WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      311,634
COMMITMENTS
  48,518  103,980   37,094  197,835  133,119  283,447  274,194   28,187   37,441

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -30,795)
  -1,054      748  -13,027   -9,175   -9,737  -23,255  -22,015   -7,539   -8,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     33.4     11.9     63.5     42.7     91.0     88.0      9.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      81      131       87       61       64      194      238
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      342,429
COMMITMENTS
  49,571  103,232   50,121  207,010  142,856  306,702  296,209   35,727   46,220

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      8,902)
     195    7,059   -4,939    9,679    4,189    4,935    6,308    3,967    2,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     30.1     14.6     60.5     41.7     89.6     86.5     10.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      80      139       97       65       71      205      255
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      961,024
COMMITMENTS
 152,706  188,650  142,441  498,219  432,629  793,366  763,721  167,659  197,304

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -94,697)
     652   13,529  -44,810  -34,009  -41,298  -78,167  -72,578  -16,530  -22,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     19.6     14.8     51.8     45.0     82.6     79.5     17.4     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
     138      135      142      218      201      425      426
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,055,722
COMMITMENTS
 152,054  175,121  187,251  532,228  473,927  871,533  836,299  184,188  219,423

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    -20,014)
   1,647    1,319  -18,251   -3,169    6,144  -19,773  -10,788     -241   -9,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     16.6     17.7     50.4     44.9     82.6     79.2     17.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      603)
     159      153      179      231      220      488      471
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,435
COMMITMENTS
   3,800      374      190    1,585    6,626    5,575    7,190    2,860    1,245

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:         -6)
     228      151     -358     -401      478     -531      271      525     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0      4.4      2.3     18.8     78.5     66.1     85.2     33.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        4        3       11       13       28       17
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,442
COMMITMENTS
   3,572      223      548    1,986    6,148    6,106    6,919    2,335    1,523

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        172)
     -18       20       -2      256      -29      237      -10      -65      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3      2.6      6.5     23.5     72.8     72.3     82.0     27.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        6        5       14       13       31       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      331,156
COMMITMENTS
  42,851   57,403   56,442  171,474  133,447  270,767  247,293   60,388   83,863

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        187)
  -7,116   14,063   -3,103    9,812  -10,809     -407      151      594       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     17.3     17.0     51.8     40.3     81.8     74.7     18.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      72      103      103      105       98      245      253
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      330,969
COMMITMENTS
  49,968   43,340   59,545  161,662  144,257  271,175  247,142   59,794   83,827

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,096)
   2,446    1,763    1,663   -4,783   -1,480     -674    1,946    3,770    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     13.1     18.0     48.8     43.6     81.9     74.7     18.1     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      83      111      107      103      103      262      254
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      194,208
COMMITMENTS
  22,097   31,099   40,423  109,490  101,351  172,011  172,873   22,198   21,335

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -10,453)
  -3,706    7,274   -5,614      311  -11,143   -9,008   -9,484   -1,445     -970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     16.0     20.8     56.4     52.2     88.6     89.0     11.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      32       47       39       55       51      114      125
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      204,662
COMMITMENTS
  25,803   23,825   46,038  109,179  112,494  181,019  182,357   23,643   22,305

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,827)
  -2,350    7,323     -696    6,746   -6,351    3,700      275     -873    2,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     11.6     22.5     53.3     55.0     88.4     89.1     11.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      37       46       44       56       52      121      125
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      697,987
COMMITMENTS
  88,782   92,322   71,284  422,577  372,616  582,643  536,222  115,344  161,765

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:   -161,203)
   1,806    5,891  -73,687  -55,497  -56,026 -127,378 -123,821  -33,825  -37,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     13.2     10.2     60.5     53.4     83.5     76.8     16.5     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      31       30       39       68       77      118      127
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      859,190
COMMITMENTS
  86,976   86,431  144,970  478,074  428,642  710,021  660,044  149,169  199,146

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     41,232)
   2,413   -8,714    7,575   25,827   36,990   35,815   35,851    5,417    5,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     10.1     16.9     55.6     49.9     82.6     76.8     17.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      34       33       48       82       86      138      145
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      147,024
COMMITMENTS
  16,467   23,794   22,969   79,621   76,616  119,057  123,379   27,967   23,644

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -5,709)
  -3,671    4,219   -3,145    2,061   -5,201   -4,755   -4,127     -955   -1,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     16.2     15.6     54.2     52.1     81.0     83.9     19.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      28       41       35       49       52      100      113
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      152,733
COMMITMENTS
  20,138   19,575   26,114   77,560   81,818  123,812  127,506   28,921   25,227

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,660)
   3,975   -1,864     -801   -5,696    2,894   -2,521      229      861   -1,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     12.8     17.1     50.8     53.6     81.1     83.5     18.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      37       38       37       54       55      116      115
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,747
COMMITMENTS
   2,920      319      894    2,155    5,538    5,970    6,752    1,777      995

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -253)
       3       65     -203       22     -155     -178     -294      -75       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7      4.1     11.5     27.8     71.5     77.1     87.2     22.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15       10        8       17       16       38       28
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,000
COMMITMENTS
   2,917      255    1,097    2,133    5,694    6,147    7,046    1,852      954

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        -24)
     -61      -55      -11       81       29        9      -37      -33       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      3.2     13.7     26.7     71.2     76.8     88.1     23.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16        7        8       18       18       38       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      343,409
COMMITMENTS
  82,788   63,582    2,181  181,900  167,677  266,869  233,440   76,540  109,969

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -27,567)
 -21,166  -33,216       23  -11,788    5,447  -32,931  -27,746    5,364      179

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      22       22        6       46       55       71       80
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      370,976
COMMITMENTS
 103,954   96,798    2,158  193,688  162,230  299,800  261,186   71,176  109,790

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      8,582)
    -980    6,192        0    9,911   -1,082    8,931    5,110     -349    3,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     26.1      0.6     52.2     43.7     80.8     70.4     19.2     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      24       28        6       48       48       75       79
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,026,455
COMMITMENTS
 376,223  317,278  206,143  1215777  1139412  1798143  1662833  228,312  363,622

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:   -532,818)
  49,963  -50,994 -166,009 -271,210 -216,090 -387,256 -433,093 -145,562  -99,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     15.7     10.2     60.0     56.2     88.7     82.1     11.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      59       61       67      105      110      196      206
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,559,273
COMMITMENTS
 326,260  368,272  372,152  1486988  1355502  2185399  2095926  373,874  463,347

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    128,621)
 -36,672  -24,002   17,217   47,495  111,645   28,040  104,860  100,581   23,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     14.4     14.5     58.1     53.0     85.4     81.9     14.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      77       66       91      125      129      245      243
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,393,972
COMMITMENTS
 206,191  357,545  111,169  943,825  727,383  1261184  1196096  132,787  197,876

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:   -399,592)
   7,269  -84,046 -139,369 -239,394  -58,115 -371,494 -281,530  -28,098 -118,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     25.6      8.0     67.7     52.2     90.5     85.8      9.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      28       50       34       68       78      117      141
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,793,564
COMMITMENTS
 198,922  441,591  250,538  1183219  785,498  1632678  1477626  160,886  315,938

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    -14,203)
  -8,571      -98  -17,647    3,787      636  -22,430  -17,108    8,227    2,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     24.6     14.0     66.0     43.8     91.0     82.4      9.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      43       51       51       82       87      149      165
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      655,318
COMMITMENTS
 108,655   95,046  284,418  205,322  226,340  598,394  605,804   56,924   49,513

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     47,346)
   6,547      480   24,585   12,851   17,048   43,982   42,113    3,364    5,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     14.5     43.4     31.3     34.5     91.3     92.4      8.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      39       32       45       56       55      118      110
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      607,971
COMMITMENTS
 102,108   94,566  259,833  192,471  209,292  554,412  563,692   53,559   44,280

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     30,927)
   9,165    5,875   13,036    7,320   12,593   29,521   31,504    1,407     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     15.6     42.7     31.7     34.4     91.2     92.7      8.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      39       30       44       56       55      117      108
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,543
COMMITMENTS
  10,456    6,011      903   21,831   18,661   33,190   25,576    6,353   13,967

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        278)
   4,066   -2,283      -40   -4,482      970     -456   -1,353      734    1,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     15.2      2.3     55.2     47.2     83.9     64.7     16.1     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15       12        7       19       12       35       30
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,265
COMMITMENTS
   6,390    8,294      943   26,313   17,691   33,646   26,929    5,619   12,336

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        118)
     698      611      212      121     -148    1,031      675     -913     -557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     21.1      2.4     67.0     45.1     85.7     68.6     14.3     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       14        8       20       11       39       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       86,100
COMMITMENTS
  38,938   21,210    4,481   24,121   48,656   67,541   74,347   18,559   11,753

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -515)
   9,442   -3,198   -2,582  -10,761    5,282   -3,900     -497    3,385      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.2     24.6      5.2     28.0     56.5     78.4     86.4     21.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      34       26       17       18       18       64       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       86,615
COMMITMENTS
  29,496   24,407    7,063   34,882   43,374   71,441   74,844   15,174   11,771

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      9,136)
   2,802    2,745    1,316    7,009    2,852   11,127    6,913   -1,991    2,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     28.2      8.2     40.3     50.1     82.5     86.4     17.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      31       34       18       19       16       63       55
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       35,967
COMMITMENTS
   9,084    4,087       69   25,854   30,497   35,007   34,653      960    1,314

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9       12        4       18       20       29       34
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,227
COMMITMENTS
     371    2,250    1,825   15,776    9,239   17,973   13,314    5,254    9,914

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      1,232)
     145       46      207    1,455      288    1,807      541     -575      691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      9.7      7.9     67.9     39.8     77.4     57.3     22.6     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        6       10       19       13       29       24
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,995
COMMITMENTS
     226    2,203    1,618   14,321    8,951   16,165   12,772    5,829    9,223

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        838)
      17       -3      130      651      133      798      260       40      578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     10.0      7.4     65.1     40.7     73.5     58.1     26.5     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        6       10       18       13       28       24
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      125,238
COMMITMENTS
  27,228   18,882   26,685   52,254   42,411  106,167   87,977   19,071   37,261

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        152)
  -2,668   -1,893      317    2,243      152     -109   -1,424      261    1,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     15.1     21.3     41.7     33.9     84.8     70.2     15.2     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      63       45       68       32       40      142      123
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      125,086
COMMITMENTS
  29,896   20,774   26,368   50,012   42,259  106,276   89,401   18,810   35,684

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,926)
   4,482       65   -1,080      181    3,713    3,582    2,698    1,344    2,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     16.6     21.1     40.0     33.8     85.0     71.5     15.0     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      57       54       68       27       39      138      121
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,416
COMMITMENTS
     282      299      174      310      161      766      635      650      781

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:         94)
     -15      -30        7       22       19       13       -5       80       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     21.1     12.3     21.9     11.4     54.1     44.8     45.9     55.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        9        6        4        2       13       14
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,323
COMMITMENTS
     297      330      168      288      142      753      639      570      683

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        -72)
    -107      -28       84       16      -44       -6       12      -65      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     24.9     12.7     21.8     10.7     56.9     48.3     43.1     51.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7       10        6        3        2       13       15
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      201,764
COMMITMENTS
  55,292    7,644   41,073   81,142   94,146  177,507  142,863   24,258   58,901

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      3,850)
   1,152       36      174    2,313    1,786    3,639    1,996      211    1,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      3.8     20.4     40.2     46.7     88.0     70.8     12.0     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      83       41       80       81      133      217      225
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      197,915
COMMITMENTS
  54,139    7,608   40,899   78,829   92,360  173,868  140,867   24,047   57,048

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      8,276)
   1,101      423    2,251    3,955    5,502    7,307    8,176      969      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      3.8     20.7     39.8     46.7     87.8     71.2     12.2     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      79       36       70       77      133      201      216
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,763
COMMITMENTS
   2,445      118      702      498    3,092    3,645    3,912    2,118    1,852

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        264)
     -56      -90       92       16      244       51      246      212       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4      2.1     12.2      8.6     53.6     63.2     67.9     36.8     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      27        5       13       11       28       45       41
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,500
COMMITMENTS
   2,501      208      610      482    2,848    3,593    3,665    1,906    1,834

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        435)
     489      -95      150      -44      471      594      526     -160      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.5      3.8     11.1      8.8     51.8     65.3     66.6     34.7     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      27        7       11       12       31       43       45
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,238
COMMITMENTS
  11,012    1,624    4,091    7,275    7,746   22,377   13,461    4,861   13,777

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -3,094)
  -1,510     -209     -718     -458     -770   -2,687   -1,697     -407   -1,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.4      6.0     15.0     26.7     28.4     82.2     49.4     17.8     50.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      39       17       22       40       50       96       78
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,332
COMMITMENTS
  12,522    1,833    4,809    7,733    8,516   25,064   15,158    5,268   15,174

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -776)
     457     -611     -838     -233      465     -614     -984     -162      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3      6.0     15.9     25.5     28.1     82.6     50.0     17.4     50.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      50       15       25       44       52      110       80
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      113,643
COMMITMENTS
  35,392   18,386    2,590   40,815   72,085   78,797   93,062   34,846   20,581

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      4,193)
   2,088    5,638      615    2,018   -1,947    4,722    4,306     -529     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     16.2      2.3     35.9     63.4     69.3     81.9     30.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      24       20        8       23       26       50       51
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      109,450
COMMITMENTS
  33,303   12,748    1,975   38,797   74,032   74,075   88,756   35,375   20,695

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -2,095)
  -4,817    1,596     -460    1,683    7,482   -3,595    8,618    1,500  -10,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     11.6      1.8     35.4     67.6     67.7     81.1     32.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      23       16        6       22       26       48       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      101,876
COMMITMENTS
  14,922   63,543      338   79,324   14,256   94,585   78,138    7,291   23,738

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      2,263)
    -221    2,719      271    2,108    1,521    2,158    4,511      105   -2,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     62.4      0.3     77.9     14.0     92.8     76.7      7.2     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5       33        1       19       12       25       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       99,612
COMMITMENTS
  15,143   60,824       67   77,216   12,735   92,426   73,627    7,186   25,986

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     13,329)
   1,036   11,426     -156   13,343      249   14,224   11,519     -894    1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     61.1      0.1     77.5     12.8     92.8     73.9      7.2     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6       34        1       19       11       26       45
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      129,824
COMMITMENTS
  91,337    5,042      130   31,169  118,752  122,636  123,924    7,188    5,900

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     19,408)
   6,673      215      130   12,411   16,920   19,214   17,265      194    2,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.4      3.9      0.1     24.0     91.5     94.5     95.5      5.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      64        9        1       17       19       82       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      110,416
COMMITMENTS
  84,664    4,827        0   18,758  101,832  103,422  106,659    6,994    3,757

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     18,586)
  17,303     -380        0      776   18,864   18,079   18,484      507      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.7      4.4      0.0     17.0     92.2     93.7     96.6      6.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      62        7        0       17       20       79       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       91,962
COMMITMENTS
   8,976   42,418      361   63,211   23,025   72,549   65,803   19,414   26,159

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      5,667)
  -1,133    8,120       41    4,947   -4,727    3,855    3,433    1,812    2,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     46.1      0.4     68.7     25.0     78.9     71.6     21.1     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       24        2       21       11       30       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       86,295
COMMITMENTS
  10,110   34,298      320   58,264   27,752   68,694   62,370   17,601   23,925

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,938)
    -379    4,404      316    4,726     -444    4,664    4,276     -725     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     39.7      0.4     67.5     32.2     79.6     72.3     20.4     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10       21        3       21       12       33       34
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      246,295
COMMITMENTS
  17,989   87,052    5,626  191,758  116,856  215,372  209,533   30,923   36,762

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      1,748)
    -180   -1,973       66     -588    3,720     -702    1,814    2,450      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     35.3      2.3     77.9     47.4     87.4     85.1     12.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      24       46        9       30       27       58       78
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      244,547
COMMITMENTS
  18,169   89,025    5,559  192,345  113,136  216,074  207,720   28,473   36,827

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      6,556)
   1,616    4,417       -9    3,696      216    5,303    4,624    1,253    1,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     36.4      2.3     78.7     46.3     88.4     84.9     11.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      21       53        9       31       29       60       83
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      209,126
COMMITMENTS
  35,196   45,989   15,961   99,956   83,730  151,113  145,680   58,013   63,446

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     10,979)
   3,735      649    2,517    2,893    6,216    9,145    9,382    1,835    1,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     22.0      7.6     47.8     40.0     72.3     69.7     27.7     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      40       39       33       28       32       83       90
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      198,147
COMMITMENTS
  31,461   45,340   13,444   97,063   77,514  141,968  136,298   56,178   61,848

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     17,369)
   1,582    8,181    2,927   13,020    5,200   17,529   16,308     -160    1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     22.9      6.8     49.0     39.1     71.6     68.8     28.4     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      39       39       28       30       30       84       83
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   15,224,168
COMMITMENTS
 720,066  895,489  5099805  8284223  7593078 14104094 13588372  1120074  1635796

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     14,018)
-195,218  -69,979  -32,793  168,982  124,814  -59,029   22,043   73,047   -8,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      5.9     33.5     54.4     49.9     92.6     89.3      7.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      69       69      117      144      157      273      293
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   15,210,150
COMMITMENTS
 915,284  965,468  5132598  8115241  7468263 14163123 13566330  1047027  1643820

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     44,083)
  36,092  -10,121   46,292    2,179   25,840   84,562   62,011  -40,479  -17,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      6.3     33.7     53.4     49.1     93.1     89.2      6.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      72       69      114      141      153      268      289
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      743,600
COMMITMENTS
  64,412   68,716   42,070  478,515  485,628  584,997  596,414  158,604  147,186

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      7,353)
   1,735    2,561   -6,715   -1,773      483   -6,753   -3,671   14,107   11,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      9.2      5.7     64.4     65.3     78.7     80.2     21.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      40       44       48       89       64      159      127
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      736,247
COMMITMENTS
  62,677   66,155   48,785  480,288  485,145  591,750  600,085  144,497  136,162

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,997)
   3,139     -120    2,255      503     -592    5,897    1,544     -900    3,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      9.0      6.6     65.2     65.9     80.4     81.5     19.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      49       45       59       94       67      177      138
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,275,549
COMMITMENTS
 212,623  322,465   45,891  657,749  776,737  916,263  1145092  359,286  130,456

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     59,149)
  48,500    5,726    2,848    3,242   42,061   54,591   50,635    4,559    8,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     25.3      3.6     51.6     60.9     71.8     89.8     28.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      58       62       36       65       62      147      136
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,216,399
COMMITMENTS
 164,123  316,739   43,042  654,507  734,676  861,672  1094457  354,727  121,942

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     18,657)
     579  -18,123    1,067  -19,353   26,897  -17,707    9,842   36,364    8,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     26.0      3.5     53.8     60.4     70.8     90.0     29.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      54       56       35       64       61      140      130
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,914
COMMITMENTS
   1,277      649        0    6,284   11,021    7,561   11,670    5,353    1,244

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       17       15       19       18
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,979
COMMITMENTS
   1,282      649        0    6,367   11,157    7,649   11,806    5,330    1,173

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       17       15       19       18
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       44,248
COMMITMENTS
   8,473    9,188        0   30,437   29,181   38,910   38,369    5,338    5,879

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        6        0       20       18       26       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,450
COMMITMENTS
  14,529   14,373      509   35,530   32,322   50,567   47,204    8,883   12,246

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -365)
     319    2,036       72    1,969   -4,554    2,359   -2,447   -2,724    2,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     24.2      0.9     59.8     54.4     85.1     79.4     14.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17       15        4       39       26       57       44
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,815
COMMITMENTS
  14,210   12,337      437   33,562   36,877   48,209   49,651   11,607   10,164

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -2,859)
   3,049     -730        5     -173   -1,316    2,881   -2,041   -5,740     -818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     20.6      0.7     56.1     61.7     80.6     83.0     19.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      17       14        2       37       26       55       41
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      424,302
COMMITMENTS
 183,435  127,852    4,191  204,122  275,887  391,748  407,930   32,555   16,373

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     68,753)
  35,929   38,542   -1,583   26,463   43,728   60,810   80,687    7,944  -11,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.2     30.1      1.0     48.1     65.0     92.3     96.1      7.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      86       57       13       45       43      138      106
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      355,549
COMMITMENTS
 147,505   89,310    5,774  177,659  232,159  330,938  327,243   24,611   28,306

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,382)
  38,430   -5,993      841  -38,804   39,612      467   34,460    3,915  -30,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.5     25.1      1.6     50.0     65.3     93.1     92.0      6.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      80       61       17       45       42      136      109
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       80,785
COMMITMENTS
  19,690   18,941        0   46,121   44,046   65,811   62,987   14,974   17,798

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      4,257)
   1,323      767        0    2,829    3,241    4,152    4,008      105      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     23.4      0.0     57.1     54.5     81.5     78.0     18.5     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       16        0       16       14       22       30
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       76,529
COMMITMENTS
  18,367   18,174        0   43,292   40,805   61,659   58,979   14,870   17,550

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      7,542)
   1,184    5,062        0    6,782    1,738    7,966    6,800     -424      742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     23.7      0.0     56.6     53.3     80.6     77.1     19.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7       15        0       15       14       22       29
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,936
COMMITMENTS
   1,523    5,940        0   31,439   22,659   32,962   28,600    3,974    8,336

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -240)
       7      104        0     -371     -607     -364     -503      123      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     16.1      0.0     85.1     61.3     89.2     77.4     10.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2       14        1       31       28       33       43
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,176
COMMITMENTS
   1,516    5,836        0   31,810   23,267   33,326   29,103    3,850    8,073

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -443)
       8     -158        0      106      -13      114     -171     -557     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     15.7      0.0     85.6     62.6     89.6     78.3     10.4     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2       14        1       31       28       33       43
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      292,761
COMMITMENTS
  23,505   58,267    3,959  237,149  219,908  264,613  282,134   28,148   10,628

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      1,233)
   4,257   -2,084     -337   -4,168    3,216     -248      795    1,481      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     19.9      1.4     81.0     75.1     90.4     96.4      9.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      25       52       16       42       50       80      105
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      291,529
COMMITMENTS
  19,248   60,350    4,296  241,318  216,692  264,862  281,339   26,667   10,190

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,748)
   1,984      -21      375   -2,142    4,679      216    5,032    3,532   -1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     20.7      1.5     82.8     74.3     90.9     96.5      9.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      34       47       23       42       51       85      112
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       76,850
COMMITMENTS
  16,722   27,102    4,274   41,587   36,664   62,583   68,040   14,267    8,810

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      5,036)
  -1,518    1,579      899    5,289    2,430    4,670    4,908      366      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     35.3      5.6     54.1     47.7     81.4     88.5     18.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      32       27        8       21       26       59       57
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       71,814
COMMITMENTS
  18,240   25,523    3,375   36,298   34,234   57,913   63,132   13,901    8,682

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,640)
    -363    1,651     -193      231   -2,011     -325     -553    2,965    3,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     35.5      4.7     50.5     47.7     80.6     87.9     19.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      32       28        7       24       25       61       57
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       49,715
COMMITMENTS
  19,345    3,227        4   24,565    9,202   43,914   12,433    5,801   37,282

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17        7        1       11       11       29       18
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       35,541
COMMITMENTS
   1,929    1,904      106   19,800   27,292   21,835   29,302   13,706    6,239

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        813)
    -479      102      -30      107     -514     -402     -442    1,215    1,255

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        9        1       19       26       24       36
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       34,728
COMMITMENTS
   2,408    1,802      136   19,693   27,806   22,237   29,744   12,491    4,984

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      5.2      0.4     56.7     80.1     64.0     85.6     36.0     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        9        2       20       27       26       38
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      172,081
COMMITMENTS
  70,505   12,309   25,328   35,070  112,288  130,902  149,925   41,179   22,156

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -8,924)
   6,588      -39  -13,422   -4,466     -822  -11,301  -14,284    2,377    5,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0      7.2     14.7     20.4     65.3     76.1     87.1     23.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      96       39       44       25       43      141      108
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      181,005
COMMITMENTS
  63,917   12,349   38,750   39,536  113,110  142,203  164,209   38,802   16,796

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      7,120)
   3,250    1,806    2,619    1,190    1,992    7,059    6,417       61      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3      6.8     21.4     21.8     62.5     78.6     90.7     21.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
     101       52       56       25       42      155      124
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      115,518
COMMITMENTS
  34,837   28,078   19,051   46,178   52,107  100,066   99,236   15,452   16,282

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -3,845)
  -1,853      965   -1,185     -805   -4,401   -3,844   -4,622       -2      776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2     24.3     16.5     40.0     45.1     86.6     85.9     13.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      67       63       53       43       41      146      133
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      119,363
COMMITMENTS
  36,691   27,114   20,236   46,983   56,509  103,910  103,858   15,453   15,505

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      5,379)
   2,672      531    2,057     -277    2,400    4,452    4,988      926      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7     22.7     17.0     39.4     47.3     87.1     87.0     12.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      79       71       61       46       40      164      142
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      407,398
COMMITMENTS
 203,516   37,634   57,814   78,642  264,941  339,972  360,389   67,426   47,009

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      6,310)
  22,994   -3,332   -7,253  -16,486      206     -745  -10,378    7,055   16,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.0      9.2     14.2     19.3     65.0     83.4     88.5     16.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
     155       50       57       38       48      218      135
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      401,088
COMMITMENTS
 180,522   40,966   65,066   95,129  264,735  340,717  370,767   60,371   30,320

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     11,295)
  10,975    3,174     -232      920    7,158   11,662   10,100     -367    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0     10.2     16.2     23.7     66.0     84.9     92.4     15.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     160       69       74       39       48      236      160
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        8,111
COMMITMENTS
   4,241    2,988      339    2,439    4,008    7,019    7,335    1,092      776

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        4       11        5        5       32       18
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      134,857
COMMITMENTS
  36,628    7,456   19,762   55,189   82,234  111,579  109,452   23,277   25,405

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -3,408)
  -9,572    3,707   -2,409      378   -6,795  -11,603   -5,497    8,195    2,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      5.5     14.7     40.9     61.0     82.7     81.2     17.3     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      56       20       40       66       61      132      117
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      138,265
COMMITMENTS
  46,201    3,749   22,171   54,811   89,029  123,182  114,949   15,083   23,316

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -7,262)
  -2,043     -866      783   -4,267   -3,671   -5,527   -3,754   -1,735   -3,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      2.7     16.0     39.6     64.4     89.1     83.1     10.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      64       20       40       63       63      141      113
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       40,263
COMMITMENTS
   8,469       51    3,111   19,622   27,986   31,201   31,148    9,062    9,116

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        812)
  -1,168      -99      674    1,897     -283    1,403      291     -591      521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      0.1      7.7     48.7     69.5     77.5     77.4     22.5     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      20        2       10       24       20       47       30
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       39,451
COMMITMENTS
   9,636      150    2,437   17,725   28,269   29,798   30,856    9,653    8,595

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,507)
     765       79      529      277      628    1,571    1,236      -64      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      0.4      6.2     44.9     71.7     75.5     78.2     24.5     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      22        2       11       23       21       48       32
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      118,096
COMMITMENTS
  14,995   23,057   23,711   68,174   62,201  106,880  108,968   11,215    9,127

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -13,614)
  -2,910    8,396   -1,683   -7,095  -18,655  -11,688  -11,943   -1,926   -1,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     19.5     20.1     57.7     52.7     90.5     92.3      9.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      67       69       65       67       60      167      163
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      131,710
COMMITMENTS
  17,905   14,661   25,394   75,270   80,856  118,569  120,911   13,141   10,799

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    -38,355)
  -4,894    3,940  -21,743   -9,540  -18,962  -36,176  -36,765   -2,179   -1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     11.1     19.3     57.1     61.4     90.0     91.8     10.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      67       53       61       70       65      169      152
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       53,472
COMMITMENTS
  14,530    2,623   12,929   20,607   33,490   48,066   49,042    5,405    4,429

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -1,640)
  -2,354      371     -567    1,115   -1,782   -1,806   -1,978      166      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      4.9     24.2     38.5     62.6     89.9     91.7     10.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      59       39       30       28       23      108       72
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       55,112
COMMITMENTS
  16,884    2,252   13,496   19,492   35,272   49,872   51,021    5,240    4,091

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -596)
     674     -125      -16     -648     -673       10     -813     -606      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      4.1     24.5     35.4     64.0     90.5     92.6      9.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      67       32       29       25       26      108       72
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      131,846
COMMITMENTS
  27,298   26,593    9,477   86,440   90,410  123,215  126,480    8,632    5,367

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -6,983)
     462  -11,297     -290   -5,590    5,981   -5,418   -5,606   -1,564   -1,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     20.2      7.2     65.6     68.6     93.5     95.9      6.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      48       48       30       52       36      116      101
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      138,829
COMMITMENTS
  26,837   37,890    9,766   92,030   84,429  128,633  132,086   10,196    6,743

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -4,602)
     902    1,230     -812   -4,532   -5,353   -4,442   -4,935     -160      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     27.3      7.0     66.3     60.8     92.7     95.1      7.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      46       53       32       54       36      119      106
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      658,975
COMMITMENTS
 160,927   10,505  129,242  282,162  477,261  572,331  617,007   86,644   41,968

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     14,155)
   1,648      950   -1,433   12,596   16,775   12,811   16,293    1,344   -2,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      1.6     19.6     42.8     72.4     86.9     93.6     13.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      72       26       47       64       62      159      115
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      644,820
COMMITMENTS
 159,279    9,554  130,674  269,566  460,486  559,520  600,714   85,300   44,106

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     27,441)
   7,731   -1,206    9,024    3,411   19,959   20,166   27,777    7,275     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      1.5     20.3     41.8     71.4     86.8     93.2     13.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      76       24       43       62       59      159      108
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      100,395
COMMITMENTS
  15,319   12,320   29,825   44,901   51,071   90,045   93,215   10,351    7,180

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -6,449)
    -235    1,187      536   -5,576   -7,704   -5,274   -5,981   -1,174     -468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     12.3     29.7     44.7     50.9     89.7     92.8     10.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     112       71       84       87       89      241      210
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      106,844
COMMITMENTS
  15,553   11,133   29,289   50,477   58,774   95,319   99,196   11,525    7,648

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:    -14,662)
  -5,304     -684   -9,967     -698   -6,276  -15,969  -16,927    1,307    2,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     10.4     27.4     47.2     55.0     89.2     92.8     10.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     105       69       86       90       86      235      206
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       38,992
COMMITMENTS
  31,588    2,033    2,411    1,146   32,244   35,145   36,689    3,847    2,303

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -3,558)
  -1,259   -1,571       32   -2,550   -2,245   -3,777   -3,784      220      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.0      5.2      6.2      2.9     82.7     90.1     94.1      9.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      39        7        8       11        9       52       23
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       42,550
COMMITMENTS
  32,847    3,604    2,379    3,696   34,489   38,923   40,472    3,627    2,077

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,029)
   2,990      667       59      303    2,287    3,352    3,013     -323       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.2      8.5      5.6      8.7     81.1     91.5     95.1      8.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      41        8        7       13        7       57       20
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       22,053
COMMITMENTS
  14,257      863        0    2,871   18,217   17,128   19,080    4,925    2,973

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,276)
  -1,177       63        0     -160   -1,268   -1,337   -1,205       61      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.6      3.9      0.0     13.0     82.6     77.7     86.5     22.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        0        3       10        9       11
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      234,951
COMMITMENTS
  17,054   23,867   56,278  124,672  122,835  198,004  202,980   36,948   31,972

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      4,761)
   1,766   -2,619    4,003      276    4,148    6,045    5,532   -1,284     -771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     10.2     24.0     53.1     52.3     84.3     86.4     15.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      36       32       46       73       72      131      131
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      230,190
COMMITMENTS
  15,288   26,486   52,275  124,396  118,686  191,959  197,447   38,231   32,743

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     11,179)
   1,263    1,430    1,561    8,567    6,001   11,391    8,992     -212    2,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     11.5     22.7     54.0     51.6     83.4     85.8     16.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      28       35       43       76       74      127      132
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      913,707
COMMITMENTS
  33,538   90,027  395,912  401,493  386,769  830,944  872,708   82,763   40,998

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        296)
  -1,501    3,401   -2,576    1,810   -1,748   -2,267     -923    2,563    1,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      9.9     43.3     43.9     42.3     90.9     95.5      9.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      52       57       82       97       88      194      182
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      913,411
COMMITMENTS
  35,039   86,626  398,488  399,684  388,517  833,210  873,631   80,201   39,780

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     25,424)
  -2,930    2,932    9,170   17,934   10,164   24,174   22,266    1,250    3,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      9.5     43.6     43.8     42.5     91.2     95.6      8.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      47       57       81       96       87      188      181
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,916
COMMITMENTS
   2,420      372      554   46,501   51,056   49,475   51,982    5,441    2,934

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       19       21       22       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,078
COMMITMENTS
       0    1,670    1,801   60,778   55,497   62,579   58,968    2,499    6,110

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      4.6     86.2     83.4     90.8     88.6      9.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       13       15       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,602
COMMITMENTS
  18,711        0    1,824   41,170   60,203   61,705   62,027    5,897    5,575

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15        7       18       30       28       51       47
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       86,028
COMMITMENTS
  22,176    8,198   17,121   46,634   60,694   85,931   86,013       97       15

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        843)
    -123    2,346      -90    1,789     -560    1,576    1,696     -733     -853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      9.5     19.9     54.2     70.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        7       11       40       43       51       54
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       85,185
COMMITMENTS
  22,298    5,852   17,211   44,845   61,254   84,355   84,317      830      868

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,409)
    -786   -1,565      933      649    1,378      795      745      614      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      6.9     20.2     52.6     71.9     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        7       10       39       42       49       53
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,738
COMMITMENTS
   4,765    4,084    2,222   18,751   18,923   25,738   25,229        0      509

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       22       26       25       29
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,936
COMMITMENTS
  10,240      120    1,290   10,770   20,998   22,300   22,408      636      528

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       22       26       25       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,807
COMMITMENTS
     618       80      904    8,672    9,523   10,194   10,507      613      300

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       16       11       18       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,405,694
COMMITMENTS
 121,952   86,733  415,959  813,845  831,697  1351756  1334389   53,938   71,305

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -31,899)
  -3,010  -19,215    5,746  -16,473   -3,602  -13,737  -17,071  -18,162  -14,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      6.2     29.6     57.9     59.2     96.2     94.9      3.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      78       86      106       82       79      217      222
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,437,593
COMMITMENTS
 124,962  105,948  410,213  830,318  835,299  1365493  1351460   72,100   86,133

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:   -113,900)
   2,275    7,029  -77,617  -51,518  -52,589 -126,859 -123,177   12,959    9,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      7.4     28.5     57.8     58.1     95.0     94.0      5.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      87       90      114       80       84      220      240
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,981
COMMITMENTS
   8,740    2,311      455    2,473   11,758   11,668   14,524    3,313      457

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      59       11        6       15       27       80       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,492
COMMITMENTS
  10,153      745        0      997   11,480   11,150   12,225    2,342    1,267

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      31        7        0        8       23       39       30
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,914
COMMITMENTS
   9,811      671        0      971   10,945   10,782   11,616    2,132    1,298

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.0      5.2      0.0      7.5     84.8     83.5     89.9     16.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      30        6        0        8       24       38       30
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      168,556
COMMITMENTS
  27,537    8,592   33,472   96,086  115,127  157,094  157,190   11,461   11,366

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      4,874)
     519      148    2,101    3,531    2,360    6,151    4,609   -1,277      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      5.1     19.9     57.0     68.3     93.2     93.3      6.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      49       24       41       75       73      142      125
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      163,682
COMMITMENTS
  27,018    8,444   31,370   92,556  112,767  150,944  152,581   12,738   11,100

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      7,376)
     712    1,927    1,905    4,964    4,213    7,580    8,044     -204     -668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      5.2     19.2     56.5     68.9     92.2     93.2      7.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      49       23       40       71       74      137      125
 

Updated December 2, 2005