"WHEAT - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,001602 ,CBT ,00 ,001 , 342429, 49571, 103232, 50121, 207010, 142856, 306702, 296209, 35727, 46220, 286581, 51409, 98509, 33069, 169478, 122305, 253957, 253883, 32625, 32698, 55848, 11342, 17903, 3872, 37532, 20551, 52745, 42326, 3102, 13522, 8902, 195, 7059, -4939, 9679, 4189, 4935, 6308, 3967, 2594, 100.0, 14.5, 30.1, 14.6, 60.5, 41.7, 89.6, 86.5, 10.4, 13.5, 100.0, 17.9, 34.4, 11.5, 59.1, 42.7, 88.6, 88.6, 11.4, 11.4, 100.0, 20.3, 32.1, 6.9, 67.2, 36.8, 94.4, 75.8, 5.6, 24.2, 313, 80, 139, 97, 65, 71, 205, 255, 297, 79, 132, 85, 63, 62, 196, 230, 142, 37, 42, 33, 17, 60, 67, 122, 26.6, 25.4, 41.2, 32.1, 26.6, 18.7, 40.0, 24.4, 30.4, 29.0, 44.1, 36.7, 30.4, 26.7, 43.6, 32.9, 63.6, 20.5, 75.3, 28.9, 57.9, 17.5, 68.9, 24.8,"(CONTRACTS OF 5,000 BUSHELS)" ,"001602" ,"CBT" ,"001" "WHEAT - KANSAS CITY BOARD OF TRADE" ,051115 ,2005-11-15,001612 ,KCBT ,00 ,001 , 138265, 46201, 3749, 22171, 54811, 89029, 123182, 114949, 15083, 23316, 103536, 38327, 4605, 13949, 40223, 67769, 92499, 86323, 11037, 17213, 34729, 13448, 4718, 2647, 14588, 21261, 30683, 28626, 4046, 6102, -7262, -2043, -866, 783, -4267, -3671, -5527, -3754, -1735, -3508, 100.0, 33.4, 2.7, 16.0, 39.6, 64.4, 89.1, 83.1, 10.9, 16.9, 100.0, 37.0, 4.4, 13.5, 38.8, 65.5, 89.3, 83.4, 10.7, 16.6, 100.0, 38.7, 13.6, 7.6, 42.0, 61.2, 88.4, 82.4, 11.6, 17.6, 171, 64, 20, 40, 63, 63, 141, 113, 159, 57, 21, 31, 54, 62, 123, 104, 99, 26, 18, 19, 25, 38, 60, 68, 24.5, 33.8, 36.0, 46.1, 15.5, 27.0, 24.3, 32.0, 29.6, 36.9, 40.6, 45.8, 24.4, 33.8, 33.9, 39.1, 38.3, 52.5, 51.3, 60.7, 38.0, 51.0, 49.6, 58.5,"(CONTRACTS OF 5,000 BUSHELS)" ,"001612" ,"KCBT" ,"001" "WHEAT - MINNEAPOLIS GRAIN EXCHANGE" ,051115 ,2005-11-15,001626 ,MGE ,00 ,001 , 39451, 9636, 150, 2437, 17725, 28269, 29798, 30856, 9653, 8595, 36662, 10702, 81, 1263, 16142, 27673, 28106, 29017, 8556, 7645, 2789, 79, 1214, 29, 1583, 596, 1692, 1839, 1097, 950, 1507, 765, 79, 529, 277, 628, 1571, 1236, -64, 271, 100.0, 24.4, 0.4, 6.2, 44.9, 71.7, 75.5, 78.2, 24.5, 21.8, 100.0, 29.2, 0.2, 3.4, 44.0, 75.5, 76.7, 79.1, 23.3, 20.9, 100.0, 2.8, 43.5, 1.1, 56.8, 21.4, 60.7, 65.9, 39.3, 34.1, 53, 22, 2, 11, 23, 21, 48, 32, 53, 24, 1, 7, 22, 21, 47, 28, 25, 2, 7, 4, 9, 8, 13, 17, 29.3, 47.0, 42.0, 60.2, 15.4, 33.4, 26.6, 39.6, 29.5, 50.1, 42.5, 63.4, 15.2, 35.3, 27.0, 42.9, 41.8, 40.0, 55.8, 57.8, 34.8, 39.5, 48.4, 53.3,"(CONTRACTS OF 5,000 BUSHELS)" ,"001626" ,"MGE" ,"001" "CORN - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,002602 ,CBT ,00 ,002 , 1055722, 152054, 175121, 187251, 532228, 473927, 871533, 836299, 184188, 219423, 966466, 149026, 177368, 160846, 486914, 432627, 796786, 770841, 169680, 195626, 89255, 18363, 13088, 11070, 45314, 41300, 74747, 65458, 14508, 23797, -20014, 1647, 1319, -18251, -3169, 6144, -19773, -10788, -241, -9226, 100.0, 14.4, 16.6, 17.7, 50.4, 44.9, 82.6, 79.2, 17.4, 20.8, 100.0, 15.4, 18.4, 16.6, 50.4, 44.8, 82.4, 79.8, 17.6, 20.2, 100.0, 20.6, 14.7, 12.4, 50.8, 46.3, 83.7, 73.3, 16.3, 26.7, 603, 159, 153, 179, 231, 220, 488, 471, 597, 157, 154, 172, 228, 213, 478, 460, 257, 56, 41, 33, 51, 132, 118, 195, 17.8, 17.3, 26.2, 22.6, 14.0, 13.2, 22.3, 17.2, 19.4, 17.2, 27.5, 22.8, 15.3, 12.7, 23.2, 17.0, 34.7, 26.5, 43.6, 34.6, 34.3, 25.9, 42.1, 32.6,"(CONTRACTS OF 5,000 BUSHELS)" ,"002602" ,"CBT" ,"002" "OATS - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,004603 ,CBT ,00 ,004 , 8442, 3572, 223, 548, 1986, 6148, 6106, 6919, 2335, 1523, 8420, 3572, 224, 545, 1983, 6141, 6100, 6910, 2319, 1510, 22, 1, 0, 2, 3, 7, 6, 9, 16, 13, 172, -18, 20, -2, 256, -29, 237, -10, -65, 182, 100.0, 42.3, 2.6, 6.5, 23.5, 72.8, 72.3, 82.0, 27.7, 18.0, 100.0, 42.4, 2.7, 6.5, 23.6, 72.9, 72.5, 82.1, 27.5, 17.9, 100.0, 4.5, 0.0, 9.1, 13.6, 31.8, 27.3, 40.9, 72.7, 59.1, 37, 14, 6, 5, 14, 13, 31, 21, 37, 14, 6, 5, 14, 13, 31, 21, 4, 1, 0, 1, 2, 2, 3, 3, 30.8, 49.4, 44.5, 65.5, 26.2, 39.6, 38.0, 52.1, 30.8, 49.4, 44.6, 65.6, 26.3, 39.6, 38.1, 52.2, 27.3, 40.9, 27.3, 40.9, 13.6, 27.3, 13.6, 27.3,"(CONTRACTS OF 5,000 BUSHELS)" ,"004603" ,"CBT" ,"004" "SOYBEANS - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,005602 ,CBT ,00 ,005 , 330969, 49968, 43340, 59545, 161662, 144257, 271175, 247142, 59794, 83827, 313083, 50632, 46123, 51738, 153137, 137666, 255507, 235526, 57575, 77556, 17886, 6423, 4305, 719, 8525, 6591, 15668, 11615, 2219, 6271, 3096, 2446, 1763, 1663, -4783, -1480, -674, 1946, 3770, 1150, 100.0, 15.1, 13.1, 18.0, 48.8, 43.6, 81.9, 74.7, 18.1, 25.3, 100.0, 16.2, 14.7, 16.5, 48.9, 44.0, 81.6, 75.2, 18.4, 24.8, 100.0, 35.9, 24.1, 4.0, 47.7, 36.8, 87.6, 64.9, 12.4, 35.1, 328, 83, 111, 107, 103, 103, 262, 254, 328, 90, 108, 99, 103, 100, 259, 246, 103, 17, 25, 8, 24, 44, 46, 72, 18.2, 21.3, 29.2, 28.0, 16.3, 14.2, 24.5, 19.1, 19.2, 22.0, 30.1, 29.0, 18.1, 15.2, 26.2, 20.2, 45.8, 28.3, 63.7, 38.2, 42.7, 27.6, 60.4, 37.0,"(CONTRACTS OF 5,000 BUSHELS)" ,"005602" ,"CBT" ,"005" "SOYBEAN OIL - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,007601 ,CBT ,00 ,007 , 204662, 25803, 23825, 46038, 109179, 112494, 181019, 182357, 23643, 22305, 194075, 28817, 25121, 40185, 102579, 107393, 171581, 172699, 22494, 21376, 10587, 2051, 3770, 787, 6600, 5101, 9438, 9658, 1149, 929, 2827, -2350, 7323, -696, 6746, -6351, 3700, 275, -873, 2552, 100.0, 12.6, 11.6, 22.5, 53.3, 55.0, 88.4, 89.1, 11.6, 10.9, 100.0, 14.8, 12.9, 20.7, 52.9, 55.3, 88.4, 89.0, 11.6, 11.0, 100.0, 19.4, 35.6, 7.4, 62.3, 48.2, 89.1, 91.2, 10.9, 8.8, 158, 37, 46, 44, 56, 52, 121, 125, 158, 43, 46, 39, 55, 51, 118, 121, 46, 7, 15, 4, 15, 15, 25, 31, 19.9, 29.8, 31.6, 41.5, 17.5, 25.0, 25.7, 29.7, 19.6, 30.2, 31.2, 41.5, 18.5, 25.3, 26.8, 30.2, 68.4, 36.2, 80.0, 57.4, 68.4, 34.0, 75.8, 54.1,"(CONTRACTS OF 60,000 POUNDS)" ,"007601" ,"CBT" ,"007" "U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,020601 ,CBT ,00 ,020 , 859190, 86976, 86431, 144970, 478074, 428642, 710021, 660044, 149169, 199146, 859190, 86976, 86431, 144970, 478074, 428642, 710021, 660044, 149169, 199146, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 41232, 2413, -8714, 7575, 25827, 36990, 35815, 35851, 5417, 5382, 100.0, 10.1, 10.1, 16.9, 55.6, 49.9, 82.6, 76.8, 17.4, 23.2, 100.0, 10.1, 10.1, 16.9, 55.6, 49.9, 82.6, 76.8, 17.4, 23.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 176, 34, 33, 48, 82, 86, 138, 145, 176, 34, 33, 48, 82, 86, 138, 145, 0, 0, 0, 0, 0, 0, 0, 0, 20.5, 13.4, 29.7, 21.8, 16.2, 9.4, 22.3, 15.8, 20.5, 13.4, 29.7, 21.8, 16.2, 9.4, 22.3, 15.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000 FACE VALUE)" ,"020601" ,"CBT" ,"020" "NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,022651 ,NYME ,01 ,022 , 230190, 15288, 26486, 52275, 124396, 118686, 191959, 197447, 38231, 32743, 230190, 15288, 26486, 52275, 124396, 118686, 191959, 197447, 38231, 32743, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 11179, 1263, 1430, 1561, 8567, 6001, 11391, 8992, -212, 2187, 100.0, 6.6, 11.5, 22.7, 54.0, 51.6, 83.4, 85.8, 16.6, 14.2, 100.0, 6.6, 11.5, 22.7, 54.0, 51.6, 83.4, 85.8, 16.6, 14.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 146, 28, 35, 43, 76, 74, 127, 132, 146, 28, 35, 43, 76, 74, 127, 132, 0, 0, 0, 0, 0, 0, 0, 0, 17.4, 17.1, 28.7, 26.9, 11.9, 9.5, 17.5, 15.5, 17.4, 17.1, 28.7, 26.9, 11.9, 9.5, 17.5, 15.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 U.S. GALLONS)" ,"022651" ,"NYME" ,"022" "NATURAL GAS - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,023651 ,NYME ,01 ,023 , 913411, 35039, 86626, 398488, 399684, 388517, 833210, 873631, 80201, 39780, 913411, 35039, 86626, 398488, 399684, 388517, 833210, 873631, 80201, 39780, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 25424, -2930, 2932, 9170, 17934, 10164, 24174, 22266, 1250, 3158, 100.0, 3.8, 9.5, 43.6, 43.8, 42.5, 91.2, 95.6, 8.8, 4.4, 100.0, 3.8, 9.5, 43.6, 43.8, 42.5, 91.2, 95.6, 8.8, 4.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 202, 47, 57, 81, 96, 87, 188, 181, 202, 47, 57, 81, 96, 87, 188, 181, 0, 0, 0, 0, 0, 0, 0, 0, 24.2, 26.9, 37.1, 41.1, 5.6, 8.2, 8.4, 11.7, 24.2, 26.9, 37.1, 41.1, 5.6, 8.2, 8.4, 11.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(10,000 MMBTU'S)" ,"023651" ,"NYME" ,"023" "MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,02365A ,NYME ,01 ,023 , 40853, 2937, 372, 432, 30863, 37177, 34232, 37981, 6621, 2872, 40853, 2937, 372, 432, 30863, 37177, 34232, 37981, 6621, 2872, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1744, 264, 0, -243, 690, 1939, 711, 1696, 1033, 48, 100.0, 7.2, 0.9, 1.1, 75.5, 91.0, 83.8, 93.0, 16.2, 7.0, 100.0, 7.2, 0.9, 1.1, 75.5, 91.0, 83.8, 93.0, 16.2, 7.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 1, 1, 1, 14, 15, 15, 17, 24, 1, 1, 1, 14, 15, 15, 17, 0, 0, 0, 0, 0, 0, 0, 0, 53.7, 65.1, 73.8, 79.7, 49.8, 64.6, 68.6, 78.6, 53.7, 65.1, 73.8, 79.7, 49.8, 64.6, 68.6, 78.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365A" ,"NYME" ,"023" "PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,02365B ,NYME ,01 ,023 , 38960, 0, 7031, 1018, 32114, 24946, 33132, 32995, 5828, 5965, 38960, 0, 7031, 1018, 32114, 24946, 33132, 32995, 5828, 5965, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1112, 0, -882, -123, 1354, 3249, 1231, 2244, -119, -1132, 100.0, 0.0, 18.0, 2.6, 82.4, 64.0, 85.0, 84.7, 15.0, 15.3, 100.0, 0.0, 18.0, 2.6, 82.4, 64.0, 85.0, 84.7, 15.0, 15.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 0, 2, 2, 17, 16, 19, 18, 24, 0, 2, 2, 17, 16, 19, 18, 0, 0, 0, 0, 0, 0, 0, 0, 41.3, 40.9, 66.0, 60.5, 39.3, 38.5, 59.9, 56.9, 41.3, 40.9, 66.0, 60.5, 39.3, 38.5, 59.9, 56.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365B" ,"NYME" ,"023" "M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,02365C ,NYME ,01 ,023 , 106842, 14568, 2474, 3916, 81913, 91788, 100397, 98178, 6445, 8664, 106842, 14568, 2474, 3916, 81913, 91788, 100397, 98178, 6445, 8664, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 362, -790, 611, -46, 1251, 901, 415, 1466, -53, -1104, 100.0, 13.6, 2.3, 3.7, 76.7, 85.9, 94.0, 91.9, 6.0, 8.1, 100.0, 13.6, 2.3, 3.7, 76.7, 85.9, 94.0, 91.9, 6.0, 8.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 39, 4, 3, 5, 26, 28, 32, 34, 39, 4, 3, 5, 26, 28, 32, 34, 0, 0, 0, 0, 0, 0, 0, 0, 46.0, 44.5, 61.7, 61.9, 44.4, 40.8, 55.4, 56.2, 46.0, 44.5, 61.7, 61.9, 44.4, 40.8, 55.4, 56.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365C" ,"NYME" ,"023" "TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,02365D ,NYME ,01 ,023 , 55986, 2904, 5684, 0, 49266, 43365, 52170, 49049, 3816, 6937, 55986, 2904, 5684, 0, 49266, 43365, 52170, 49049, 3816, 6937, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2662, -1712, 0, 0, 5897, 2306, 4185, 2306, -1523, 356, 100.0, 5.2, 10.2, 0.0, 88.0, 77.5, 93.2, 87.6, 6.8, 12.4, 100.0, 5.2, 10.2, 0.0, 88.0, 77.5, 93.2, 87.6, 6.8, 12.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 1, 2, 0, 15, 15, 16, 17, 24, 1, 2, 0, 15, 15, 16, 17, 0, 0, 0, 0, 0, 0, 0, 0, 55.9, 45.4, 76.0, 67.4, 49.5, 43.4, 69.0, 63.7, 55.9, 45.4, 76.0, 67.4, 49.5, 43.4, 69.0, 63.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365D" ,"NYME" ,"023" "MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,02365E ,NYME ,01 ,023 , 70064, 0, 12769, 3583, 59866, 50496, 63449, 66848, 6615, 3216, 70064, 0, 12769, 3583, 59866, 50496, 63449, 66848, 6615, 3216, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3518, 0, -702, -274, 5892, 5011, 5618, 4035, -2100, -517, 100.0, 0.0, 18.2, 5.1, 85.4, 72.1, 90.6, 95.4, 9.4, 4.6, 100.0, 0.0, 18.2, 5.1, 85.4, 72.1, 90.6, 95.4, 9.4, 4.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 0, 3, 3, 17, 16, 20, 19, 23, 0, 3, 3, 17, 16, 20, 19, 0, 0, 0, 0, 0, 0, 0, 0, 42.6, 58.1, 68.0, 78.8, 36.5, 47.9, 54.4, 61.1, 42.6, 58.1, 68.0, 78.8, 36.5, 47.9, 54.4, 61.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365E" ,"NYME" ,"023" "PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,02365F ,NYME ,01 ,023 , 74657, 22533, 5390, 4072, 38650, 58604, 65255, 68066, 9402, 6591, 74657, 22533, 5390, 4072, 38650, 58604, 65255, 68066, 9402, 6591, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4589, 126, -661, -184, 3979, 4927, 3921, 4082, 668, 507, 100.0, 30.2, 7.2, 5.5, 51.8, 78.5, 87.4, 91.2, 12.6, 8.8, 100.0, 30.2, 7.2, 5.5, 51.8, 78.5, 87.4, 91.2, 12.6, 8.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 2, 2, 2, 19, 21, 22, 24, 26, 2, 2, 2, 19, 21, 22, 24, 0, 0, 0, 0, 0, 0, 0, 0, 57.8, 45.6, 73.4, 64.3, 47.9, 36.0, 55.6, 50.0, 57.8, 45.6, 73.4, 64.3, 47.9, 36.0, 55.6, 50.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365F" ,"NYME" ,"023" "NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,02365G ,NYME ,01 ,023 , 63916, 36, 0, 2382, 58545, 55824, 60963, 58206, 2953, 5710, 63916, 36, 0, 2382, 58545, 55824, 60963, 58206, 2953, 5710, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4201, 36, -2015, 739, 2024, 6322, 2799, 5046, 1402, -845, 100.0, 0.1, 0.0, 3.7, 91.6, 87.3, 95.4, 91.1, 4.6, 8.9, 100.0, 0.1, 0.0, 3.7, 91.6, 87.3, 95.4, 91.1, 4.6, 8.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 1, 0, 1, 17, 19, 18, 20, 26, 1, 0, 1, 17, 19, 18, 20, 0, 0, 0, 0, 0, 0, 0, 0, 61.6, 42.5, 78.1, 65.8, 60.8, 38.5, 68.9, 55.8, 61.6, 42.5, 78.1, 65.8, 60.8, 38.5, 68.9, 55.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365G" ,"NYME" ,"023" "SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,02365J ,NYME ,01 ,023 , 54745, 0, 9107, 1938, 46958, 37424, 48896, 48469, 5849, 6276, 54745, 0, 9107, 1938, 46958, 37424, 48896, 48469, 5849, 6276, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1133, -720, -1381, 621, -48, -465, -147, -1225, -986, 92, 100.0, 0.0, 16.6, 3.5, 85.8, 68.4, 89.3, 88.5, 10.7, 11.5, 100.0, 0.0, 16.6, 3.5, 85.8, 68.4, 89.3, 88.5, 10.7, 11.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 0, 2, 2, 22, 16, 24, 18, 26, 0, 2, 2, 22, 16, 24, 18, 0, 0, 0, 0, 0, 0, 0, 0, 36.0, 54.1, 57.9, 75.7, 26.7, 37.0, 39.8, 47.0, 36.0, 54.1, 57.9, 75.7, 26.7, 37.0, 39.8, 47.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365J" ,"NYME" ,"023" "VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,02365M ,NYME ,01 ,023 , 40750, 0, 222, 1880, 35128, 33983, 37008, 36085, 3742, 4665, 40750, 0, 222, 1880, 35128, 33983, 37008, 36085, 3742, 4665, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 421, 0, -62, -66, 459, 487, 393, 359, 28, 62, 100.0, 0.0, 0.5, 4.6, 86.2, 83.4, 90.8, 88.6, 9.2, 11.4, 100.0, 0.0, 0.5, 4.6, 86.2, 83.4, 90.8, 88.6, 9.2, 11.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 0, 1, 1, 14, 13, 15, 14, 20, 0, 1, 1, 14, 13, 15, 14, 0, 0, 0, 0, 0, 0, 0, 0, 54.8, 60.5, 74.7, 78.4, 54.8, 53.2, 69.5, 65.7, 54.8, 60.5, 74.7, 78.4, 54.8, 53.2, 69.5, 65.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365M" ,"NYME" ,"023" "DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,02365N ,NYME ,01 ,023 , 66477, 17731, 0, 2190, 40963, 58712, 60884, 60902, 5593, 5575, 66477, 17731, 0, 2190, 40963, 58712, 60884, 60902, 5593, 5575, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 9700, 3852, 0, 0, 7006, 10718, 10858, 10718, -1158, -1018, 100.0, 26.7, 0.0, 3.3, 61.6, 88.3, 91.6, 91.6, 8.4, 8.4, 100.0, 26.7, 0.0, 3.3, 61.6, 88.3, 91.6, 91.6, 8.4, 8.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 4, 0, 3, 16, 20, 20, 23, 26, 4, 0, 3, 16, 20, 20, 23, 0, 0, 0, 0, 0, 0, 0, 0, 61.4, 45.7, 81.7, 68.3, 39.7, 28.9, 45.8, 39.9, 61.4, 45.7, 81.7, 68.3, 39.7, 28.9, 45.8, 39.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365N" ,"NYME" ,"023" "WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,02365O ,NYME ,01 ,023 , 50547, 4535, 0, 3314, 36018, 35127, 43867, 38441, 6680, 12106, 50547, 4535, 0, 3314, 36018, 35127, 43867, 38441, 6680, 12106, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2541, -411, -751, -21, 3309, 3311, 2877, 2539, -336, 2, 100.0, 9.0, 0.0, 6.6, 71.3, 69.5, 86.8, 76.1, 13.2, 23.9, 100.0, 9.0, 0.0, 6.6, 71.3, 69.5, 86.8, 76.1, 13.2, 23.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 2, 0, 2, 18, 16, 20, 18, 24, 2, 0, 2, 18, 16, 20, 18, 0, 0, 0, 0, 0, 0, 0, 0, 45.8, 36.9, 67.3, 58.5, 43.1, 30.4, 58.5, 44.8, 45.8, 36.9, 67.3, 58.5, 43.1, 30.4, 58.5, 44.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365O" ,"NYME" ,"023" "SOYBEAN MEAL - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,026603 ,CBT ,00 ,026 , 152733, 20138, 19575, 26114, 77560, 81818, 123812, 127506, 28921, 25227, 145663, 20540, 20227, 23071, 73675, 77702, 117286, 121000, 28377, 24664, 7070, 999, 748, 1642, 3885, 4116, 6526, 6507, 544, 563, -1660, 3975, -1864, -801, -5696, 2894, -2521, 229, 861, -1889, 100.0, 13.2, 12.8, 17.1, 50.8, 53.6, 81.1, 83.5, 18.9, 16.5, 100.0, 14.1, 13.9, 15.8, 50.6, 53.3, 80.5, 83.1, 19.5, 16.9, 100.0, 14.1, 10.6, 23.2, 54.9, 58.2, 92.3, 92.0, 7.7, 8.0, 150, 37, 38, 37, 54, 55, 116, 115, 150, 38, 40, 37, 54, 55, 116, 115, 44, 11, 8, 11, 17, 17, 32, 33, 20.8, 27.8, 30.1, 36.6, 16.5, 22.5, 22.5, 29.0, 21.1, 28.0, 29.5, 37.0, 16.9, 23.3, 23.4, 30.2, 44.0, 34.9, 63.9, 56.8, 31.1, 27.3, 44.1, 39.0,"(CONTRACTS OF 100 TONS)" ,"026603" ,"CBT" ,"026" "COTTON NO. 2 - NEW YORK BOARD OF TRADE" ,051115 ,2005-11-15,033661 ,NYBT ,01 ,033 , 131710, 17905, 14661, 25394, 75270, 80856, 118569, 120911, 13141, 10799, 129765, 17897, 14711, 24980, 73914, 79389, 116791, 119080, 12974, 10685, 1945, 186, 127, 237, 1355, 1467, 1778, 1831, 167, 114, -38355, -4894, 3940, -21743, -9540, -18962, -36176, -36765, -2179, -1590, 100.0, 13.6, 11.1, 19.3, 57.1, 61.4, 90.0, 91.8, 10.0, 8.2, 100.0, 13.8, 11.3, 19.3, 57.0, 61.2, 90.0, 91.8, 10.0, 8.2, 100.0, 9.5, 6.5, 12.2, 69.7, 75.4, 91.4, 94.1, 8.6, 5.9, 209, 67, 53, 61, 70, 65, 169, 152, 209, 65, 56, 60, 70, 64, 168, 151, 42, 8, 11, 11, 8, 18, 20, 36, 22.6, 28.3, 35.0, 39.2, 21.9, 23.0, 30.6, 30.0, 22.9, 28.0, 35.4, 39.0, 22.2, 23.3, 31.0, 30.4, 63.1, 60.4, 79.2, 72.8, 63.1, 56.6, 74.4, 67.9,"(CONTRACTS OF 50,000 POUNDS)" ,"033661" ,"NYBT" ,"033" "HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,03565B ,NYME ,01 ,023 , 1408277, 335523, 57084, 285008, 769676, 1054751, 1390207, 1396843, 18070, 11434, 1408277, 335523, 57084, 285008, 769676, 1054751, 1390207, 1396843, 18070, 11434, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 30268, -11382, -7141, 25289, 14389, 12429, 28296, 30577, 1972, -309, 100.0, 23.8, 4.1, 20.2, 54.7, 74.9, 98.7, 99.2, 1.3, 0.8, 100.0, 23.8, 4.1, 20.2, 54.7, 74.9, 98.7, 99.2, 1.3, 0.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 137, 30, 12, 35, 89, 79, 130, 116, 137, 30, 12, 35, 89, 79, 130, 116, 0, 0, 0, 0, 0, 0, 0, 0, 24.7, 24.4, 38.8, 42.4, 16.5, 18.5, 25.7, 31.4, 24.7, 24.4, 38.8, 42.4, 16.5, 18.5, 25.7, 31.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"03565B" ,"NYME" ,"023" "HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,03565C ,NYME ,01 ,023 , 308436, 72865, 97488, 75391, 157092, 134510, 305348, 307389, 3088, 1047, 308436, 72865, 97488, 75391, 157092, 134510, 305348, 307389, 3088, 1047, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 31692, 10398, -17, 11641, 10158, 19714, 32197, 31338, -505, 354, 100.0, 23.6, 31.6, 24.4, 50.9, 43.6, 99.0, 99.7, 1.0, 0.3, 100.0, 23.6, 31.6, 24.4, 50.9, 43.6, 99.0, 99.7, 1.0, 0.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 53, 15, 7, 18, 30, 28, 51, 47, 53, 15, 7, 18, 30, 28, 51, 47, 0, 0, 0, 0, 0, 0, 0, 0, 37.2, 53.0, 57.8, 71.2, 24.5, 41.3, 36.5, 46.8, 37.2, 53.0, 57.8, 71.2, 24.5, 41.3, 36.5, 46.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"03565C" ,"NYME" ,"023" "ROUGH RICE - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,039601 ,CBT ,00 ,039 , 8000, 2917, 255, 1097, 2133, 5694, 6147, 7046, 1852, 954, 7948, 2903, 256, 1090, 2133, 5675, 6126, 7021, 1821, 926, 52, 19, 3, 2, 0, 19, 21, 24, 31, 28, -24, -61, -55, -11, 81, 29, 9, -37, -33, 13, 100.0, 36.5, 3.2, 13.7, 26.7, 71.2, 76.8, 88.1, 23.2, 11.9, 100.0, 36.5, 3.2, 13.7, 26.8, 71.4, 77.1, 88.3, 22.9, 11.7, 100.0, 36.8, 6.7, 3.7, 0.0, 36.4, 40.5, 46.7, 59.5, 53.3, 50, 16, 7, 8, 18, 18, 38, 29, 50, 16, 7, 8, 18, 18, 38, 29, 8, 4, 2, 1, 0, 2, 5, 4, 24.2, 53.3, 41.7, 69.4, 21.7, 44.2, 33.4, 55.3, 24.3, 53.6, 41.9, 69.5, 21.9, 44.5, 33.6, 55.4, 36.8, 46.7, 40.5, 46.7, 36.8, 43.1, 36.8, 43.1,"(CONTRACTS OF 200,000 POUNDS)" ,"039601" ,"CBT" ,"039" "FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE" ,051115 ,2005-11-15,040701 ,NYBT ,01 ,040 , 55112, 16884, 2252, 13496, 19492, 35272, 49872, 51021, 5240, 4091, 55018, 16876, 2284, 13464, 19442, 35187, 49782, 50935, 5236, 4083, 94, 39, 0, 0, 50, 86, 90, 86, 4, 8, -596, 674, -125, -16, -648, -673, 10, -813, -606, 217, 100.0, 30.6, 4.1, 24.5, 35.4, 64.0, 90.5, 92.6, 9.5, 7.4, 100.0, 30.7, 4.2, 24.5, 35.3, 64.0, 90.5, 92.6, 9.5, 7.4, 100.0, 41.9, 0.0, 0.0, 53.8, 91.2, 95.7, 91.2, 4.3, 8.8, 135, 67, 32, 29, 25, 26, 108, 72, 135, 67, 33, 29, 25, 26, 108, 72, 8, 5, 0, 0, 1, 3, 6, 3, 26.7, 43.3, 39.9, 57.7, 16.6, 29.2, 23.6, 39.7, 26.6, 43.3, 39.8, 57.8, 16.6, 29.3, 23.7, 39.7, 85.8, 91.2, 95.7, 91.2, 74.4, 79.8, 84.3, 79.8,"(CONTRACTS OF 15,000 POUNDS)" ,"040701" ,"NYBT" ,"040" "2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,042601 ,CBT ,00 ,042 , 370976, 103954, 96798, 2158, 193688, 162230, 299800, 261186, 71176, 109790, 370976, 103954, 96798, 2158, 193688, 162230, 299800, 261186, 71176, 109790, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 8582, -980, 6192, 0, 9911, -1082, 8931, 5110, -349, 3472, 100.0, 28.0, 26.1, 0.6, 52.2, 43.7, 80.8, 70.4, 19.2, 29.6, 100.0, 28.0, 26.1, 0.6, 52.2, 43.7, 80.8, 70.4, 19.2, 29.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 118, 24, 28, 6, 48, 48, 75, 79, 118, 24, 28, 6, 48, 48, 75, 79, 0, 0, 0, 0, 0, 0, 0, 0, 26.1, 16.5, 37.3, 26.1, 25.2, 15.4, 36.1, 24.8, 26.1, 16.5, 37.3, 26.1, 25.2, 15.4, 36.1, 24.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $200,000 FACE VALUE)" ,"042601" ,"CBT" ,"042" "10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,043602 ,CBT ,00 ,043 , 2559273, 326260, 368272, 372152, 1486988, 1355502, 2185399, 2095926, 373874, 463347, 2559273, 326260, 368272, 372152, 1486988, 1355502, 2185399, 2095926, 373874, 463347, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 128621, -36672, -24002, 17217, 47495, 111645, 28040, 104860, 100581, 23762, 100.0, 12.7, 14.4, 14.5, 58.1, 53.0, 85.4, 81.9, 14.6, 18.1, 100.0, 12.7, 14.4, 14.5, 58.1, 53.0, 85.4, 81.9, 14.6, 18.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 295, 77, 66, 91, 125, 129, 245, 243, 295, 77, 66, 91, 125, 129, 245, 243, 0, 0, 0, 0, 0, 0, 0, 0, 30.0, 20.4, 36.2, 28.8, 22.5, 18.2, 27.5, 23.6, 30.0, 20.4, 36.2, 28.8, 22.5, 18.2, 27.5, 23.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000 FACE VALUE)" ,"043602" ,"CBT" ,"043" "5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,044601 ,CBT ,00 ,044 , 1793564, 198922, 441591, 250538, 1183219, 785498, 1632678, 1477626, 160886, 315938, 1793564, 198922, 441591, 250538, 1183219, 785498, 1632678, 1477626, 160886, 315938, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -14203, -8571, -98, -17647, 3787, 636, -22430, -17108, 8227, 2905, 100.0, 11.1, 24.6, 14.0, 66.0, 43.8, 91.0, 82.4, 9.0, 17.6, 100.0, 11.1, 24.6, 14.0, 66.0, 43.8, 91.0, 82.4, 9.0, 17.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 203, 43, 51, 51, 82, 87, 149, 165, 203, 43, 51, 51, 82, 87, 149, 165, 0, 0, 0, 0, 0, 0, 0, 0, 31.7, 20.4, 44.2, 31.6, 27.2, 20.1, 35.8, 25.8, 31.7, 20.4, 44.2, 31.6, 27.2, 20.1, 35.8, 25.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000 FACE VALUE)" ,"044601" ,"CBT" ,"044" "30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,045601 ,CBT ,00 ,045 , 607971, 102108, 94566, 259833, 192471, 209292, 554412, 563692, 53559, 44280, 607971, 102108, 94566, 259833, 192471, 209292, 554412, 563692, 53559, 44280, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 30927, 9165, 5875, 13036, 7320, 12593, 29521, 31504, 1407, -577, 100.0, 16.8, 15.6, 42.7, 31.7, 34.4, 91.2, 92.7, 8.8, 7.3, 100.0, 16.8, 15.6, 42.7, 31.7, 34.4, 91.2, 92.7, 8.8, 7.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 136, 39, 30, 44, 56, 55, 117, 108, 136, 39, 30, 44, 56, 55, 117, 108, 0, 0, 0, 0, 0, 0, 0, 0, 29.6, 28.5, 44.8, 42.7, 13.5, 11.5, 21.0, 16.8, 29.6, 28.5, 44.8, 42.7, 13.5, 11.5, 21.0, 16.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(INTEREST ON $5,000,000 FED FUNDS)" ,"045601" ,"CBT" ,"045" "MILK - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,052641 ,CME ,00 ,052 , 21995, 226, 2203, 1618, 14321, 8951, 16165, 12772, 5829, 9223, 21995, 226, 2203, 1618, 14321, 8951, 16165, 12772, 5829, 9223, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 838, 17, -3, 130, 651, 133, 798, 260, 40, 578, 100.0, 1.0, 10.0, 7.4, 65.1, 40.7, 73.5, 58.1, 26.5, 41.9, 100.0, 1.0, 10.0, 7.4, 65.1, 40.7, 73.5, 58.1, 26.5, 41.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 31, 5, 6, 10, 18, 13, 28, 24, 31, 5, 6, 10, 18, 13, 28, 24, 0, 0, 0, 0, 0, 0, 0, 0, 41.6, 29.5, 60.0, 45.2, 41.6, 26.6, 57.7, 39.1, 41.6, 29.5, 60.0, 45.2, 41.6, 26.6, 57.7, 39.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 200,000 POUNDS)" ,"052641" ,"CME" ,"052" "LEAN HOGS - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,054642 ,CME ,00 ,054 , 125086, 29896, 20774, 26368, 50012, 42259, 106276, 89401, 18810, 35684, 124947, 29896, 20769, 26368, 50004, 42215, 106268, 89352, 18679, 35594, 139, 0, 5, 0, 8, 44, 8, 49, 131, 90, 4926, 4482, 65, -1080, 181, 3713, 3582, 2698, 1344, 2228, 100.0, 23.9, 16.6, 21.1, 40.0, 33.8, 85.0, 71.5, 15.0, 28.5, 100.0, 23.9, 16.6, 21.1, 40.0, 33.8, 85.1, 71.5, 14.9, 28.5, 100.0, 0.0, 3.6, 0.0, 5.8, 31.7, 5.8, 35.3, 94.2, 64.7, 175, 57, 54, 68, 27, 39, 138, 121, 175, 57, 54, 68, 27, 39, 138, 121, 7, 0, 1, 0, 1, 5, 1, 6, 26.1, 15.6, 37.1, 26.2, 26.1, 15.1, 36.4, 23.9, 26.1, 15.6, 37.1, 26.2, 26.1, 15.1, 36.4, 23.9, 5.8, 30.2, 5.8, 35.3, 5.8, 30.2, 5.8, 35.3,"(CONTRACTS OF 40,000 POUNDS)" ,"054642" ,"CME" ,"054" "FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,056641 ,CME ,00 ,056 , 1323, 297, 330, 168, 288, 142, 753, 639, 570, 683, 1323, 297, 330, 168, 288, 142, 753, 639, 570, 683, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -72, -107, -28, 84, 16, -44, -6, 12, -65, -84, 100.0, 22.5, 24.9, 12.7, 21.8, 10.7, 56.9, 48.3, 43.1, 51.7, 100.0, 22.5, 24.9, 12.7, 21.8, 10.7, 56.9, 48.3, 43.1, 51.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 22, 7, 10, 6, 3, 2, 13, 15, 22, 7, 10, 6, 3, 2, 13, 15, 0, 0, 0, 0, 0, 0, 0, 0, 38.6, 24.3, 50.1, 36.7, 37.3, 23.1, 44.0, 32.7, 38.6, 24.3, 50.1, 36.7, 37.3, 23.1, 44.0, 32.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 40,000 POUNDS)" ,"056641" ,"CME" ,"056" "LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,057642 ,CME ,00 ,057 , 197915, 54139, 7608, 40899, 78829, 92360, 173868, 140867, 24047, 57048, 197915, 54139, 7608, 40899, 78829, 92360, 173868, 140867, 24047, 57048, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 8276, 1101, 423, 2251, 3955, 5502, 7307, 8176, 969, 100, 100.0, 27.4, 3.8, 20.7, 39.8, 46.7, 87.8, 71.2, 12.2, 28.8, 100.0, 27.4, 3.8, 20.7, 39.8, 46.7, 87.8, 71.2, 12.2, 28.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 280, 79, 36, 70, 77, 133, 201, 216, 280, 79, 36, 70, 77, 133, 201, 216, 0, 0, 0, 0, 0, 0, 0, 0, 20.1, 9.1, 30.0, 16.2, 19.9, 7.2, 28.8, 12.4, 20.1, 9.1, 30.0, 16.2, 19.9, 7.2, 28.8, 12.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 40,000 POUNDS)" ,"057642" ,"CME" ,"057" "RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,058643 ,CME ,00 ,058 , 5500, 2501, 208, 610, 482, 2848, 3593, 3665, 1906, 1834, 5500, 2501, 208, 610, 482, 2848, 3593, 3665, 1906, 1834, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 435, 489, -95, 150, -44, 471, 594, 526, -160, -91, 100.0, 45.5, 3.8, 11.1, 8.8, 51.8, 65.3, 66.6, 34.7, 33.4, 100.0, 45.5, 3.8, 11.1, 8.8, 51.8, 65.3, 66.6, 34.7, 33.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 66, 27, 7, 11, 12, 31, 43, 45, 66, 27, 7, 11, 12, 31, 43, 45, 0, 0, 0, 0, 0, 0, 0, 0, 26.4, 20.4, 38.0, 32.0, 26.4, 19.2, 35.9, 28.4, 26.4, 20.4, 38.0, 32.0, 26.4, 19.2, 35.9, 28.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 110,000 BOARD FEET)" ,"058643" ,"CME" ,"058" "FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,061641 ,CME ,00 ,061 , 30332, 12522, 1833, 4809, 7733, 8516, 25064, 15158, 5268, 15174, 30332, 12522, 1833, 4809, 7733, 8516, 25064, 15158, 5268, 15174, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -776, 457, -611, -838, -233, 465, -614, -984, -162, 208, 100.0, 41.3, 6.0, 15.9, 25.5, 28.1, 82.6, 50.0, 17.4, 50.0, 100.0, 41.3, 6.0, 15.9, 25.5, 28.1, 82.6, 50.0, 17.4, 50.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 144, 50, 15, 25, 44, 52, 110, 80, 144, 50, 15, 25, 44, 52, 110, 80, 0, 0, 0, 0, 0, 0, 0, 0, 16.8, 12.8, 27.4, 18.9, 15.5, 7.4, 25.6, 12.8, 16.8, 12.8, 27.4, 18.9, 15.5, 7.4, 25.6, 12.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 50,000 POUNDS)" ,"061641" ,"CME" ,"061" "PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,064657 ,NYME ,01 ,064 , 85185, 22298, 5852, 17211, 44845, 61254, 84355, 84317, 830, 868, 85185, 22298, 5852, 17211, 44845, 61254, 84355, 84317, 830, 868, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1409, -786, -1565, 933, 649, 1378, 795, 745, 614, 664, 100.0, 26.2, 6.9, 20.2, 52.6, 71.9, 99.0, 99.0, 1.0, 1.0, 100.0, 26.2, 6.9, 20.2, 52.6, 71.9, 99.0, 99.0, 1.0, 1.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 54, 4, 7, 10, 39, 42, 49, 53, 54, 4, 7, 10, 39, 42, 49, 53, 0, 0, 0, 0, 0, 0, 0, 0, 50.5, 34.9, 66.1, 55.6, 38.2, 26.6, 43.3, 38.8, 50.5, 34.9, 66.1, 55.6, 38.2, 26.6, 43.3, 38.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(40 MEGAWATT HOURS PER PEAK DAY)" ,"064657" ,"NYME" ,"064" "NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,06465A ,NYME ,01 ,064 , 26355, 3472, 4126, 2719, 20123, 18960, 26314, 25805, 41, 550, 26355, 3472, 4126, 2719, 20123, 18960, 26314, 25805, 41, 550, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 788, -1062, 187, 472, 1337, 88, 747, 747, 41, 41, 100.0, 13.2, 15.7, 10.3, 76.4, 71.9, 99.8, 97.9, 0.2, 2.1, 100.0, 13.2, 15.7, 10.3, 76.4, 71.9, 99.8, 97.9, 0.2, 2.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 39, 3, 4, 6, 23, 24, 30, 30, 39, 3, 4, 6, 23, 24, 30, 30, 0, 0, 0, 0, 0, 0, 0, 0, 58.9, 47.1, 77.4, 70.7, 49.6, 44.3, 66.4, 61.3, 58.9, 47.1, 77.4, 70.7, 49.6, 44.3, 66.4, 61.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS 0F 400 MEGAWATT HOURS)" ,"06465A" ,"NYME" ,"064" "NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,06465B ,NYME ,01 ,064 , 11348, 1677, 4351, 846, 8825, 6151, 11348, 11348, 0, 0, 11348, 1677, 4351, 846, 8825, 6151, 11348, 11348, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -280, 0, -21, 0, -280, -169, -280, -190, 0, -90, 100.0, 14.8, 38.3, 7.5, 77.8, 54.2, 100.0, 100.0, 0.0, 0.0, 100.0, 14.8, 38.3, 7.5, 77.8, 54.2, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 3, 3, 2, 16, 11, 20, 15, 26, 3, 3, 2, 16, 11, 20, 15, 0, 0, 0, 0, 0, 0, 0, 0, 52.9, 57.2, 78.2, 81.8, 41.2, 55.1, 59.1, 71.3, 52.9, 57.2, 78.2, 81.8, 41.2, 55.1, 59.1, 71.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS 0F 400 MEGAWATT HOURS)" ,"06465B" ,"NYME" ,"064" "ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,06465H ,NYME ,01 ,064 , 19472, 4040, 5372, 2054, 13046, 11546, 19140, 18972, 332, 500, 19472, 4040, 5372, 2054, 13046, 11546, 19140, 18972, 332, 500, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 344, 540, 220, 272, -540, -140, 272, 352, 72, -8, 100.0, 20.7, 27.6, 10.5, 67.0, 59.3, 98.3, 97.4, 1.7, 2.6, 100.0, 20.7, 27.6, 10.5, 67.0, 59.3, 98.3, 97.4, 1.7, 2.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 30, 4, 3, 7, 20, 21, 27, 28, 30, 4, 3, 7, 20, 21, 27, 28, 0, 0, 0, 0, 0, 0, 0, 0, 44.3, 53.7, 67.3, 80.3, 39.7, 43.0, 55.2, 63.0, 44.3, 53.7, 67.3, 80.3, 39.7, 43.0, 55.2, 63.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(40 MEGAWATT HOURS PER PEAK DAY)" ,"06465H" ,"NYME" ,"064" "PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,06465M ,NYME ,01 ,064 , 22936, 10240, 120, 1290, 10770, 20998, 22300, 22408, 636, 528, 22936, 10240, 120, 1290, 10770, 20998, 22300, 22408, 636, 528, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 140, 240, 0, -40, 0, -120, 200, -160, -60, 300, 100.0, 44.6, 0.5, 5.6, 47.0, 91.6, 97.2, 97.7, 2.8, 2.3, 100.0, 44.6, 0.5, 5.6, 47.0, 91.6, 97.2, 97.7, 2.8, 2.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 32, 2, 1, 3, 22, 26, 25, 29, 32, 2, 1, 3, 22, 26, 25, 29, 0, 0, 0, 0, 0, 0, 0, 0, 65.8, 51.8, 78.5, 75.3, 59.2, 49.0, 71.2, 68.9, 65.8, 51.8, 78.5, 75.3, 59.2, 49.0, 71.2, 68.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2.5 MEGAWATTS PER OFF PEAK HRS)" ,"06465M" ,"NYME" ,"064" "ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,06465S ,NYME ,01 ,064 , 10610, 746, 80, 804, 8540, 9426, 10090, 10310, 520, 300, 10610, 746, 80, 804, 8540, 9426, 10090, 10310, 520, 300, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 776, -520, 0, 116, 700, 420, 296, 536, 480, 240, 100.0, 7.0, 0.8, 7.6, 80.5, 88.8, 95.1, 97.2, 4.9, 2.8, 100.0, 7.0, 0.8, 7.6, 80.5, 88.8, 95.1, 97.2, 4.9, 2.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 2, 1, 2, 16, 11, 18, 14, 21, 2, 1, 2, 16, 11, 18, 14, 0, 0, 0, 0, 0, 0, 0, 0, 50.7, 70.6, 80.2, 89.7, 41.2, 66.8, 62.2, 70.3, 50.7, 70.6, 80.2, 89.7, 41.2, 66.8, 62.2, 70.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2.5 MEGAWATTS PER OFF PEAK HRS)" ,"06465S" ,"NYME" ,"064" "CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,067651 ,NYME ,01 ,067 , 1437593, 124962, 105948, 410213, 830318, 835299, 1365493, 1351460, 72100, 86133, 1437593, 124962, 105948, 410213, 830318, 835299, 1365493, 1351460, 72100, 86133, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -113900, 2275, 7029, -77617, -51518, -52589, -126859, -123177, 12959, 9277, 100.0, 8.7, 7.4, 28.5, 57.8, 58.1, 95.0, 94.0, 5.0, 6.0, 100.0, 8.7, 7.4, 28.5, 57.8, 58.1, 95.0, 94.0, 5.0, 6.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 273, 87, 90, 114, 80, 84, 220, 240, 273, 87, 90, 114, 80, 84, 220, 240, 0, 0, 0, 0, 0, 0, 0, 0, 22.2, 20.3, 33.1, 31.6, 8.3, 7.1, 12.5, 11.3, 22.2, 20.3, 33.1, 31.6, 8.3, 7.1, 12.5, 11.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"067651" ,"NYME" ,"067" "COCOA - NEW YORK BOARD OF TRADE" ,051115 ,2005-11-15,073732 ,NYBT ,01 ,073 , 138829, 26837, 37890, 9766, 92030, 84429, 128633, 132086, 10196, 6743, 116633, 27070, 38243, 9013, 70630, 62669, 106714, 109925, 9918, 6707, 22197, 385, 266, 135, 21400, 21760, 21919, 22161, 277, 36, -4602, 902, 1230, -812, -4532, -5353, -4442, -4935, -160, 333, 100.0, 19.3, 27.3, 7.0, 66.3, 60.8, 92.7, 95.1, 7.3, 4.9, 100.0, 23.2, 32.8, 7.7, 60.6, 53.7, 91.5, 94.2, 8.5, 5.8, 100.0, 1.7, 1.2, 0.6, 96.4, 98.0, 98.8, 99.8, 1.2, 0.2, 164, 46, 53, 32, 54, 36, 119, 106, 164, 47, 55, 31, 53, 36, 118, 105, 30, 5, 3, 5, 13, 14, 19, 21, 32.0, 24.1, 46.9, 39.4, 22.9, 17.2, 35.1, 27.8, 32.9, 21.3, 48.4, 34.5, 29.2, 19.7, 43.3, 31.4, 62.7, 74.8, 92.3, 94.5, 52.3, 55.0, 69.0, 69.8,"(CONTRACTS OF 10 METRIC TONS)" ,"073732" ,"NYBT" ,"073" "PALLADIUM - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,075651 ,NYME ,01 ,075 , 14838, 8687, 2359, 439, 2841, 11555, 11967, 14353, 2871, 485, 14838, 8687, 2359, 439, 2841, 11555, 11967, 14353, 2871, 485, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 617, -608, 214, 155, 666, 42, 213, 411, 404, 206, 100.0, 58.5, 15.9, 3.0, 19.1, 77.9, 80.7, 96.7, 19.3, 3.3, 100.0, 58.5, 15.9, 3.0, 19.1, 77.9, 80.7, 96.7, 19.3, 3.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 114, 59, 11, 6, 15, 27, 80, 41, 114, 59, 11, 6, 15, 27, 80, 41, 0, 0, 0, 0, 0, 0, 0, 0, 26.7, 34.2, 40.6, 53.3, 26.7, 34.2, 40.6, 53.3, 26.7, 34.2, 40.6, 53.3, 26.7, 34.2, 40.6, 53.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 100 TROY OUNCES)" ,"075651" ,"NYME" ,"075" "PLATINUM - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,076651 ,NYME ,01 ,076 , 12914, 9811, 671, 0, 971, 10945, 10782, 11616, 2132, 1298, 12914, 9811, 671, 0, 971, 10945, 10782, 11616, 2132, 1298, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1388, 1311, 209, 0, 26, 997, 1337, 1206, 51, 182, 100.0, 76.0, 5.2, 0.0, 7.5, 84.8, 83.5, 89.9, 16.5, 10.1, 100.0, 76.0, 5.2, 0.0, 7.5, 84.8, 83.5, 89.9, 16.5, 10.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 64, 30, 6, 0, 8, 24, 38, 30, 64, 30, 6, 0, 8, 24, 38, 30, 0, 0, 0, 0, 0, 0, 0, 0, 35.0, 46.8, 51.1, 69.0, 35.0, 45.5, 51.1, 67.6, 35.0, 46.8, 51.1, 69.0, 35.0, 45.5, 51.1, 67.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 50 TROY OUNCES)" ,"076651" ,"NYME" ,"076" "SUGAR NO. 11 - NEW YORK BOARD OF TRADE" ,051115 ,2005-11-15,080732 ,NYBT ,01 ,080 , 644820, 159279, 9554, 130674, 269566, 460486, 559520, 600714, 85300, 44106, 644820, 159279, 9554, 130674, 269566, 460486, 559520, 600714, 85300, 44106, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 27441, 7731, -1206, 9024, 3411, 19959, 20166, 27777, 7275, -337, 100.0, 24.7, 1.5, 20.3, 41.8, 71.4, 86.8, 93.2, 13.2, 6.8, 100.0, 24.7, 1.5, 20.3, 41.8, 71.4, 86.8, 93.2, 13.2, 6.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 173, 76, 24, 43, 62, 59, 159, 108, 173, 76, 24, 43, 62, 59, 159, 108, 0, 0, 0, 0, 0, 0, 0, 0, 14.1, 26.3, 24.3, 44.4, 11.2, 19.7, 18.0, 32.3, 14.1, 26.3, 24.3, 44.4, 11.2, 19.7, 18.0, 32.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 112,000 POUNDS)" ,"080732" ,"NYBT" ,"080" "COFFEE C - NEW YORK BOARD OF TRADE" ,051115 ,2005-11-15,083731 ,NYBT ,01 ,083 , 106844, 15553, 11133, 29289, 50477, 58774, 95319, 99196, 11525, 7648, 103963, 15627, 12010, 27659, 49371, 56949, 92657, 96618, 11306, 7345, 2881, 962, 158, 594, 1106, 1825, 2662, 2577, 219, 303, -14662, -5304, -684, -9967, -698, -6276, -15969, -16927, 1307, 2265, 100.0, 14.6, 10.4, 27.4, 47.2, 55.0, 89.2, 92.8, 10.8, 7.2, 100.0, 15.0, 11.6, 26.6, 47.5, 54.8, 89.1, 92.9, 10.9, 7.1, 100.0, 33.4, 5.5, 20.6, 38.4, 63.4, 92.4, 89.5, 7.6, 10.5, 290, 105, 69, 86, 90, 86, 235, 206, 290, 103, 73, 86, 90, 86, 235, 206, 56, 11, 11, 16, 13, 26, 32, 45, 16.5, 19.1, 28.0, 31.4, 15.4, 12.0, 22.6, 18.3, 16.9, 19.5, 28.6, 31.9, 15.9, 12.6, 23.2, 19.2, 52.2, 34.0, 73.4, 54.1, 34.8, 28.5, 49.1, 38.5,"(CONTRACTS OF 37,500 POUNDS)" ,"083731" ,"NYBT" ,"083" "SILVER - COMMODITY EXCHANGE INC." ,051115 ,2005-11-15,084691 ,CMX ,01 ,084 , 181005, 63917, 12349, 38750, 39536, 113110, 142203, 164209, 38802, 16796, 181005, 63917, 12349, 38750, 39536, 113110, 142203, 164209, 38802, 16796, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 7120, 3250, 1806, 2619, 1190, 1992, 7059, 6417, 61, 702, 100.0, 35.3, 6.8, 21.4, 21.8, 62.5, 78.6, 90.7, 21.4, 9.3, 100.0, 35.3, 6.8, 21.4, 21.8, 62.5, 78.6, 90.7, 21.4, 9.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 205, 101, 52, 56, 25, 42, 155, 124, 205, 101, 52, 56, 25, 42, 155, 124, 0, 0, 0, 0, 0, 0, 0, 0, 20.0, 30.4, 29.6, 47.6, 11.9, 26.4, 17.8, 35.9, 20.0, 30.4, 29.6, 47.6, 11.9, 26.4, 17.8, 35.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 5,000 TROY OUNCES)" ,"084691" ,"CMX" ,"084" "COPPER-GRADE #1 - COMMODITY EXCHANGE INC." ,051115 ,2005-11-15,085692 ,CMX ,01 ,085 , 119363, 36691, 27114, 20236, 46983, 56509, 103910, 103858, 15453, 15505, 119363, 36691, 27114, 20236, 46983, 56509, 103910, 103858, 15453, 15505, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 5379, 2672, 531, 2057, -277, 2400, 4452, 4988, 926, 390, 100.0, 30.7, 22.7, 17.0, 39.4, 47.3, 87.1, 87.0, 12.9, 13.0, 100.0, 30.7, 22.7, 17.0, 39.4, 47.3, 87.1, 87.0, 12.9, 13.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 210, 79, 71, 61, 46, 40, 164, 142, 210, 79, 71, 61, 46, 40, 164, 142, 0, 0, 0, 0, 0, 0, 0, 0, 23.9, 35.8, 34.0, 45.6, 23.8, 30.8, 31.6, 39.1, 23.9, 35.8, 34.0, 45.6, 23.8, 30.8, 31.6, 39.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 25,000 POUNDS)" ,"085692" ,"CMX" ,"085" "GOLD - COMMODITY EXCHANGE INC." ,051115 ,2005-11-15,088691 ,CMX ,01 ,088 , 401088, 180522, 40966, 65066, 95129, 264735, 340717, 370767, 60371, 30320, 401088, 180522, 40966, 65066, 95129, 264735, 340717, 370767, 60371, 30320, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 11295, 10975, 3174, -232, 920, 7158, 11662, 10100, -367, 1195, 100.0, 45.0, 10.2, 16.2, 23.7, 66.0, 84.9, 92.4, 15.1, 7.6, 100.0, 45.0, 10.2, 16.2, 23.7, 66.0, 84.9, 92.4, 15.1, 7.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 290, 160, 69, 74, 39, 48, 236, 160, 290, 160, 69, 74, 39, 48, 236, 160, 0, 0, 0, 0, 0, 0, 0, 0, 25.1, 33.2, 36.6, 51.9, 20.9, 27.8, 25.9, 41.2, 25.1, 33.2, 36.6, 51.9, 20.9, 27.8, 25.9, 41.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 100 TROY OUNCES)" ,"088691" ,"CMX" ,"088" "CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,090741 ,CME ,00 ,090 , 109450, 33303, 12748, 1975, 38797, 74032, 74075, 88756, 35375, 20695, 109450, 33303, 12748, 1975, 38797, 74032, 74075, 88756, 35375, 20695, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2095, -4817, 1596, -460, 1683, 7482, -3595, 8618, 1500, -10713, 100.0, 30.4, 11.6, 1.8, 35.4, 67.6, 67.7, 81.1, 32.3, 18.9, 100.0, 30.4, 11.6, 1.8, 35.4, 67.6, 67.7, 81.1, 32.3, 18.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 74, 23, 16, 6, 22, 26, 48, 45, 74, 23, 16, 6, 22, 26, 48, 45, 0, 0, 0, 0, 0, 0, 0, 0, 27.6, 33.2, 40.8, 50.7, 27.6, 32.6, 40.8, 50.0, 27.6, 33.2, 40.8, 50.7, 27.6, 32.6, 40.8, 50.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 100,000 CANADIAN DOLLARS)" ,"090741" ,"CME" ,"090" "SWISS FRANC - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,092741 ,CME ,00 ,092 , 99612, 15143, 60824, 67, 77216, 12735, 92426, 73627, 7186, 25986, 99612, 15143, 60824, 67, 77216, 12735, 92426, 73627, 7186, 25986, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 13329, 1036, 11426, -156, 13343, 249, 14224, 11519, -894, 1811, 100.0, 15.2, 61.1, 0.1, 77.5, 12.8, 92.8, 73.9, 7.2, 26.1, 100.0, 15.2, 61.1, 0.1, 77.5, 12.8, 92.8, 73.9, 7.2, 26.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 62, 6, 34, 1, 19, 11, 26, 45, 62, 6, 34, 1, 19, 11, 26, 45, 0, 0, 0, 0, 0, 0, 0, 0, 43.7, 27.3, 70.3, 43.0, 43.6, 27.3, 69.6, 42.9, 43.7, 27.3, 70.3, 43.0, 43.6, 27.3, 69.6, 42.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 125,000 SWISS FRANCS)" ,"092741" ,"CME" ,"092" "MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,095741 ,CME ,00 ,095 , 110416, 84664, 4827, 0, 18758, 101832, 103422, 106659, 6994, 3757, 110416, 84664, 4827, 0, 18758, 101832, 103422, 106659, 6994, 3757, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 18586, 17303, -380, 0, 776, 18864, 18079, 18484, 507, 102, 100.0, 76.7, 4.4, 0.0, 17.0, 92.2, 93.7, 96.6, 6.3, 3.4, 100.0, 76.7, 4.4, 0.0, 17.0, 92.2, 93.7, 96.6, 6.3, 3.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 100, 62, 7, 0, 17, 20, 79, 27, 100, 62, 7, 0, 17, 20, 79, 27, 0, 0, 0, 0, 0, 0, 0, 0, 35.6, 64.2, 52.0, 79.8, 35.6, 61.9, 52.0, 77.2, 35.6, 64.2, 52.0, 79.8, 35.6, 61.9, 52.0, 77.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 500,000 MEXICAN PESOS)" ,"095741" ,"CME" ,"095" "BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,096742 ,CME ,00 ,096 , 86295, 10110, 34298, 320, 58264, 27752, 68694, 62370, 17601, 23925, 86295, 10110, 34298, 320, 58264, 27752, 68694, 62370, 17601, 23925, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3938, -379, 4404, 316, 4726, -444, 4664, 4276, -725, -338, 100.0, 11.7, 39.7, 0.4, 67.5, 32.2, 79.6, 72.3, 20.4, 27.7, 100.0, 11.7, 39.7, 0.4, 67.5, 32.2, 79.6, 72.3, 20.4, 27.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 57, 10, 21, 3, 21, 12, 33, 34, 57, 10, 21, 3, 21, 12, 33, 34, 0, 0, 0, 0, 0, 0, 0, 0, 36.9, 33.7, 58.6, 47.4, 28.8, 29.1, 48.1, 37.9, 36.9, 33.7, 58.6, 47.4, 28.8, 29.1, 48.1, 37.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 62,500 POUNDS STERLING)" ,"096742" ,"CME" ,"096" "JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,097741 ,CME ,00 ,097 , 244547, 18169, 89025, 5559, 192345, 113136, 216074, 207720, 28473, 36827, 244547, 18169, 89025, 5559, 192345, 113136, 216074, 207720, 28473, 36827, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 6556, 1616, 4417, -9, 3696, 216, 5303, 4624, 1253, 1932, 100.0, 7.4, 36.4, 2.3, 78.7, 46.3, 88.4, 84.9, 11.6, 15.1, 100.0, 7.4, 36.4, 2.3, 78.7, 46.3, 88.4, 84.9, 11.6, 15.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 116, 21, 53, 9, 31, 29, 60, 83, 116, 21, 53, 9, 31, 29, 60, 83, 0, 0, 0, 0, 0, 0, 0, 0, 45.8, 27.0, 63.6, 43.2, 38.0, 20.6, 49.0, 30.2, 45.8, 27.0, 63.6, 43.2, 38.0, 20.6, 49.0, 30.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 12,500,000 JAPANESE YEN)" ,"097741" ,"CME" ,"097" "U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE" ,051115 ,2005-11-15,098662 ,NYBT ,01 ,098 , 42550, 32847, 3604, 2379, 3696, 34489, 38923, 40472, 3627, 2077, 42550, 32847, 3604, 2379, 3696, 34489, 38923, 40472, 3627, 2077, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3029, 2990, 667, 59, 303, 2287, 3352, 3013, -323, 16, 100.0, 77.2, 8.5, 5.6, 8.7, 81.1, 91.5, 95.1, 8.5, 4.9, 100.0, 77.2, 8.5, 5.6, 8.7, 81.1, 91.5, 95.1, 8.5, 4.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 66, 41, 8, 7, 13, 7, 57, 20, 66, 41, 8, 7, 13, 7, 57, 20, 0, 0, 0, 0, 0, 0, 0, 0, 35.9, 81.4, 58.3, 90.1, 35.9, 80.2, 57.2, 86.7, 35.9, 81.4, 58.3, 90.1, 35.9, 80.2, 57.2, 86.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(U.S. DOLLAR INDEX X $1000)" ,"098662" ,"NYBT" ,"098" "EURO FX - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,099741 ,CME ,00 ,099 , 198147, 31461, 45340, 13444, 97063, 77514, 141968, 136298, 56178, 61848, 198147, 31461, 45340, 13444, 97063, 77514, 141968, 136298, 56178, 61848, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 17369, 1582, 8181, 2927, 13020, 5200, 17529, 16308, -160, 1061, 100.0, 15.9, 22.9, 6.8, 49.0, 39.1, 71.6, 68.8, 28.4, 31.2, 100.0, 15.9, 22.9, 6.8, 49.0, 39.1, 71.6, 68.8, 28.4, 31.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 118, 39, 39, 28, 30, 30, 84, 83, 118, 39, 39, 28, 30, 30, 84, 83, 0, 0, 0, 0, 0, 0, 0, 0, 25.1, 28.8, 38.1, 37.3, 23.0, 27.1, 35.3, 34.9, 25.1, 28.8, 38.1, 37.3, 23.0, 27.1, 35.3, 34.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 125,000 EUROS)" ,"099741" ,"CME" ,"099" "UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE" ,051115 ,2005-11-15,111652 ,NYME ,01 ,111 , 163682, 27018, 8444, 31370, 92556, 112767, 150944, 152581, 12738, 11100, 163682, 27018, 8444, 31370, 92556, 112767, 150944, 152581, 12738, 11100, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 7376, 712, 1927, 1905, 4964, 4213, 7580, 8044, -204, -668, 100.0, 16.5, 5.2, 19.2, 56.5, 68.9, 92.2, 93.2, 7.8, 6.8, 100.0, 16.5, 5.2, 19.2, 56.5, 68.9, 92.2, 93.2, 7.8, 6.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 161, 49, 23, 40, 71, 74, 137, 125, 161, 49, 23, 40, 71, 74, 137, 125, 0, 0, 0, 0, 0, 0, 0, 0, 20.9, 19.9, 36.5, 33.0, 16.9, 16.0, 24.8, 23.7, 20.9, 19.9, 36.5, 33.0, 16.9, 16.0, 24.8, 23.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 U.S. GALLONS)" ,"111652" ,"NYME" ,"111" "VIX FUTURES - CBOE FUTURES EXCHANGE" ,051115 ,2005-11-15,1170E1 ,E ,00 ,117 , 14209, 2938, 2406, 404, 3516, 7020, 6858, 9830, 7351, 4379, 14209, 2938, 2406, 404, 3516, 7020, 6858, 9830, 7351, 4379, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1956, -2194, 551, -308, 234, -392, -2268, -149, 4224, 2105, 100.0, 20.7, 16.9, 2.8, 24.7, 49.4, 48.3, 69.2, 51.7, 30.8, 100.0, 20.7, 16.9, 2.8, 24.7, 49.4, 48.3, 69.2, 51.7, 30.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 36, 17, 4, 11, 5, 5, 32, 18, 36, 17, 4, 11, 5, 5, 32, 18, 0, 0, 0, 0, 0, 0, 0, 0, 29.7, 60.6, 38.4, 66.9, 18.2, 43.4, 23.3, 48.8, 29.7, 60.6, 38.4, 66.9, 18.2, 43.4, 23.3, 48.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"($100 X VBI)" ,"1170E1" ,"E" ,"117" "DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,124601 ,CBT ,00 ,124 , 39265, 6390, 8294, 943, 26313, 17691, 33646, 26929, 5619, 12336, 39265, 6390, 8294, 943, 26313, 17691, 33646, 26929, 5619, 12336, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 118, 698, 611, 212, 121, -148, 1031, 675, -913, -557, 100.0, 16.3, 21.1, 2.4, 67.0, 45.1, 85.7, 68.6, 14.3, 31.4, 100.0, 16.3, 21.1, 2.4, 67.0, 45.1, 85.7, 68.6, 14.3, 31.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 58, 15, 14, 8, 20, 11, 39, 29, 58, 15, 14, 8, 20, 11, 39, 29, 0, 0, 0, 0, 0, 0, 0, 0, 43.3, 38.1, 58.7, 50.9, 43.3, 38.0, 58.7, 50.6, 43.3, 38.1, 58.7, 50.9, 43.3, 38.0, 58.7, 50.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"($10 X DJIA INDEX)" ,"124601" ,"CBT" ,"124" "DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,124603 ,CBT ,00 ,124 , 86615, 29496, 24407, 7063, 34882, 43374, 71441, 74844, 15174, 11771, 86615, 29496, 24407, 7063, 34882, 43374, 71441, 74844, 15174, 11771, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 9136, 2802, 2745, 1316, 7009, 2852, 11127, 6913, -1991, 2222, 100.0, 34.1, 28.2, 8.2, 40.3, 50.1, 82.5, 86.4, 17.5, 13.6, 100.0, 34.1, 28.2, 8.2, 40.3, 50.1, 82.5, 86.4, 17.5, 13.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 93, 31, 34, 18, 19, 16, 63, 55, 93, 31, 34, 18, 19, 16, 63, 55, 0, 0, 0, 0, 0, 0, 0, 0, 38.4, 44.7, 50.1, 57.5, 38.4, 41.5, 46.2, 53.7, 38.4, 44.7, 50.1, 57.5, 38.4, 41.5, 46.2, 53.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"($5 X DJIA INDEX)" ,"124603" ,"CBT" ,"124" "3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,132741 ,CME ,00 ,132 ,15210150, 915284, 965468, 5132598, 8115241, 7468263,14163123,13566330, 1047027, 1643820,15210150, 915284, 965468, 5132598, 8115241, 7468263,14163123,13566330, 1047027, 1643820, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 44083, 36092, -10121, 46292, 2179, 25840, 84562, 62011, -40479, -17928, 100.0, 6.0, 6.3, 33.7, 53.4, 49.1, 93.1, 89.2, 6.9, 10.8, 100.0, 6.0, 6.3, 33.7, 53.4, 49.1, 93.1, 89.2, 6.9, 10.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 307, 72, 69, 114, 141, 153, 268, 289, 307, 72, 69, 114, 141, 153, 268, 289, 0, 0, 0, 0, 0, 0, 0, 0, 20.5, 12.5, 33.1, 22.0, 19.3, 7.0, 24.7, 11.1, 20.5, 12.5, 33.1, 22.0, 19.3, 7.0, 24.7, 11.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $1,000,000 FACE VALUE)" ,"132741" ,"CME" ,"132" "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,138741 ,CME ,00 ,138 , 736247, 62677, 66155, 48785, 480288, 485145, 591750, 600085, 144497, 136162, 736247, 62677, 66155, 48785, 480288, 485145, 591750, 600085, 144497, 136162, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4997, 3139, -120, 2255, 503, -592, 5897, 1544, -900, 3453, 100.0, 8.5, 9.0, 6.6, 65.2, 65.9, 80.4, 81.5, 19.6, 18.5, 100.0, 8.5, 9.0, 6.6, 65.2, 65.9, 80.4, 81.5, 19.6, 18.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 213, 49, 45, 59, 94, 67, 177, 138, 213, 49, 45, 59, 94, 67, 177, 138, 0, 0, 0, 0, 0, 0, 0, 0, 18.9, 26.3, 26.0, 38.3, 18.8, 26.0, 25.9, 38.0, 18.9, 26.3, 26.0, 38.3, 18.8, 26.0, 25.9, 38.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(S&P 500 INDEX X $250.00)" ,"138741" ,"CME" ,"138" "E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,13874A ,CME ,00 ,138 , 1216399, 164123, 316739, 43042, 654507, 734676, 861672, 1094457, 354727, 121942, 1216399, 164123, 316739, 43042, 654507, 734676, 861672, 1094457, 354727, 121942, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 18657, 579, -18123, 1067, -19353, 26897, -17707, 9842, 36364, 8816, 100.0, 13.5, 26.0, 3.5, 53.8, 60.4, 70.8, 90.0, 29.2, 10.0, 100.0, 13.5, 26.0, 3.5, 53.8, 60.4, 70.8, 90.0, 29.2, 10.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 202, 54, 56, 35, 64, 61, 140, 130, 202, 54, 56, 35, 64, 61, 140, 130, 0, 0, 0, 0, 0, 0, 0, 0, 18.8, 27.2, 28.1, 41.6, 14.1, 25.6, 21.3, 36.8, 18.8, 27.2, 28.1, 41.6, 14.1, 25.6, 21.3, 36.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"($50 X S&P 500 INDEX)" ,"13874A" ,"CME" ,"138" "NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,209741 ,CME ,00 ,209 , 59815, 14210, 12337, 437, 33562, 36877, 48209, 49651, 11607, 10164, 59815, 14210, 12337, 437, 33562, 36877, 48209, 49651, 11607, 10164, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2859, 3049, -730, 5, -173, -1316, 2881, -2041, -5740, -818, 100.0, 23.8, 20.6, 0.7, 56.1, 61.7, 80.6, 83.0, 19.4, 17.0, 100.0, 23.8, 20.6, 0.7, 56.1, 61.7, 80.6, 83.0, 19.4, 17.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 83, 17, 14, 2, 37, 26, 55, 41, 83, 17, 14, 2, 37, 26, 55, 41, 0, 0, 0, 0, 0, 0, 0, 0, 28.6, 29.5, 40.8, 46.4, 28.6, 27.6, 40.2, 42.6, 28.6, 29.5, 40.8, 46.4, 28.6, 27.6, 40.2, 42.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NASDAQ 100 INDEX X $100)" ,"209741" ,"CME" ,"209" "NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,209742 ,CME ,00 ,209 , 355549, 147505, 89310, 5774, 177659, 232159, 330938, 327243, 24611, 28306, 355549, 147505, 89310, 5774, 177659, 232159, 330938, 327243, 24611, 28306, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4382, 38430, -5993, 841, -38804, 39612, 467, 34460, 3915, -30078, 100.0, 41.5, 25.1, 1.6, 50.0, 65.3, 93.1, 92.0, 6.9, 8.0, 100.0, 41.5, 25.1, 1.6, 50.0, 65.3, 93.1, 92.0, 6.9, 8.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 215, 80, 61, 17, 45, 42, 136, 109, 215, 80, 61, 17, 45, 42, 136, 109, 0, 0, 0, 0, 0, 0, 0, 0, 35.0, 31.2, 45.3, 45.0, 26.8, 21.6, 35.9, 32.8, 35.0, 31.2, 45.3, 45.0, 26.8, 21.6, 35.9, 32.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"( NASDAQ 100 STOCK INDEX X $20)" ,"209742" ,"CME" ,"209" "AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,232741 ,CME ,00 ,232 , 76529, 18367, 18174, 0, 43292, 40805, 61659, 58979, 14870, 17550, 76529, 18367, 18174, 0, 43292, 40805, 61659, 58979, 14870, 17550, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 7542, 1184, 5062, 0, 6782, 1738, 7966, 6800, -424, 742, 100.0, 24.0, 23.7, 0.0, 56.6, 53.3, 80.6, 77.1, 19.4, 22.9, 100.0, 24.0, 23.7, 0.0, 56.6, 53.3, 80.6, 77.1, 19.4, 22.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 47, 7, 15, 0, 15, 14, 22, 29, 47, 7, 15, 0, 15, 14, 22, 29, 0, 0, 0, 0, 0, 0, 0, 0, 47.9, 34.2, 64.4, 48.7, 47.9, 33.9, 63.8, 48.3, 47.9, 34.2, 64.4, 48.7, 47.9, 33.9, 63.8, 48.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)" ,"232741" ,"CME" ,"232" "RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,239741 ,CME ,00 ,239 , 37176, 1516, 5836, 0, 31810, 23267, 33326, 29103, 3850, 8073, 37176, 1516, 5836, 0, 31810, 23267, 33326, 29103, 3850, 8073, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -443, 8, -158, 0, 106, -13, 114, -171, -557, -272, 100.0, 4.1, 15.7, 0.0, 85.6, 62.6, 89.6, 78.3, 10.4, 21.7, 100.0, 4.1, 15.7, 0.0, 85.6, 62.6, 89.6, 78.3, 10.4, 21.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 64, 2, 14, 1, 31, 28, 33, 43, 64, 2, 14, 1, 31, 28, 33, 43, 0, 0, 0, 0, 0, 0, 0, 0, 54.3, 30.8, 67.5, 42.8, 53.7, 29.2, 66.9, 41.3, 54.3, 30.8, 67.5, 42.8, 53.7, 29.2, 66.9, 41.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(RUSSEL 2000 INDEX X $500)" ,"239741" ,"CME" ,"239" "RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,239742 ,CME ,00 ,239 , 291529, 19248, 60350, 4296, 241318, 216692, 264862, 281339, 26667, 10190, 291529, 19248, 60350, 4296, 241318, 216692, 264862, 281339, 26667, 10190, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3748, 1984, -21, 375, -2142, 4679, 216, 5032, 3532, -1284, 100.0, 6.6, 20.7, 1.5, 82.8, 74.3, 90.9, 96.5, 9.1, 3.5, 100.0, 6.6, 20.7, 1.5, 82.8, 74.3, 90.9, 96.5, 9.1, 3.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 153, 34, 47, 23, 42, 51, 85, 112, 153, 34, 47, 23, 42, 51, 85, 112, 0, 0, 0, 0, 0, 0, 0, 0, 59.7, 32.1, 69.5, 47.7, 55.6, 31.3, 62.5, 44.4, 59.7, 32.1, 69.5, 47.7, 55.6, 31.3, 62.5, 44.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(RUSSEL 2000 INDEX X $100)" ,"239742" ,"CME" ,"239" "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,240741 ,CME ,00 ,240 , 71814, 18240, 25523, 3375, 36298, 34234, 57913, 63132, 13901, 8682, 71814, 18240, 25523, 3375, 36298, 34234, 57913, 63132, 13901, 8682, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2640, -363, 1651, -193, 231, -2011, -325, -553, 2965, 3193, 100.0, 25.4, 35.5, 4.7, 50.5, 47.7, 80.6, 87.9, 19.4, 12.1, 100.0, 25.4, 35.5, 4.7, 50.5, 47.7, 80.6, 87.9, 19.4, 12.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 105, 32, 28, 7, 24, 25, 61, 57, 105, 32, 28, 7, 24, 25, 61, 57, 0, 0, 0, 0, 0, 0, 0, 0, 30.3, 36.8, 42.7, 48.4, 25.6, 35.8, 38.0, 46.1, 30.3, 36.8, 42.7, 48.4, 25.6, 35.8, 38.0, 46.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NIKKEI INDEX X $5.00)" ,"240741" ,"CME" ,"240" "NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,240743 ,CME ,00 ,240 , 45105, 17091, 3404, 4, 24038, 7594, 41133, 11002, 3972, 34103, 45105, 17091, 3404, 4, 24038, 7594, 41133, 11002, 3972, 34103, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1021, -101, -214, 0, -396, 132, -497, -82, -524, -939, 100.0, 37.9, 7.5, 0.0, 53.3, 16.8, 91.2, 24.4, 8.8, 75.6, 100.0, 37.9, 7.5, 0.0, 53.3, 16.8, 91.2, 24.4, 8.8, 75.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 45, 17, 7, 1, 11, 11, 29, 18, 45, 17, 7, 1, 11, 11, 29, 18, 0, 0, 0, 0, 0, 0, 0, 0, 53.4, 11.8, 67.4, 16.6, 48.4, 8.2, 62.4, 12.7, 53.4, 11.8, 67.4, 16.6, 48.4, 8.2, 62.4, 12.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NIKKEI INDEX X 500 YEN)" ,"240743" ,"CME" ,"240" "INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE" ,051115 ,2005-11-15,246602 ,CBT ,00 ,246 , 33614, 7236, 3730, 69, 25950, 29027, 33255, 32826, 359, 788, 33614, 7236, 3730, 69, 25950, 29027, 33255, 32826, 359, 788, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 61, 319, 267, 13, -282, -251, 50, 29, 11, 32, 100.0, 21.5, 11.1, 0.2, 77.2, 86.4, 98.9, 97.7, 1.1, 2.3, 100.0, 21.5, 11.1, 0.2, 77.2, 86.4, 98.9, 97.7, 1.1, 2.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 54, 9, 12, 4, 18, 20, 29, 34, 54, 9, 12, 4, 18, 20, 29, 34, 0, 0, 0, 0, 0, 0, 0, 0, 61.0, 48.8, 81.0, 71.8, 60.0, 43.9, 75.3, 63.4, 61.0, 48.8, 81.0, 71.8, 60.0, 43.9, 75.3, 63.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)" ,"246602" ,"CBT" ,"246" "EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE" ,051115 ,2005-11-15,299661 ,NYBT ,01 ,099 , 22053, 14257, 863, 0, 2871, 18217, 17128, 19080, 4925, 2973, 22053, 14257, 863, 0, 2871, 18217, 17128, 19080, 4925, 2973, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1276, -1177, 63, 0, -160, -1268, -1337, -1205, 61, -71, 100.0, 64.6, 3.9, 0.0, 13.0, 82.6, 77.7, 86.5, 22.3, 13.5, 100.0, 64.6, 3.9, 0.0, 13.0, 82.6, 77.7, 86.5, 22.3, 13.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 6, 1, 0, 3, 10, 9, 11, 20, 6, 1, 0, 3, 10, 9, 11, 0, 0, 0, 0, 0, 0, 0, 0, 60.4, 61.3, 75.0, 79.8, 60.4, 61.3, 75.0, 79.8, 60.4, 61.3, 75.0, 79.8, 60.4, 61.3, 75.0, 79.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF EURO 200,000)" ,"299661" ,"NYBT" ,"099" "S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,338741 ,CME ,00 ,138 , 12979, 1282, 649, 0, 6367, 11157, 7649, 11806, 5330, 1173, 12979, 1282, 649, 0, 6367, 11157, 7649, 11806, 5330, 1173, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -219, 5, 0, 0, -309, -161, -304, -161, 85, -58, 100.0, 9.9, 5.0, 0.0, 49.1, 86.0, 58.9, 91.0, 41.1, 9.0, 100.0, 9.9, 5.0, 0.0, 49.1, 86.0, 58.9, 91.0, 41.1, 9.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 31, 2, 2, 1, 17, 15, 19, 18, 31, 2, 2, 1, 17, 15, 19, 18, 0, 0, 0, 0, 0, 0, 0, 0, 26.1, 46.9, 40.2, 68.7, 26.1, 46.9, 40.2, 67.1, 26.1, 46.9, 40.2, 68.7, 26.1, 46.9, 40.2, 67.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(S&P 400 INDEX X $500)" ,"338741" ,"CME" ,"138" "E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,33874A ,CME ,00 ,138 , 44023, 7812, 9661, 0, 31507, 27000, 39319, 36661, 4704, 7362, 44023, 7812, 9661, 0, 31507, 27000, 39319, 36661, 4704, 7362, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4964, 716, 479, 0, 4828, 4065, 5544, 4544, -580, 420, 100.0, 17.7, 21.9, 0.0, 71.6, 61.3, 89.3, 83.3, 10.7, 16.7, 100.0, 17.7, 21.9, 0.0, 71.6, 61.3, 89.3, 83.3, 10.7, 16.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 43, 6, 6, 0, 20, 18, 26, 24, 43, 6, 6, 0, 20, 18, 26, 24, 0, 0, 0, 0, 0, 0, 0, 0, 57.4, 43.3, 72.3, 60.4, 55.3, 43.2, 69.4, 60.3, 57.4, 43.3, 72.3, 60.4, 55.3, 43.2, 69.4, 60.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(S&P 400 INDEX X $100)" ,"33874A" ,"CME" ,"138" "3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE" ,051115 ,2005-11-15,597741 ,CME ,00 ,597 , 34728, 2408, 1802, 136, 19693, 27806, 22237, 29744, 12491, 4984, 34728, 2408, 1802, 136, 19693, 27806, 22237, 29744, 12491, 4984, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -927, 829, 108, 0, 865, -206, 1694, -98, -2621, -829, 100.0, 6.9, 5.2, 0.4, 56.7, 80.1, 64.0, 85.6, 36.0, 14.4, 100.0, 6.9, 5.2, 0.4, 56.7, 80.1, 64.0, 85.6, 36.0, 14.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 46, 5, 9, 2, 20, 27, 26, 38, 46, 5, 9, 2, 20, 27, 26, 38, 0, 0, 0, 0, 0, 0, 0, 0, 34.5, 40.0, 47.6, 61.3, 19.5, 29.6, 26.8, 40.7, 34.5, 40.0, 47.6, 61.3, 19.5, 29.6, 26.8, 40.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF Y100,000,000 FACE VALUE)" ,"597741" ,"CME" ,"597"