WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      312,296
COMMITMENTS
  48,934   88,443   46,995  189,013  138,899  284,942  274,337   27,354   37,959

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     18,432)
   5,805      118    6,375    4,479    9,279   16,658   15,772    1,773    2,660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     28.3     15.0     60.5     44.5     91.2     87.8      8.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      88      107       87       49       61      185      217
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      293,865
COMMITMENTS
  43,129   88,326   40,620  184,535  129,620  268,284  258,565   25,581   35,299

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      5,415)
   2,540    5,854    1,314    1,099       97    4,953    7,265      462   -1,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     30.1     13.8     62.8     44.1     91.3     88.0      8.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      71      120       75       50       57      169      213
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      890,355
COMMITMENTS
 118,399  145,600  144,435  481,691  387,535  744,525  677,570  145,830  212,785

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      8,513)
 -15,389   12,999    3,747   19,293  -11,790    7,651    4,956      862    3,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     16.4     16.2     54.1     43.5     83.6     76.1     16.4     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
     151      132      149      218      231      437      453
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      881,842
COMMITMENTS
 133,788  132,601  140,689  462,398  399,324  736,875  672,614  144,968  209,228

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -3,775)
  10,301    4,663   -3,435   -9,013   -2,666   -2,147   -1,438   -1,629   -2,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     15.0     16.0     52.4     45.3     83.6     76.3     16.4     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
     151      131      156      212      234      442      454
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,833
COMMITMENTS
   2,193      495      535    1,755    4,048    4,484    5,078    2,349    1,755

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:       -148)
    -116      -30      -42     -134        7     -292      -65      145      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      7.2      7.8     25.7     59.2     65.6     74.3     34.4     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        5        5       10       15       22       24
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,980
COMMITMENTS
   2,309      525      577    1,889    4,040    4,776    5,143    2,204    1,838

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:       -246)
    -107       28        9      -25     -366     -123     -329     -123       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      7.5      8.3     27.1     57.9     68.4     73.7     31.6     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12        7        6       10       15       25       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      336,421
COMMITMENTS
  51,280   39,606   67,292  155,875  139,875  274,447  246,773   61,975   89,648

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      5,999)
  -1,084    6,179    3,879    7,500   -6,696   10,295    3,362   -4,296    2,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     11.8     20.0     46.3     41.6     81.6     73.4     18.4     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      94      115      136      105      124      280      305
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      330,423
COMMITMENTS
  52,364   33,427   63,414  148,374  146,571  264,152  243,411   66,271   87,011

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      7,912)
   3,109    4,432    4,186   -1,840   -2,964    5,455    5,654    2,458    2,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     10.1     19.2     44.9     44.4     79.9     73.7     20.1     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
      97      108      130      105      126      279      297
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      153,412
COMMITMENTS
  20,361   27,732   23,263   87,769   82,685  131,393  133,680   22,019   19,732

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      2,158)
     206    3,412      -85    2,036   -2,384    2,156      943        2    1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     18.1     15.2     57.2     53.9     85.6     87.1     14.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      30       46       34       51       42      101      110
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      151,253
COMMITMENTS
  20,155   24,319   23,348   85,733   85,069  129,236  132,737   22,017   18,516

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      3,923)
     872    2,323   -1,205      -13   -1,562     -346     -444    4,269    4,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     16.1     15.4     56.7     56.2     85.4     87.8     14.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      25       45       35       49       44      102      106
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      757,678
COMMITMENTS
  91,919   58,641  100,867  423,401  414,987  616,187  574,496  141,490  183,182

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:    -70,659)
  -3,668   -1,911  -13,652  -50,386  -48,797  -67,706  -64,359   -2,953   -6,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      7.7     13.3     55.9     54.8     81.3     75.8     18.7     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      33       32       48       70       80      130      135
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      828,336
COMMITMENTS
  95,587   60,552  114,519  473,787  463,784  683,893  638,855  144,443  189,481

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     50,124)
   7,746    5,913    1,260   18,397    1,985   27,403    9,157   22,721   40,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      7.3     13.8     57.2     56.0     82.6     77.1     17.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      30       34       48       78       85      137      140
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      133,214
COMMITMENTS
  14,978   12,180   23,157   68,323   76,718  106,458  112,055   26,756   21,158

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      5,406)
  -1,582    3,044    1,261    5,086      -82    4,764    4,222      642    1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      9.1     17.4     51.3     57.6     79.9     84.1     20.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      31       36       41       46       45      102      106
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      127,808
COMMITMENTS
  16,560    9,136   21,897   63,237   76,800  101,694  107,833   26,114   19,975

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      2,280)
   2,135    1,356    1,178     -787   -1,009    2,526    1,525     -246      755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      7.1     17.1     49.5     60.1     79.6     84.4     20.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      33       32       39       49       48      106      104
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,272
COMMITMENTS
   2,780    1,570    1,210    2,164    2,756    6,154    5,536    1,118    1,736

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:        165)
      -7      237       95      182     -260      270       73     -105       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2     21.6     16.6     29.8     37.9     84.6     76.1     15.4     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15       12       11       15       17       36       34
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,107
COMMITMENTS
   2,787    1,333    1,115    1,982    3,015    5,884    5,464    1,223    1,643

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:       -472)
     -40      -83     -210     -101     -165     -350     -458     -121      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2     18.8     15.7     27.9     42.4     82.8     76.9     17.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16       10       11       14       17       36       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      388,152
COMMITMENTS
 114,492   85,630    2,819  207,048  185,727  324,360  274,176   63,792  113,975

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:         43)
   3,482    3,601   -4,112   -4,375   -5,271   -5,004   -5,782    5,047    5,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5     22.1      0.7     53.3     47.8     83.6     70.6     16.4     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      18       29        7       44       46       65       79
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      388,109
COMMITMENTS
 111,010   82,029    6,931  211,423  190,998  329,364  279,958   58,745  108,151

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     12,364)
   1,980   -5,140   -3,422    7,617   22,112    6,175   13,550    6,189   -1,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     21.1      1.8     54.5     49.2     84.9     72.1     15.1     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      13       25        6       44       47       61       75
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,412,355
COMMITMENTS
 330,666  375,559  416,968  1407735  1226878  2155368  2019405  256,987  392,951

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     60,485)
 -14,887   -4,967   74,721   16,554   51,066   76,388  120,820  -15,904  -60,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     15.6     17.3     58.4     50.9     89.3     83.7     10.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      56       73       80      106      130      205      242
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,351,871
COMMITMENTS
 345,553  380,526  342,247  1391181  1175813  2078980  1898585  272,891  453,286

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     65,031)
  36,683   34,695  -23,385   34,960  -21,378   48,259  -10,068   16,772   75,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     16.2     14.6     59.2     50.0     88.4     80.7     11.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      54       70       71      103      121      195      226
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,428,798
COMMITMENTS
 146,529  298,014  151,012  924,519  735,311  1222059  1184337  206,739  244,461

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:    -91,649)
  -1,715  -32,534    6,635 -102,127  -43,483  -97,207  -69,382    5,557  -22,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     20.9     10.6     64.7     51.5     85.5     82.9     14.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      39       45       45       76       85      134      156
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,520,448
COMMITMENTS
 148,243  330,548  144,377  1026646  778,794  1319266  1253719  201,182  266,729

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:    -33,141)
  12,018  -26,839    6,221  -93,914    4,416  -75,674  -16,201   42,533  -16,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     21.7      9.5     67.5     51.2     86.8     82.5     13.2     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      36       47       40       74       82      128      151
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      765,591
COMMITMENTS
 177,384   60,265  294,471  236,489  363,705  708,344  718,441   57,247   47,150

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     29,016)
  18,201   13,887  -27,880   33,835   41,924   24,156   27,930    4,861    1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      7.9     38.5     30.9     47.5     92.5     93.8      7.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      43       31       47       61       59      129      112
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      736,574
COMMITMENTS
 159,183   46,379  322,351  202,654  321,781  684,188  690,511   52,386   46,064

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     43,457)
  23,040    1,530   35,804  -13,780   -8,399   45,064   28,935   -1,607   14,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      6.3     43.8     27.5     43.7     92.9     93.7      7.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      22       32       40       50       49      100       94
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,251
COMMITMENTS
   8,161    6,610    2,956   29,473   30,935   40,590   40,501   12,661   12,750

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     18,018)
     560    1,396    2,423   10,611    9,188   13,594   13,007    4,423    5,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     12.4      5.6     55.3     58.1     76.2     76.1     23.8     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12       14       14       28       19       48       39
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       35,233
COMMITMENTS
   7,601    5,213      533   18,861   21,746   26,995   27,493    8,238    7,740

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      3,645)
     752     -991      105    2,991    3,610    3,847    2,724     -203      921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     14.8      1.5     53.5     61.7     76.6     78.0     23.4     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       10        7       22       15       37       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,319
COMMITMENTS
  17,202   34,408    7,130   48,066   23,162   72,398   64,701   15,920   23,618

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     10,999)
   2,567     -415    2,678    1,356    3,229    6,601    5,492    4,398    5,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     39.0      8.1     54.4     26.2     82.0     73.3     18.0     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       30       23       25       23       62       63
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,319
COMMITMENTS
  14,635   34,823    4,452   46,710   19,934   65,797   59,209   11,522   18,111

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      3,792)
   2,671      -80      814   -2,877     -704      608       30    3,184    3,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     45.0      5.8     60.4     25.8     85.1     76.6     14.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20       33       15       19       16       50       53
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       39,703
COMMITMENTS
   2,922    3,926    6,638   29,731   28,210   39,291   38,774      412      929

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:       -738)
     492     -508    2,195   -2,529   -1,453      158      234     -896     -972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      9.9     16.7     74.9     71.1     99.0     97.7      1.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       16        4       17       21       27       39
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       40,441
COMMITMENTS
   2,430    4,434    4,443   32,260   29,663   39,133   38,540    1,308    1,901

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -2,167)
    -696      -84    2,600   -4,000   -4,711   -2,096   -2,195      -71       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     11.0     11.0     79.8     73.3     96.8     95.3      3.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       16        4       19       20       29       38
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,406
COMMITMENTS
     945    2,025    1,784   13,035   10,808   15,763   14,617    5,643    6,788

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:        441)
      52     -214      -12     -134      216      -94      -11      534      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      9.5      8.3     60.9     50.5     73.6     68.3     26.4     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        5       10       20       17       31       28
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,965
COMMITMENTS
     893    2,239    1,796   13,168   10,593   15,857   14,628    5,108    6,337

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -3,076)
    -296     -196     -387   -2,076   -1,751   -2,759   -2,333     -317     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     10.7      8.6     62.8     50.5     75.6     69.8     24.4     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        4       11       21       18       33       30
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      112,056
COMMITMENTS
  20,713   17,715   24,766   48,533   33,893   94,013   76,374   18,044   35,682

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:       -544)
     156     -579   -2,690      102    1,868   -2,431   -1,400    1,887      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     15.8     22.1     43.3     30.2     83.9     68.2     16.1     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      44       42       55       28       39      117      102
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      112,600
COMMITMENTS
  20,557   18,294   27,456   48,431   32,025   96,444   77,775   16,156   34,826

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      3,304)
   2,374   -1,417    1,009     -879    2,095    2,504    1,686      800    1,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     16.2     24.4     43.0     28.4     85.7     69.1     14.3     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      46       43       58       27       34      119      101
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      161,249
COMMITMENTS
  37,255   21,368   28,126   74,426   69,396  139,807  118,890   21,442   42,359

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      7,988)
     157  -12,141    7,089     -125    6,889    7,120    1,836      868    6,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     13.3     17.4     46.2     43.0     86.7     73.7     13.3     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      59       54       61       70      101      164      191
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      153,261
COMMITMENTS
  37,098   33,509   21,038   74,551   62,507  132,686  117,054   20,574   36,207

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      1,271)
   2,005   -1,645      559   -2,181      126      383     -959      888    2,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     21.9     13.7     48.6     40.8     86.6     76.4     13.4     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      44       66       54       70       93      149      185
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,337
COMMITMENTS
   1,280    1,633      257      621      572    2,158    2,462    2,180    1,876

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:       -140)
     309       34     -117     -242      -60      -51     -143      -89        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5     37.6      5.9     14.3     13.2     49.7     56.8     50.3     43.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      16       13        8       13       13       32       31
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,477
COMMITMENTS
     971    1,598      374      863      632    2,208    2,604    2,269    1,873

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:       -378)
     -22     -305       96     -352      -80     -278     -290      -99      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     35.7      8.3     19.3     14.1     49.3     58.2     50.7     41.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16       12        8       13       12       30       31
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,854
COMMITMENTS
  13,411    2,422    5,529    6,839    9,034   25,779   16,986    5,075   13,869

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      1,477)
     968   -1,017      617     -213       89    1,372     -312      105    1,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.5      7.9     17.9     22.2     29.3     83.6     55.1     16.4     44.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      53       20       25       39       46      108       78
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,377
COMMITMENTS
  12,443    3,440    4,912    7,052    8,945   24,407   17,297    4,970   12,080

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        100)
     475     -614     -212     -208      485       55     -342       44      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4     11.7     16.7     24.0     30.5     83.1     58.9     16.9     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      46       20       31       37       35      105       70
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      146,666
COMMITMENTS
  46,963   16,382    2,807   60,410  107,533  110,179  126,722   36,487   19,945

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     20,216)
    -587     -511        5   15,790   17,648   15,208   17,142    5,007    3,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0     11.2      1.9     41.2     73.3     75.1     86.4     24.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      29       14       10       30       30       64       49
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      126,451
COMMITMENTS
  47,550   16,892    2,802   44,619   89,886   94,971  109,580   31,480   16,871

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      6,812)
   1,172      127    1,489    3,600    6,561    6,261    8,177      551   -1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6     13.4      2.2     35.3     71.1     75.1     86.7     24.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      28       15       10       26       26       61       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       61,242
COMMITMENTS
   4,175   19,141      147   43,370   29,536   47,692   48,824   13,550   12,418

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:       -857)
 -10,769    3,412     -375    6,471   -7,915   -4,673   -4,878    3,816    4,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     31.3      0.2     70.8     48.2     77.9     79.7     22.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5       16        1       15       19       20       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       62,100
COMMITMENTS
  14,944   15,729      522   36,899   37,451   52,365   53,702    9,735    8,398

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -6,165)
  10,936  -20,155      521  -26,682   14,716  -15,225   -4,918    9,060   -1,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     25.3      0.8     59.4     60.3     84.3     86.5     15.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9       12        2        7       16       17       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       88,472
COMMITMENTS
  45,010    5,397    1,549   34,180   73,557   80,739   80,503    7,733    7,969

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     12,590)
     -12    3,453      862    7,897    6,773    8,746   11,088    3,843    1,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.9      6.1      1.8     38.6     83.1     91.3     91.0      8.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      42        9        8       21       18       68       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       75,882
COMMITMENTS
  45,022    1,944      687   26,283   66,784   71,993   69,415    3,890    6,467

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      5,040)
   5,247   -2,951      194   -1,327    8,373    4,114    5,616      926     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.3      2.6      0.9     34.6     88.0     94.9     91.5      5.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      43        9        5       19       16       64       28
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       93,498
COMMITMENTS
  27,249    8,935    1,347   41,201   67,386   69,797   77,667   23,700   15,830

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      8,876)
   1,388   -5,907     -217    2,384    4,764    3,556   -1,361    5,320   10,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      9.6      1.4     44.1     72.1     74.7     83.1     25.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      19        9        7       17       26       39       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       84,622
COMMITMENTS
  25,861   14,842    1,564   38,817   62,622   66,242   79,028   18,380    5,594

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      4,213)
   7,492   -6,019      880   -6,650   14,809    1,722    9,670    2,490   -5,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     17.5      1.8     45.9     74.0     78.3     93.4     21.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      16       18        6       20       24       41       43
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      213,801
COMMITMENTS
   8,637   45,847    5,759  169,995  132,402  184,391  184,008   29,410   29,793

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      9,710)
   2,303    3,132       41   -4,053   -8,955   -1,709   -5,782   11,419   15,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     21.4      2.7     79.5     61.9     86.2     86.1     13.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      14       30       11       32       37       52       73
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      204,091
COMMITMENTS
   6,334   42,715    5,718  174,048  141,357  186,100  189,789   17,991   14,301

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -1,413)
     350  -13,567      377   -4,846   14,691   -4,120    1,500    2,707   -2,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     20.9      2.8     85.3     69.3     91.2     93.0      8.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      12       30        9       28       35       46       68
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      179,398
COMMITMENTS
  28,490   21,997   10,177   91,209  104,199  129,876  136,373   49,522   43,025

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:    -14,437)
 -10,478    6,937   -6,644    3,239  -12,350  -13,883  -12,057     -555   -2,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     12.3      5.7     50.8     58.1     72.4     76.0     27.6     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      34       26       28       30       30       76       72
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      193,835
COMMITMENTS
  38,968   15,060   16,820   87,970  116,549  143,758  148,430   50,077   45,405

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     12,455)
  13,501  -15,405    2,691   -9,743   21,814    6,449    9,099    6,006    3,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      7.8      8.7     45.4     60.1     74.2     76.6     25.8     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      43       25       32       32       31       89       74
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       11,677
COMMITMENTS
   5,465        0      222    4,488   10,510   10,175   10,732    1,502      945

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      2,081)
     214        0      222    1,437    1,900    1,873    2,122      208      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.8      0.0      1.9     38.4     90.0     87.1     91.9     12.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        0        1        7       13       15       14
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:        9,596
COMMITMENTS
   5,251        0        0    3,051    8,610    8,302    8,610    1,294      986

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        186)
     374        0        0     -201      415      173      415       13     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.7      0.0      0.0     31.8     89.7     86.5     89.7     13.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        0        5       10       12       10
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       43,519
COMMITMENTS
   1,210    2,804    1,180   36,106   35,469   38,496   39,453    5,023    4,066

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      6.4      2.7     83.0     81.5     88.5     90.7     11.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       12       13       14       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   14,058,935
COMMITMENTS
 933,560  680,505  4842033  7267250  6935392 13042843 12457930  1016092  1601006

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     -8,895)
 -46,599  -53,708  136,240  108,936  125,266  198,577  207,798 -207,472 -216,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      4.8     34.4     51.7     49.3     92.8     88.6      7.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      62       69      108      155      157      271      282
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   14,067,830
COMMITMENTS
 980,159  734,213  4705793  7158314  6810125 12844266 12250131  1223564  1817699

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:    138,477)
 142,171 -327,860  442,474 -533,117    1,696   51,529  116,310   86,948   22,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      5.2     33.5     50.9     48.4     91.3     87.1      8.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      61       67      107      154      154      271      275
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      815,534
COMMITMENTS
  50,133   63,675   54,330  537,098  555,070  641,561  673,074  173,973  142,459

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     60,774)
   3,741    4,807    4,371   37,249   27,083   45,360   36,261   15,414   24,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      7.8      6.7     65.9     68.1     78.7     82.5     21.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      52       48       71       99       74      192      152
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      754,759
COMMITMENTS
  46,392   58,867   49,959  499,849  527,987  596,201  636,813  158,559  117,946

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     22,436)
  -4,891   -3,813    1,402   18,256   14,224   14,767   11,813    7,669   10,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      7.8      6.6     66.2     70.0     79.0     84.4     21.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      45       46       63       91       70      174      142
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,468,788
COMMITMENTS
 214,637  387,281   82,237  868,141  841,645  1165015  1311163  303,773  157,625

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:    230,975)
   5,925   28,078   13,208  178,129  141,937  197,262  183,223   33,712   47,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     26.4      5.6     59.1     57.3     79.3     89.3     20.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      43       72       55       77       78      153      172
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,237,813
COMMITMENTS
 208,712  359,203   69,030  690,012  699,708  967,753  1127940  270,061  109,873

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:    100,330)
  23,591   36,073   27,185   21,885   43,094   72,661  106,353   27,669   -6,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     29.0      5.6     55.7     56.5     78.2     91.1     21.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      45       70       38       66       72      141      150
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       20,314
COMMITMENTS
   1,151      427      505   13,208   15,794   14,864   16,726    5,450    3,588

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      6,816)
    -288     -103      505    5,629    5,450    5,846    5,852      970      964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      2.1      2.5     65.0     77.7     73.2     82.3     26.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       21       16       24       18
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,498
COMMITMENTS
   1,439      530        0    7,579   10,344    9,018   10,874    4,480    2,624

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        664)
     410        0        0      728      119    1,138      119     -474      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      3.9      0.0     56.1     76.6     66.8     80.6     33.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        0       18       14       22       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       48,854
COMMITMENTS
   7,705    2,768    3,059   24,862   36,543   35,626   42,370   13,228    6,484

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     13,172)
      95    1,017    2,943    6,846    4,925    9,884    8,885    3,288    4,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      5.7      6.3     50.9     74.8     72.9     86.7     27.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        7        3       25       19       33       27
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       35,682
COMMITMENTS
   7,610    1,751      116   18,016   31,618   25,742   33,485    9,940    2,197

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      1,186)
     171     -416      115   -1,128    1,525     -842    1,224    2,028      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      4.9      0.3     50.5     88.6     72.1     93.8     27.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        4        2       20       17       26       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       77,340
COMMITMENTS
   7,221   17,479    1,528   50,331   47,228   59,081   66,235   18,259   11,105

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     18,393)
     792    1,315    1,096   15,898   13,506   17,786   15,917      607    2,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     22.6      2.0     65.1     61.1     76.4     85.6     23.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      12       19        7       37       36       53       59
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,947
COMMITMENTS
   6,429   16,164      433   34,433   33,722   41,295   50,318   17,652    8,629

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        384)
     365      107       42    3,646      494    4,053      643   -3,670     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     27.4      0.7     58.4     57.2     70.1     85.4     29.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12       21        2       35       31       48       53
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      394,969
COMMITMENTS
 124,950   81,949   12,547  231,396  238,486  368,893  332,982   26,075   61,986

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     59,622)
  10,766    2,620    9,149   34,072   42,061   53,987   53,830    5,636    5,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     20.7      3.2     58.6     60.4     93.4     84.3      6.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      71       60       27       49       52      137      123
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      335,346
COMMITMENTS
 114,184   79,329    3,399  197,324  196,425  314,907  279,152   20,440   56,194

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        -55)
   7,819  -12,164    1,729  -14,032   22,328   -4,484   11,893    4,429  -11,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0     23.7      1.0     58.8     58.6     93.9     83.2      6.1     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      70       57       15       44       41      123      105
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       96,919
COMMITMENTS
  36,285    3,043    1,395   32,270   82,812   69,950   87,250   26,969    9,669

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     30,665)
  15,487    1,578    1,395    1,000   26,122   17,882   29,095   12,782    1,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      3.1      1.4     33.3     85.4     72.2     90.0     27.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      19        3        3       14       22       35       26
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       66,254
COMMITMENTS
  20,798    1,465        0   31,270   56,690   52,068   58,155   14,186    8,099

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      3,673)
   6,656   -1,812        0   -4,059    6,584    2,597    4,772    1,076   -1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      2.2      0.0     47.2     85.6     78.6     87.8     21.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14        2        0       15       19       29       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       46,495
COMMITMENTS
     785    6,166      896   39,304   32,316   40,985   39,378    5,510    7,117

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      8,339)
     564       21      841    7,146    6,461    8,551    7,323     -212    1,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     13.3      1.9     84.5     69.5     88.1     84.7     11.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3       15        5       37       31       44       47
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       38,156
COMMITMENTS
     221    6,145       55   32,158   25,855   32,434   32,055    5,722    6,100

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        932)
    -559      -77       55      988    1,160      484    1,138      448     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     16.1      0.1     84.3     67.8     85.0     84.0     15.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1       15        1       29       28       31       43
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      291,107
COMMITMENTS
  20,302   48,231    7,794  236,169  214,173  264,264  270,198   26,843   20,910

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     47,671)
     350     -953    4,088   30,206   35,061   34,644   38,196   13,027    9,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     16.6      2.7     81.1     73.6     90.8     92.8      9.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      22       42       25       42       56       81      106
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      243,437
COMMITMENTS
  19,952   49,184    3,705  205,963  179,112  229,620  232,002   13,817   11,435

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -8,304)
   4,001   -4,433    1,186  -15,142   -4,727   -9,954   -7,974    1,650     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     20.2      1.5     84.6     73.6     94.3     95.3      5.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      24       45       21       37       50       75      103
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,184
COMMITMENTS
  15,974   16,007    1,231   16,651   22,604   33,856   39,842   11,328    5,342

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:    -22,012)
  -3,786    2,875   -5,569   -6,047  -12,137  -15,402  -14,831   -6,610   -7,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4     35.4      2.7     36.9     50.0     74.9     88.2     25.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      26       17        3       20       16       48       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       67,196
COMMITMENTS
  19,760   13,132    6,800   22,698   34,741   49,258   54,673   17,938   12,523

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     12,164)
     369      202    6,293    3,639    3,101   10,301    9,596    1,863    2,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     19.5     10.1     33.8     51.7     73.3     81.4     26.7     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       20       16       23       28       58       55
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       28,583
COMMITMENTS
  11,977    1,942      238   13,212    1,339   25,427    3,519    3,156   25,064

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:    -10,463)
   5,033     -543   -3,251   -7,615   -9,643   -5,833  -13,437   -4,630    2,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.9      6.8      0.8     46.2      4.7     89.0     12.3     11.0     87.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      14        4        1        7        4       22        8
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       39,046
COMMITMENTS
   6,944    2,485    3,489   20,827   10,982   31,260   16,956    7,786   22,090

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      7,513)
     388      596    3,310    1,649     -385    5,347    3,521    2,166    3,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      6.4      8.9     53.3     28.1     80.1     43.4     19.9     56.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        5        9       13       10       28       23
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       41,698
COMMITMENTS
   1,498    3,087       80   21,311   29,347   22,889   32,514   18,809    9,184

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      2,210)
       0      181       80    1,763      801    1,843    1,062      367    1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      7.4      0.2     51.1     70.4     54.9     78.0     45.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4       11        1       20       23       25       34
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       39,488
COMMITMENTS
   1,498    2,906        0   19,548   28,546   21,046   31,452   18,442    8,036

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      2,039)
    -212     -164      -45      929    3,391      672    3,182    1,367   -1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      7.4      0.0     49.5     72.3     53.3     79.6     46.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       10        0       16       24       20       34
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      131,258
COMMITMENTS
  41,380   26,735   18,180   36,141   73,091   95,701  118,006   35,557   13,252

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      4,155)
   2,608    2,153    1,022    1,064      801    4,693    3,976     -539      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     20.4     13.9     27.5     55.7     72.9     89.9     27.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      94       51       45       27       32      140      110
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      127,103
COMMITMENTS
  38,772   24,582   17,158   35,078   72,290   91,008  114,030   36,096   13,073

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -6,157)
  -4,411   -7,654      851   -1,426    2,112   -4,987   -4,691   -1,170   -1,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     19.3     13.5     27.6     56.9     71.6     89.7     28.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      89       46       47       28       31      136      106
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      102,167
COMMITMENTS
  33,624   27,007   12,487   41,596   49,262   87,707   88,756   14,460   13,411

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     -6,747)
  -5,093   -1,403   -1,697      840   -3,350   -5,950   -6,450     -797     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9     26.4     12.2     40.7     48.2     85.8     86.9     14.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      69       58       39       43       37      134      115
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      108,914
COMMITMENTS
  38,717   28,410   14,184   40,756   52,612   93,657   95,206   15,257   13,708

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      1,033)
   1,640    1,307     -572     -282      480      787    1,216      246     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     26.1     13.0     37.4     48.3     86.0     87.4     14.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      72       61       47       42       37      147      120
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      387,063
COMMITMENTS
 177,800   43,490   63,962   82,281  252,149  324,043  359,601   63,020   27,462

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     26,753)
  15,622    4,127    3,586    8,291   18,612   27,498   26,324     -745      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.9     11.2     16.5     21.3     65.1     83.7     92.9     16.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
     161       65       69       41       52      237      154
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      360,310
COMMITMENTS
 162,177   39,363   60,377   73,990  233,537  296,545  333,276   63,765   27,034

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     14,342)
     690   -1,847    6,467      157    7,588    7,314   12,208    7,028    2,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0     10.9     16.8     20.5     64.8     82.3     92.5     17.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
     144       58       62       39       48      215      140
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,299
COMMITMENTS
   4,739    2,276      484    2,572    5,999    7,795    8,759    1,504      540

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:        -17)
      41       15      -57      -35      -60      -51     -102       34       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.0     24.5      5.2     27.7     64.5     83.8     94.2     16.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        4       11        6        6       34       19
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,316
COMMITMENTS
   4,698    2,261      541    2,607    6,059    7,846    8,861    1,470      455

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:         26)
       3      -29       21      -36       35      -12       27       38       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.4     24.3      5.8     28.0     65.0     84.2     95.1     15.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        3       11        6        6       34       19
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      105,627
COMMITMENTS
  27,845   10,234    8,710   49,746   67,548   86,300   86,492   19,327   19,135

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      4,916)
   5,564      904    1,197   -2,705    3,217    4,056    5,318      860     -402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      9.7      8.2     47.1     63.9     81.7     81.9     18.3     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      50       24       33       52       57      115      103
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      100,711
COMMITMENTS
  22,281    9,330    7,512   52,450   64,331   82,244   81,174   18,467   19,538

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -1,338)
  -3,865    2,592      261      591   -5,528   -3,013   -2,674    1,674    1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      9.3      7.5     52.1     63.9     81.7     80.6     18.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      41       18       25       47       54       95       91
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       32,927
COMMITMENTS
   3,404    4,369    1,261   16,915   17,580   21,579   23,210   11,348    9,717

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      3,794)
   1,574   -1,278      101      -86    3,121    1,590    1,945    2,205    1,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     13.3      3.8     51.4     53.4     65.5     70.5     34.5     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       10        6       23       16       35       30
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       29,133
COMMITMENTS
   1,830    5,646    1,159   17,000   14,459   19,990   21,265    9,143    7,868

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -2,736)
     145      428      188   -3,121   -3,072   -2,789   -2,457       53     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     19.4      4.0     58.4     49.6     68.6     73.0     31.4     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       11        6       26       18       35       33
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      149,581
COMMITMENTS
  19,426   24,030   37,424   77,182   74,939  134,032  136,392   15,548   13,188

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     -2,562)
    -108  -10,766    1,814   -2,533    6,726     -828   -2,226   -1,735     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     16.1     25.0     51.6     50.1     89.6     91.2     10.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      81       54       57       68       64      171      154
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      152,143
COMMITMENTS
  19,534   34,795   35,610   79,716   68,213  134,860  138,618   17,283   13,525

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      7,428)
     571   -1,626    3,677    2,045    4,795    6,293    6,845    1,135      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     22.9     23.4     52.4     44.8     88.6     91.1     11.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      83       65       59       71       62      176      166
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       40,243
COMMITMENTS
   7,415    6,457    9,515   17,687   21,259   34,618   37,231    5,625    3,012

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      3,312)
     378       31    1,188    1,249    1,945    2,816    3,164      496      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     16.0     23.6     44.0     52.8     86.0     92.5     14.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      37       33       21       29       21       76       67
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       36,931
COMMITMENTS
   7,037    6,427    8,327   16,438   19,314   31,802   34,067    5,129    2,864

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -1,150)
     -61      420       -1   -1,157   -1,807   -1,219   -1,388       69      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     17.4     22.5     44.5     52.3     86.1     92.2     13.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      32       37       22       30       21       77       67
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      127,338
COMMITMENTS
  22,361   16,552   11,156   86,183   94,814  119,700  122,522    7,638    4,816

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     -2,826)
   3,726   -3,797      162   -4,871    2,760     -983     -876   -1,842   -1,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     13.0      8.8     67.7     74.5     94.0     96.2      6.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      50       42       32       51       36      120       94
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      130,164
COMMITMENTS
  18,634   20,349   10,995   91,054   92,054  120,683  123,398    9,481    6,766

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:    -16,286)
  -5,163  -19,009   -1,473   -8,771    5,721  -15,407  -14,762     -879   -1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     15.6      8.4     70.0     70.7     92.7     94.8      7.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      44       45       29       52       37      115       94
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      580,614
COMMITMENTS
 193,984   18,083   80,002  214,368  431,796  488,353  529,881   92,261   50,733

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:    -49,013)
   1,491    1,565  -35,219   -5,845    1,676  -39,573  -31,978   -9,439  -17,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      3.1     13.8     36.9     74.4     84.1     91.3     15.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      74       30       47       61       56      158      112
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      629,627
COMMITMENTS
 192,492   16,518  115,222  220,213  430,120  527,927  561,859  101,700   67,767

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     12,598)
   8,222   -2,777    4,617   -4,200    1,539    8,639    3,379    3,959    9,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      2.6     18.3     35.0     68.3     83.8     89.2     16.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      83       31       57       63       55      173      120
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      115,990
COMMITMENTS
  17,837   19,815   33,124   55,146   55,094  106,107  108,033    9,882    7,957

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:       -622)
  -2,352    1,500      718    1,886   -3,017      252     -799     -874      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     17.1     28.6     47.5     47.5     91.5     93.1      8.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
     105       87       96       98       85      253      226
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      116,611
COMMITMENTS
  20,189   18,315   32,406   53,260   58,111  105,855  108,831   10,756    7,780

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      3,445)
   1,232     -256    1,957     -571    2,185    2,618    3,886      827     -441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     15.7     27.8     45.7     49.8     90.8     93.3      9.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     117       83      101       98       94      257      241
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       18,648
COMMITMENTS
   4,367    4,155    2,317   10,142    8,798   16,826   15,270    1,822    3,378

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     -3,399)
  -1,447   -7,046   -1,111   -1,346    4,543   -3,904   -3,614      506      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     22.3     12.4     54.4     47.2     90.2     81.9      9.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       18       10        8        8       25       32
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       22,046
COMMITMENTS
   5,814   11,201    3,427   11,489    4,255   20,730   18,883    1,316    3,163

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      3,417)
    -473    8,873      163    4,683   -6,164    4,374    2,872     -956      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     50.8     15.5     52.1     19.3     94.0     85.7      6.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14       18       13        9        8       27       36
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                 Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       20,549
COMMITMENTS
   8,134      419        0    8,399   16,092   16,533   16,511    4,016    4,038

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6      2.0      0.0     40.9     78.3     80.5     80.3     19.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        0        6       13       11       14
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      222,727
COMMITMENTS
  21,953   17,864   56,892  100,790  117,557  179,636  192,313   43,091   30,413

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:    -14,668)
  -7,607    1,295   -3,913      455  -10,907  -11,066  -13,524   -3,602   -1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      8.0     25.5     45.3     52.8     80.7     86.3     19.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      37       29       43       56       59      117      108
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      237,394
COMMITMENTS
  29,560   16,569   60,805  100,336  128,464  190,701  205,838   46,693   31,557

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -1,869)
  -1,410   -3,524    2,986     -525    2,218    1,050    1,680   -2,919   -3,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      7.0     25.6     42.3     54.1     80.3     86.7     19.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      43       20       41       58       59      120      103
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      955,609
COMMITMENTS
  57,441   86,190  415,819  399,453  418,983  872,712  920,991   82,896   34,617

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     15,780)
     902    4,953    5,803    5,283    9,782   11,988   20,538    3,792   -4,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      9.0     43.5     41.8     43.8     91.3     96.4      8.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      59       53       84       97       89      205      181
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      939,828
COMMITMENTS
  56,539   81,237  410,016  394,170  409,201  860,725  900,454   79,104   39,375

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     25,588)
    -173   -2,331   15,866    8,237    9,825   23,931   23,360    1,657    2,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      8.6     43.6     41.9     43.5     91.6     95.8      8.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      61       52       86       96       89      204      183
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,085
COMMITMENTS
       0    2,655    5,525   30,602   25,876   36,127   34,056    4,958    7,029

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:        164)
       0     -939      596     -434      147      162     -196        2      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5     13.4     74.5     63.0     87.9     82.9     12.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       16       14       18       17
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,921
COMMITMENTS
       0    3,594    4,929   31,036   25,729   35,965   34,252    4,956    6,669

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:       -815)
  -2,688     -205    2,380   -2,016   -3,018   -2,324     -843    1,509       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.8     12.0     75.8     62.9     87.9     83.7     12.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       16       14       18       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,000
COMMITMENTS
   9,796    4,130    1,931   86,758   97,461   98,485  103,522    9,515    4,478

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      2,006)
     321   -1,170   -2,465    3,995    5,757    1,851    2,122      155     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      3.8      1.8     80.3     90.2     91.2     95.9      8.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        5       26       30       32       35
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      105,994
COMMITMENTS
   9,475    5,300    4,396   82,763   91,704   96,634  101,400    9,360    4,594

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -6,430)
    -656      -60     -916   -2,082   -5,030   -3,654   -6,006   -2,776     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      5.0      4.1     78.1     86.5     91.2     95.7      8.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        4       25       29       30       34
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,284
COMMITMENTS
   5,700    8,832    1,364   49,018   41,302   56,082   51,498    3,202    7,786

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:        -54)
     780   -1,989     -151      192    1,410      821     -730     -875      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     14.9      2.3     82.7     69.7     94.6     86.9      5.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       20       17       23       20
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,338
COMMITMENTS
   4,920   10,821    1,515   48,826   39,892   55,261   52,228    4,077    7,110

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:    -16,711)
 -12,572   -3,746   -1,169   -2,792  -11,624  -16,533  -16,539     -178     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     18.2      2.6     82.3     67.2     93.1     88.0      6.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        2       20       17       23       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,677
COMMITMENTS
     188   19,517    1,700   58,035   39,969   59,923   61,186    3,754    2,491

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     -1,331)
       0   -5,618      276     -608    4,011     -332   -1,331     -999        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     30.6      2.7     91.1     62.8     94.1     96.1      5.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        3       21       20       24       24
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,008
COMMITMENTS
     188   25,135    1,424   58,643   35,958   60,255   62,517    4,753    2,491

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -3,768)
     188    4,993   -2,016   -3,256   -6,902   -5,084   -3,925    1,316      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     38.7      2.2     90.2     55.3     92.7     96.2      7.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        4       21       20       25       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,656
COMMITMENTS
  19,001   14,194    2,004   36,126   39,574   57,131   55,772    5,525    6,884

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      6,546)
   4,906    1,172      888      759    2,627    6,553    4,687       -7    1,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     22.7      3.2     57.7     63.2     91.2     89.0      8.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        5        4       19       19       23       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,110
COMMITMENTS
  14,095   13,022    1,116   35,367   36,947   50,578   51,085    5,532    5,025

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -8,034)
     -28   -1,219   -1,646   -5,739   -4,084   -7,413   -6,949     -621   -1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     23.2      2.0     63.0     65.8     90.1     91.0      9.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        4        3       20       21       23       27
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,000
COMMITMENTS
     211        0    2,597   57,436   52,375   60,244   54,972      756    6,028

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:        400)
    -192        0      608     -237      176      179      784      221     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      4.3     94.2     85.9     98.8     90.1      1.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       20       21       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,600
COMMITMENTS
     403        0    1,989   57,673   52,199   60,065   54,188      535    6,412

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -2,443)
     403   -2,219       43   -2,678   -1,367   -2,232   -3,543     -211    1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      3.3     95.2     86.1     99.1     89.4      0.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       19       20       20       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,975
COMMITMENTS
       0   11,953      772   59,754   47,536   60,526   60,261    4,449    4,714

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:       -525)
       0   -4,670      710    1,776    3,734    2,486     -226   -3,011     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.4      1.2     92.0     73.2     93.2     92.7      6.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       23       22       25       24
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,500
COMMITMENTS
       0   16,623       62   57,978   43,802   58,040   60,487    7,460    5,013

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -3,162)
       0    1,166     -460   -2,656   -3,818   -3,116   -3,112      -46      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     25.4      0.1     88.5     66.9     88.6     92.3     11.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       22       20       23       22
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,232
COMMITMENTS
  18,444        0    2,376   40,641   57,715   61,461   60,091    4,771    6,141

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     -1,148)
  -3,820     -565     -544    2,671      -74   -1,693   -1,183      545       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      0.0      3.6     61.4     87.1     92.8     90.7      7.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       18       22       20       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,380
COMMITMENTS
  22,264      565    2,920   37,970   57,789   63,154   61,274    4,226    6,106

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -8,444)
  -3,267     -270   -1,213   -4,408   -7,561   -8,888   -9,044      444      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0      0.8      4.3     56.4     85.8     93.7     90.9      6.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        3       18       21       21       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,057
COMMITMENTS
   1,022        0    4,682   33,751   30,308   39,455   34,990    4,602    9,067

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      6,130)
    -370     -648    1,520    4,281    6,238    5,431    7,110      699     -980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0     10.6     76.6     68.8     89.6     79.4     10.4     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        2       17       16       20       18
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,927
COMMITMENTS
   1,392      648    3,162   29,470   24,070   34,024   27,880    3,903   10,047

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -4,426)
     325   -2,935      382   -6,887   -1,827   -6,180   -4,380    1,754      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.7      8.3     77.7     63.5     89.7     73.5     10.3     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       17       15       21       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,265,203
COMMITMENTS
 326,522   54,937  244,076  674,743  955,079  1245341  1254092   19,862   11,111

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     34,749)
   4,119     -570    5,497   24,047   28,427   33,663   33,354    1,086    1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      4.3     19.3     53.3     75.5     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      26       12       35       81       79      118      116
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,230,454
COMMITMENTS
 322,403   55,507  238,579  650,696  926,652  1211678  1220738   18,776    9,716

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     19,523)
   5,129    1,604    5,531   11,169   15,221   21,829   22,356   -2,306   -2,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      4.5     19.4     52.9     75.3     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      28       10       35       81       79      117      116
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      218,300
COMMITMENTS
  50,977   46,092   57,831  107,121  111,211  215,929  215,134    2,371    3,166

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:     13,468)
     750    4,479    5,903    6,817    3,939   13,470   14,321       -2     -853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     21.1     26.5     49.1     50.9     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13        7       18       29       30       48       49
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      204,832
COMMITMENTS
  50,227   41,613   51,928  100,304  107,272  202,459  200,813    2,373    4,019

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     13,171)
   8,456    2,408     -633    5,365   10,926   13,188   12,701      -17      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     20.3     25.4     49.0     52.4     98.8     98.0      1.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12        7       17       29       30       47       48
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       88,694
COMMITMENTS
  23,595    7,563   20,072   44,879   60,959   88,546   88,594      148      100

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:      1,013)
   1,707    1,440   -1,126      802    1,119    1,383    1,433     -370     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      8.5     22.6     50.6     68.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        8        9       37       39       46       50
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       87,681
COMMITMENTS
  21,888    6,123   21,198   44,077   59,840   87,163   87,161      518      520

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -5,596)
  -3,098      416   -1,537   -1,175   -4,578   -5,809   -5,699      213      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      7.0     24.2     50.3     68.2     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        7        9       37       37       46       48
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,241
COMMITMENTS
   2,322    5,211    2,422   19,210   16,971   23,954   24,604    1,287      637

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:        176)
     208      143     -225      841      522      824      440     -648     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     20.6      9.6     76.1     67.2     94.9     97.5      5.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        4        5       20       23       26       28
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,065
COMMITMENTS
   2,114    5,068    2,647   18,369   16,449   23,130   24,164    1,935      901

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -1,988)
     -44      322     -571     -909   -1,483   -1,524   -1,732     -464     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     20.2     10.6     73.3     65.6     92.3     96.4      7.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        4       19       23       24       28
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,957
COMMITMENTS
     260    3,513    1,791    6,550    4,145    8,601    9,449    1,356      508

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:       -302)
       0     -466      -42     -218      248     -260     -260      -42      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     35.3     18.0     65.8     41.6     86.4     94.9     13.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       18       11       22       15
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,259
COMMITMENTS
     260    3,979    1,833    6,768    3,897    8,861    9,709    1,398      550

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -1,935)
    -322     -257     -295   -1,444     -917   -2,061   -1,469      126     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     38.8     17.9     66.0     38.0     86.4     94.6     13.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       18       11       22       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,048
COMMITMENTS
   3,300    3,180    2,180   11,048   11,480   16,528   16,840      520      208

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:        948)
     100      -40     -220      880    1,228      760      968      188      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     18.7     12.8     64.8     67.3     96.9     98.8      3.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        6       19       19       25       25
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,100
COMMITMENTS
   3,200    3,220    2,400   10,168   10,252   15,768   15,872      332      228

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:       -762)
    -160      146     -600     -174     -306     -934     -760      172       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     20.0     14.9     63.2     63.7     97.9     98.6      2.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        6       16       16       22       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,766
COMMITMENTS
  11,850      240    1,540    9,798   21,734   23,188   23,514      578      252

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:       -320)
       0        0       60      -92     -120      -32      -60     -288     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.9      1.0      6.5     41.2     91.4     97.6     98.9      2.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        5       19       20       25       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,086
COMMITMENTS
  11,850      240    1,480    9,890   21,854   23,220   23,574      866      512

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:       -990)
     470      -40     -470   -1,070     -360   -1,070     -870       80     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2      1.0      6.1     41.1     90.7     96.4     97.9      3.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        5       19       20       25       25
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,515,053
COMMITMENTS
 122,746   81,576  454,069  848,029  889,734  1424844  1425379   90,209   89,674

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:    -10,507)
 -22,232    3,529  -12,878   19,179    3,651  -15,931   -5,699    5,424   -4,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      5.4     30.0     56.0     58.7     94.0     94.1      6.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      91       97      120       80       91      233      257
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,525,560
COMMITMENTS
 144,978   78,048  466,947  828,851  886,083  1440776  1431078   84,785   94,482

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:      2,967)
  -6,349   -8,701    5,236    2,420   10,330    1,306    6,865    1,660   -3,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      5.1     30.6     54.3     58.1     94.4     93.8      5.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      92      110      126       81       91      246      260
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,287
COMMITMENTS
   8,601    6,965      130    2,082    5,340   10,813   12,435    2,474      852

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:        -28)
     209      267     -106     -209     -275     -106     -114       78       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.7     52.4      1.0     15.7     40.2     81.4     93.6     18.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      56       16        2       13       25       71       41
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,315
COMMITMENTS
   8,392    6,698      236    2,291    5,615   10,919   12,549    2,396      766

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:     -1,484)
      32      817     -420     -929   -1,700   -1,317   -1,303     -167     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.0     50.3      1.8     17.2     42.2     82.0     94.2     18.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      53       16        2       15       24       70       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,969
COMMITMENTS
   8,383      906      235      950    9,704    9,568   10,845    2,402    1,125

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:        641)
     601       95      -18      -55      458      528      535      113      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.0      7.6      2.0      7.9     81.1     79.9     90.6     20.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      25       10        3        7       22       35       32
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,329
COMMITMENTS
   7,782      812      253    1,005    9,246    9,040   10,310    2,289    1,018

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:        486)
     347      106      186     -100       61      433      352       53      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.7      7.2      2.2      8.9     81.6     79.8     91.0     20.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      24        9        3        8       23       35       32
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      171,365
COMMITMENTS
  31,317    5,484   32,113   89,432  121,815  152,862  159,412   18,504   11,954

CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST:       -576)
  -3,485     -596    4,303      221   -3,058    1,040      650   -1,616   -1,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      3.2     18.7     52.2     71.1     89.2     93.0     10.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      49       22       41       59       69      128      113
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      171,942
COMMITMENTS
  34,801    6,080   27,809   89,212  124,873  151,822  158,762   20,119   13,180

CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST:    -12,377)
  -4,639   -1,690      524   -8,000   -9,380  -12,115  -10,546     -262   -1,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      3.5     16.2     51.9     72.6     88.3     92.3     11.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      52       20       38       57       75      126      116
 

Updated September 23, 2005