1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     22.7     30.6     44.7     45.9     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        8       18       29       31       47       50
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
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
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       92,113
COMMITMENTS
  24,842    6,993   19,846   46,576   64,140   91,264   90,979      849    1,134

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      2,043)
      85     -347      135    1,225    1,400    1,445    1,189      598      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      7.6     21.5     50.6     69.6     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        7        9       38       41       48       51
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       90,071
COMMITMENTS
  24,757    7,340   19,711   45,351   62,740   89,820   89,791      251      280

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,377)
   1,162     -223     -361      472    1,781    1,274    1,197      103      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      8.1     21.9     50.4     69.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        7        9       37       39       46       49
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
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 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,475
COMMITMENTS
   2,981    5,096    2,561   21,912   19,309   27,454   26,966       21      509

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,872)
     172      328     -202    1,902    1,746    1,872    1,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     18.5      9.3     79.8     70.3     99.9     98.1      0.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        6       22       23       30       29
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,603
COMMITMENTS
   2,809    4,768    2,763   20,010   17,563   25,582   25,094       21      509

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        362)
     487     -443      341      800      592    1,628      490   -1,266     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     18.6     10.8     78.2     68.6     99.9     98.0      0.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        6       21       23       29       29
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
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 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,822
COMMITMENTS
   1,062    3,341    2,576    6,676    4,397   10,314   10,314      508      508

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        126)
     126        0        0        0      126      126      126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     30.9     23.8     61.7     40.6     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        4       17       12       23       17
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,696
COMMITMENTS
     936    3,341    2,576    6,676    4,271   10,188   10,188      508      508

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        739)
     676     -172      785      126      126    1,587      739     -848        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     31.2     24.1     62.4     39.9     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        4       18       11       24       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
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
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,942
COMMITMENTS
   3,852    3,680    1,900   11,730   12,082   17,482   17,662      460      280

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:         -8)
       0     -240      240     -268      -28      -28      -28       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     20.5     10.6     65.4     67.3     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        7       18       19       25       26
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,950
COMMITMENTS
   3,852    3,920    1,660   11,998   12,110   17,510   17,690      440      260

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        902)
     552      740     -520      950      630      982      850      -80       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     21.8      9.2     66.8     67.5     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        7       18       19       25       26
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
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
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,356
COMMITMENTS
  11,560      240    1,750   10,408   22,174   23,718   24,164      638      192

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -170)
    -230       80       70      110     -200      -50      -50     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.5      1.0      7.2     42.7     91.0     97.4     99.2      2.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        4       21       24       26       29
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,526
COMMITMENTS
  11,790      160    1,680   10,298   22,374   23,768   24,214      758      312

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        760)
     -60      -80      140      500      640      580      700      180       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.1      0.7      6.8     42.0     91.2     96.9     98.7      3.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        5       21       24       27       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
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
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,674
COMMITMENTS
   2,120      120      820    5,726    7,494    8,666    8,434        8      240

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        176)
    -840        0      160      896       16      216      176      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      1.4      9.5     66.0     86.4     99.9     97.2      0.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       14       14       16       17
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,498
COMMITMENTS
   2,960      120      660    4,830    7,478    8,450    8,258       48      240

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8      1.4      7.8     56.8     88.0     99.4     97.2      0.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       12       14       14       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
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 BARRELS)                         OPEN INTEREST:    1,492,032
COMMITMENTS
 111,947   85,015  458,625  854,242  868,438  1424815  1412078   67,217   79,953

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     31,705)
  -2,607    5,384   22,152   18,207    3,233   37,752   30,769   -6,047      936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      5.7     30.7     57.3     58.2     95.5     94.6      4.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      82      105      123       80       91      231      254
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,460,327
COMMITMENTS
 114,554   79,631  436,474  836,035  865,205  1387063  1381309   73,264   79,018

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -54,726)
  -8,192   -1,946  -17,595  -11,994  -24,529  -37,781  -44,070  -16,945  -10,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      5.5     29.9     57.2     59.2     95.0     94.6      5.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      83       92      110       78       90      221      235
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
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 TROY OUNCES)                       OPEN INTEREST:       13,218
COMMITMENTS
   8,954    4,038      136    1,402    8,506   10,492   12,680    2,726      538

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -150)
     -78   -1,069       24      -35    1,019      -89      -26      -61     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.7     30.5      1.0     10.6     64.4     79.4     95.9     20.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      59       14        3       11       27       73       42
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,368
COMMITMENTS
   9,032    5,107      112    1,437    7,487   10,581   12,706    2,787      662

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:         81)
     431   -1,858      -18     -645    2,147     -232      271      313     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.6     38.2      0.8     10.7     56.0     79.2     95.0     20.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      60       15        4       13       26       77       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
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 TROY OUNCES)                        OPEN INTEREST:       12,885
COMMITMENTS
   9,536      606       22      460   10,562   10,018   11,190    2,867    1,695

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -608)
    -590     -177      -27     -388     -437   -1,005     -641      397       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.0      4.7      0.2      3.6     82.0     77.7     86.8     22.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      28        6        3        8       20       37       28
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,493
COMMITMENTS
  10,126      783       49      848   10,999   11,023   11,831    2,470    1,662

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,523)
   1,743     -123     -186     -102    1,295    1,455      986       68      537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.0      5.8      0.4      6.3     81.5     81.7     87.7     18.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      29        7        1        5       21       35       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
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 42,000 U.S. GALLONS)                   OPEN INTEREST:      174,661
COMMITMENTS
  23,630    5,066   31,337  102,218  126,564  157,185  162,968   17,476   11,693

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     -1,370)
  -5,261    1,076   -3,491    7,408      495   -1,344   -1,921      -26      551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      2.9     17.9     58.5     72.5     90.0     93.3     10.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      43       18       37       70       75      127      117
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      176,031
COMMITMENTS
  28,891    3,991   34,829   94,810  126,069  158,529  164,889   17,502   11,143

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      4,666)
  -2,426   -1,493    2,716    5,377    4,254    5,667    5,477   -1,002     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      2.3     19.8     53.9     71.6     90.1     93.7      9.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      45       19       41       62       76      124      119
 

Updated October 7, 2005