  This paper considers ideal gas-like models of trading markets, where each
agent is identified as a gas molecule that interacts with others trading in
elastic or money-conservative collisions. Traditionally, these models introduce
different rules of random selection and exchange between pair agents. Unlike
these traditional models, this work introduces a chaotic procedure able of
breaking the pairing symmetry of agents (i,j)->(j,i). Its results show that,
the asymptotic money distributions of a market under chaotic evolution can
exhibit a transition from Gibbs to Pareto distributions, as the pairing
symmetry is progressively broken.
