MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,760
COMMITMENTS
     504    2,543    1,681   15,909    9,589   18,095   13,813    5,665    9,947

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      1,361)
     225      220      120      560      636      906      976      455      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     10.7      7.1     67.0     40.4     76.2     58.1     23.8     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        3       10       19       13       30       25
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      125,929
COMMITMENTS
  25,162   10,248   30,354   52,170   53,421  107,687   94,024   18,242   31,906

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -9,867)
  -4,298   -1,780   -2,519     -688   -3,719   -7,504   -8,018   -2,362   -1,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      8.1     24.1     41.4     42.4     85.5     74.7     14.5     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      67       44       76       29       44      146      133
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,158
COMMITMENTS
     390      757      435      516      209    1,342    1,401      817      758

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        267)
      94      161      101       37       66      233      328       34      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     35.1     20.2     23.9      9.7     62.2     64.9     37.8     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9       16       10        5        4       19       26
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      218,872
COMMITMENTS
  68,976   12,271   38,688   85,609  103,014  193,273  153,973   25,599   64,899

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      1,350)
     575    1,023      741   -1,854   -1,922     -538     -157    1,888    1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      5.6     17.7     39.1     47.1     88.3     70.3     11.7     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      99       34       62       86      138      221      211
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,716
COMMITMENTS
   2,050      388      501      955    3,136    3,506    4,024    2,210    1,692

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        117)
      49       31       78      -39      -91       89       18       29       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9      6.8      8.8     16.7     54.9     61.3     70.4     38.7     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      26        7       11       18       31       48       45
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,754
COMMITMENTS
  14,627      836    6,181    9,072   10,658   29,880   17,676    5,875   18,078

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      1,163)
     361     -243     -102      686    1,084      944      738      219      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.9      2.3     17.3     25.4     29.8     83.6     49.4     16.4     50.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      53       17       29       48       64      117       98
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      143,848
COMMITMENTS
  56,785    8,105    2,987   47,127  105,195  106,899  116,287   36,949   27,561

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -3,423)
 -10,074   -3,289     -915   11,622   -6,994      633  -11,198   -4,056    7,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.5      5.6      2.1     32.8     73.1     74.3     80.8     25.7     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      36       10        7       30       26       67       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       76,463
COMMITMENTS
   5,247   39,314        0   61,359   15,858   66,606   55,172    9,857   21,291

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -37,863)
  -8,690  -14,496   -1,671  -25,914  -21,582  -36,274  -37,748   -1,589     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     51.4      0.0     80.2     20.7     87.1     72.2     12.9     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       18        0       12       13       16       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       93,933
COMMITMENTS
  42,265    5,976      372   45,446   84,142   88,083   90,490    5,850    3,443

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -44,413)
 -30,981      355   -1,614   -6,855  -41,110  -39,450  -42,368   -4,963   -2,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0      6.4      0.4     48.4     89.6     93.8     96.3      6.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      42       10        2       14       14       56       26
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       72,247
COMMITMENTS
   9,440   17,686      649   44,531   37,064   54,620   55,399   17,627   16,848

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -41,283)
  -4,086   -3,771     -921  -36,053  -33,429  -41,061  -38,121     -222   -3,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     24.5      0.9     61.6     51.3     75.6     76.7     24.4     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11       13        4       19       16       31       32
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      183,486
COMMITMENTS
  10,388   38,932    4,699  142,325  106,772  157,413  150,404   26,073   33,082

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:   -102,920)
 -10,688  -57,219     -947  -84,813  -41,326  -96,448  -99,492   -6,472   -3,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     21.2      2.6     77.6     58.2     85.8     82.0     14.2     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16       32        6       21       26       41       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      138,512
COMMITMENTS
  23,645   20,398   10,688   53,032   60,829   87,366   91,916   51,146   46,596

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -67,771)
  -3,457   -8,193      263  -67,362  -55,464  -70,556  -63,394    2,785   -4,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     14.7      7.7     38.3     43.9     63.1     66.4     36.9     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      31       35       26       27       26       72       74
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       42,695
COMMITMENTS
  14,393      721        0   20,616   32,961   35,009   33,682    7,686    9,013

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7      1.7      0.0     48.3     77.2     82.0     78.9     18.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        8       13       11       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,018,961
COMMITMENTS
 644,127  888,361  4200990  7285524  6571926 12130641 11661277  888,320  1357684

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -2,917,112)
-127,013  -86,561 -1371943 -1235896 -1234920 -2734852 -2693424 -182,260 -223,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      6.8     32.3     56.0     50.5     93.2     89.6      6.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      58       56       98      132      143      241      257
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      694,301
COMMITMENTS
  57,623   46,315   29,681  461,406  496,477  548,709  572,473  145,591  121,828

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:   -156,397)
  -4,053  -26,208  -31,012  -91,237  -59,879 -126,302 -117,099  -30,094  -39,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      6.7      4.3     66.5     71.5     79.0     82.5     21.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      38       38       48       87       60      155      117
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,047,094
COMMITMENTS
 195,818  261,699   22,439  495,708  663,836  713,964  947,973  333,130   99,120

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:   -542,824)
-102,328      263 -141,332 -227,841 -371,083 -471,500 -512,152  -71,323  -30,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     25.0      2.1     47.3     63.4     68.2     90.5     31.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      50       56       26       60       55      129      118
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,122
COMMITMENTS
   1,624    1,052        0    5,744   10,070    7,368   11,122    4,754    1,000

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -5,163)
    -144     -434      -41   -2,364   -3,980   -2,549   -4,455   -2,614     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      8.7      0.0     47.4     83.1     60.8     91.8     39.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       14       12       17       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       41,605
COMMITMENTS
   8,131   11,881        0   28,681   25,566   36,812   37,447    4,793    4,158

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -17,964)
  -1,263    3,124   -1,533  -12,305   -7,721  -15,101   -6,130   -2,863  -11,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     28.6      0.0     68.9     61.4     88.5     90.0     11.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        8        0       19       15       25       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,448
COMMITMENTS
  14,418    7,802        0   28,081   40,688   42,499   48,490   11,949    5,958

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -30,028)
  -1,385   -1,208   -4,198  -25,302  -16,521  -30,885  -21,927      857   -8,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     14.3      0.0     51.6     74.7     78.1     89.1     21.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      12       14        0       34       25       46       39
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      285,146
COMMITMENTS
 125,381   84,923   10,631  126,951  160,416  262,962  255,969   22,184   29,177

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:   -221,511)
 -44,409  -29,962  -13,357 -125,475 -179,737 -183,240 -223,057  -38,270    1,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.0     29.8      3.7     44.5     56.3     92.2     89.8      7.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      71       54       14       43       36      120       98
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       43,834
COMMITMENTS
  14,497    6,588        0   13,740   25,054   28,237   31,642   15,597   12,192

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -39,473)
  -9,393    2,980   -2,150  -21,087  -39,934  -32,630  -39,104   -6,843     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     15.0      0.0     31.3     57.2     64.4     72.2     35.6     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        6        0       10       11       24       17
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,835
COMMITMENTS
   4,864    5,008        2   19,215   15,574   24,081   20,584    4,754    8,251

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -21,528)
   2,453     -506   -2,118  -16,211  -17,396  -15,876  -20,020   -5,652   -1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     17.4      0.0     66.6     54.0     83.5     71.4     16.5     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1       11        1       29       24       31       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      269,059
COMMITMENTS
  27,400   47,056    2,256  211,068  209,343  240,724  258,655   28,335   10,404

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -95,863)
   5,574    2,125  -15,611  -88,416  -67,789  -98,453  -81,275    2,590  -14,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     17.5      0.8     78.4     77.8     89.5     96.1     10.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      38       51       19       36       46       79      111
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       60,611
COMMITMENTS
   9,655   19,860    4,881   32,704   27,476   47,240   52,217   13,371    8,394

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        933)
    -599   -1,811     -550   -1,247      936   -2,396   -1,425    3,329    2,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     32.8      8.1     54.0     45.3     77.9     86.2     22.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       20        7       19       21       46       46
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       31,881
COMMITMENTS
  18,660    2,457        0    8,627    5,808   27,287    8,265    4,594   23,616

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -2,268)
  -2,773   -1,025        0    3,671    1,496      898      471   -3,166   -2,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.5      7.7      0.0     27.1     18.2     85.6     25.9     14.4     74.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        5        0       11       10       24       15
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       36,948
COMMITMENTS
     442    1,876    1,106   17,205   27,060   18,753   30,042   18,195    6,906

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -8,197)
  -2,225     -320     -100   -2,769   -8,366   -5,094   -8,786   -3,103      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      5.1      3.0     46.6     73.2     50.8     81.3     49.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        8        2       18       23       23       32
 

Updated December 23, 2005