WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      243,660
COMMITMENTS
  47,721   64,198   18,362  155,211  125,382  221,294  207,942   22,366   35,718

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     14,230)
   2,419   -2,436    8,302    2,359    7,296   13,080   13,162    1,150    1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     26.3      7.5     63.7     51.5     90.8     85.3      9.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      59      101       53       40       53      141      176
 
 
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      229,430
COMMITMENTS
  45,302   66,634   10,060  152,852  118,086  208,214  194,780   21,216   34,650

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -398)
  -2,769    4,335      611    3,528   -7,528    1,370   -2,582   -1,768    2,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     29.0      4.4     66.6     51.5     90.8     84.9      9.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      55       99       47       40       54      133      168
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      724,681
COMMITMENTS
 150,084   74,725   63,148  389,188  399,305  602,420  537,178  122,261  187,503

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     38,245)
  39,743   -3,776   -9,705   -3,266   49,042   26,772   35,561   11,473    2,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     10.3      8.7     53.7     55.1     83.1     74.1     16.9     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      562)
     148      105      119      183      236      398      411
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      686,436
COMMITMENTS
 110,341   78,501   72,853  392,454  350,263  575,648  501,617  110,788  184,819

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -2,816)
   5,371   -7,026  -12,221    7,587   16,355      737   -2,892   -3,553       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     11.4     10.6     57.2     51.0     83.9     73.1     16.1     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      520)
     122      113      116      170      205      367      379
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,995
COMMITMENTS
   3,572      374       24    1,832    6,072    5,428    6,470    2,567    1,525

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        434)
     472       11      -87      -94      299      291      223      143      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7      4.7      0.3     22.9     75.9     67.9     80.9     32.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        4        2       10       15       23       20
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,561
COMMITMENTS
   3,100      363      111    1,926    5,773    5,137    6,247    2,424    1,314

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        248)
      83       55       -3      121      128      201      180       47       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0      4.8      1.5     25.5     76.4     67.9     82.6     32.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        5        3       12       16       25       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      277,449
COMMITMENTS
  65,890   25,523   17,367  134,892  169,448  218,149  212,338   59,300   65,111

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,108)
  -3,059     -488    2,491     -437     -377   -1,005    1,626    2,113     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      9.2      6.3     48.6     61.1     78.6     76.5     21.4     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     123       70       68      108      130      267      237
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      276,341
COMMITMENTS
  68,949   26,011   14,876  135,329  169,825  219,154  210,712   57,187   65,629

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:    -14,294)
  -3,463      680   -6,545   -2,286   -6,945  -12,294  -12,810   -2,000   -1,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      9.4      5.4     49.0     61.5     79.3     76.3     20.7     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     124       63       74       96      128      260      238
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,187
COMMITMENTS
  13,059    4,696    1,340        0      768   14,399    6,804    4,788   12,383

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,978)
     568    1,187    1,121        0     -172    1,689    2,136      289     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.1     24.5      7.0      0.0      4.0     75.0     35.5     25.0     64.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9       12       10        0        3       14       20
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,209
COMMITMENTS
  12,491    3,509      219        0      940   12,710    4,668    4,499   12,541

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:         99)
      -4      314       80        0       24       76      418       23     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.6     20.4      1.3      0.0      5.5     73.9     27.1     26.1     72.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        9        6        0        3       12       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      146,273
COMMITMENTS
  39,689    9,854   16,081   62,038  106,896  117,808  132,831   28,465   13,442

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -4,950)
   2,772    1,221     -914   -3,609   -5,068   -1,751   -4,761   -3,199     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      6.7     11.0     42.4     73.1     80.5     90.8     19.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      58       20       27       40       37      113       76
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      151,223
COMMITMENTS
  36,917    8,633   16,995   65,647  111,964  119,559  137,592   31,664   13,631

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:    -10,819)
  -1,452   -1,595   -3,852   -8,899   -8,080  -14,203  -13,527    3,384    2,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      5.7     11.2     43.4     74.0     79.1     91.0     20.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      56       17       28       41       41      113       80
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      572,767
COMMITMENTS
  95,418   78,673   11,647  357,376  321,947  464,441  412,267  108,326  160,500

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:    -12,079)
  -6,021  -17,622    1,264    6,902    3,169    2,145  -13,189  -14,224    1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     13.7      2.0     62.4     56.2     81.1     72.0     18.9     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      30       27       22       57       70       96      110
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      584,846
COMMITMENTS
 101,439   96,295   10,383  350,474  318,778  462,296  425,456  122,550  159,390

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:    -34,338)
 -18,570  -10,640     -102   -5,195  -18,481  -23,867  -29,223  -10,471   -5,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     16.5      1.8     59.9     54.5     79.0     72.7     21.0     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      29       30       22       53       70       93      111
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      123,838
COMMITMENTS
  26,227    1,408   15,375   48,753   90,312   90,355  107,095   33,483   16,743

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,365)
     556   -1,363    1,071   -1,877      506     -250      214    1,615    1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      1.1     12.4     39.4     72.9     73.0     86.5     27.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      46        7       28       54       50      113       82
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      122,473
COMMITMENTS
  25,671    2,771   14,304   50,630   89,806   90,605  106,881   31,868   15,592

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -6,175)
  -1,586      628   -2,665   -1,610   -3,361   -5,861   -5,398     -314     -777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      2.3     11.7     41.3     73.3     74.0     87.3     26.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      50       13       26       51       47      112       82
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,234
COMMITMENTS
   2,936    1,422    1,083    1,812    2,861    5,831    5,366    1,403    1,868

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        334)
    -106      -67      121      216      281      231      335      103       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     19.7     15.0     25.0     39.5     80.6     74.2     19.4     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      20       10        8       11       11       33       27
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,900
COMMITMENTS
   3,042    1,489      962    1,596    2,580    5,600    5,031    1,300    1,869

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        224)
    -342      -33      219      337       14      214      200       10       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     21.6     13.9     23.1     37.4     81.2     72.9     18.8     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      20       11        9        9       11       31       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      367,566
COMMITMENTS
 102,187  108,455      122  210,383  150,329  312,692  258,906   54,874  108,660

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -2,867)
   4,489       34       31  -11,936   -4,120   -7,416   -4,055    4,549    1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     29.5      0.0     57.2     40.9     85.1     70.4     14.9     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      13       27        2       45       42       60       69
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      370,433
COMMITMENTS
  97,698  108,421       91  222,319  154,449  320,108  262,961   50,325  107,472

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     17,921)
     487   12,575     -150   12,063      684   12,400   13,109    5,521    4,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     29.3      0.0     60.0     41.7     86.4     71.0     13.6     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12       23        2       45       39       59       62
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,853,596
COMMITMENTS
 397,869  396,940  115,275  1146629  983,310  1659773  1495525  193,823  358,071

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     30,185)
 -23,491  -13,706   36,107   39,697   30,223   52,313   52,624  -22,128  -22,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     21.4      6.2     61.9     53.0     89.5     80.7     10.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      45       69       44       85      114      156      201
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,823,411
COMMITMENTS
 421,360  410,646   79,168  1106932  953,087  1607460  1442901  215,951  380,510

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     30,479)
 -19,392   27,196   -9,431   69,196    8,571   40,373   26,336   -9,894    4,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     22.5      4.3     60.7     52.3     88.2     79.1     11.8     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      40       78       44       78      118      148      210
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,242,754
COMMITMENTS
 185,738  278,257   12,827  887,925  661,334  1086490  952,418  156,264  290,336

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     61,703)
  26,884   43,202      436   43,767   -1,657   71,087   41,981   -9,384   19,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     22.4      1.0     71.4     53.2     87.4     76.6     12.6     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      41       34       14       65       78      111      121
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,181,051
COMMITMENTS
 158,854  235,055   12,391  844,158  662,991  1015403  910,437  165,648  270,614

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     41,149)
 -36,644   46,387    1,007   66,274    2,964   30,637   50,358   10,512   -9,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     19.9      1.0     71.5     56.1     86.0     77.1     14.0     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      36       35       15       64       79      108      121
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      399,900
COMMITMENTS
  86,615   56,432   37,299  209,496  267,931  333,410  361,662   66,490   38,238

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     44,711)
  13,086    6,037    5,599   20,531   22,658   39,216   34,294    5,495   10,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     14.1      9.3     52.4     67.0     83.4     90.4     16.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      28       27       26       51       44       95       81
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      355,189
COMMITMENTS
  73,529   50,395   31,700  188,965  245,273  294,194  327,368   60,995   27,821

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     11,420)
   5,138   -2,321   -3,912    2,972   18,932    4,198   12,699    7,222   -1,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     14.2      8.9     53.2     69.1     82.8     92.2     17.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      27       27       26       44       41       86       79
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       28,218
COMMITMENTS
   6,802    4,719        1   15,431   16,830   22,234   21,550    5,984    6,668

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -800)
     -43      -41        0     -120     -313     -163     -354     -637     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     16.7      0.0     54.7     59.6     78.8     76.4     21.2     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13        8        1       18       10       32       18
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       29,018
COMMITMENTS
   6,845    4,760        1   15,551   17,143   22,397   21,904    6,621    7,114

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        798)
     940     -348        0     -133    1,169      807      821       -9      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     16.4      0.0     53.6     59.1     77.2     75.5     22.8     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12        9        1       20       12       33       21
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       49,828
COMMITMENTS
   8,566   25,119      527   29,790   13,507   38,883   39,153   10,945   10,675

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,285)
  -1,038      707      -57    1,124      611       29    1,261    1,256       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     50.4      1.1     59.8     27.1     78.0     78.6     22.0     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      16       28        4       15       13       33       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       48,543
COMMITMENTS
   9,604   24,412      584   28,666   12,896   38,854   37,892    9,689   10,651

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      3,963)
  -3,633      275      124    8,550    3,589    5,041    3,988   -1,078      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     50.3      1.2     59.1     26.6     80.0     78.1     20.0     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       31        4       14       13       33       47
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,110
COMMITMENTS
   3,754    5,348    1,023   32,031   29,839   36,808   36,210      302      900

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -482)
    -212     -473        0     -193     -116     -405     -589      -77      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     14.4      2.8     86.3     80.4     99.2     97.6      0.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7       17        4       18       22       28       40
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,592
COMMITMENTS
   3,966    5,821    1,023   32,224   29,955   37,213   36,799      379      793

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        -27)
      10      113       -5       30      -70       35       38      -62      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     15.5      2.7     85.7     79.7     99.0     97.9      1.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7       18        4       18       21       28       40
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,076
COMMITMENTS
   1,336    1,879      931   15,266   12,576   17,533   15,386    4,543    6,690

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,468)
    -318      114      167    1,224      905    1,073    1,186      395      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      8.5      4.2     69.2     57.0     79.4     69.7     20.6     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        5        8       25       18       34       28
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,608
COMMITMENTS
   1,654    1,765      764   14,042   11,671   16,460   14,200    4,148    6,408

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        553)
     219       57      -14      176    1,024      381    1,067      172     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      8.6      3.7     68.1     56.6     79.9     68.9     20.1     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        7        7       24       15       32       26
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       99,342
COMMITMENTS
  12,826   26,247   26,725   48,207   21,609   87,758   74,581   11,584   24,761

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      4,371)
     314     -279    4,944     -736     -701    4,522    3,964     -151      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     26.4     26.9     48.5     21.8     88.3     75.1     11.7     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      33       57       43       20       29       86      106
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       94,971
COMMITMENTS
  12,512   26,526   21,781   48,943   22,310   83,236   70,617   11,735   24,354

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -951)
   1,096      137      897     -394      493    1,599    1,527   -2,550   -2,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     27.9     22.9     51.5     23.5     87.6     74.4     12.4     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      40       50       39       18       26       80      104
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,406
COMMITMENTS
     505      946       70      712      444    1,287    1,460    1,119      946

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -305)
     -66      -78      -29      -10     -159     -105     -266     -200      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     39.3      2.9     29.6     18.5     53.5     60.7     46.5     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10       12        4        9        5       21       19
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,711
COMMITMENTS
     571    1,024       99      722      603    1,392    1,726    1,319      985

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -130)
     -27      135      -72      -60      -35     -159       28       29     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     37.8      3.7     26.6     22.2     51.3     63.7     48.7     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       18        6        8        5       24       24
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      142,552
COMMITMENTS
  31,344   37,663   16,598   74,679   58,532  122,621  112,793   19,931   29,759

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      7,619)
   2,232       55    2,913    2,192    3,713    7,337    6,681      282      938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     26.4     11.6     52.4     41.1     86.0     79.1     14.0     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      56       69       59       62       87      144      198
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      134,933
COMMITMENTS
  29,112   37,608   13,685   72,487   54,819  115,284  106,112   19,649   28,821

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     10,280)
    -548    3,458    2,811    3,263      203    5,526    6,472    4,754    3,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     27.9     10.1     53.7     40.6     85.4     78.6     14.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      49       67       56       57       76      134      185
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,216
COMMITMENTS
     969      820       21      833    1,067    1,823    1,908    1,393    1,308

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -380)
      92     -122      -93     -149       19     -150     -196     -230     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     25.5      0.7     25.9     33.2     56.7     59.3     43.3     40.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        8        4       12        8       22       19
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,596
COMMITMENTS
     877      942      114      982    1,048    1,973    2,104    1,623    1,492

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        188)
     -10      141       12     -222     -384     -220     -231      408      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     26.2      3.2     27.3     29.1     54.9     58.5     45.1     41.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       14        2       14        9       22       24
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       23,722
COMMITMENTS
   7,680    3,956    3,309    7,900    5,206   18,889   12,471    4,833   11,251

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -124)
  -2,270      218      758      977      496     -535    1,472      411   -1,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     16.7     13.9     33.3     21.9     79.6     52.6     20.4     47.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      35       26       25       34       41       84       80
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       23,846
COMMITMENTS
   9,950    3,738    2,551    6,923    4,710   19,424   10,999    4,422   12,847

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      1,201)
     932       -4      771     -529       13    1,174      780       27      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     15.7     10.7     29.0     19.8     81.5     46.1     18.5     53.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      43       21       26       30       39       89       73
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       91,255
COMMITMENTS
  35,684    9,859      543   23,890   65,844   60,117   76,246   31,138   15,009

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -168)
     402   -2,220        3   -1,153    3,197     -748      980      580   -1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     10.8      0.6     26.2     72.2     65.9     83.6     34.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      29        7        2       21       24       50       33
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       91,423
COMMITMENTS
  35,282   12,079      540   25,043   62,647   60,865   75,266   30,558   16,157

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     21,349)
  15,918   -3,197        0    2,859   24,629   18,777   21,432    2,572      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     13.2      0.6     27.4     68.5     66.6     82.3     33.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      24       11        1       22       24       46       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       72,416
COMMITMENTS
   6,019   42,511        1   59,067    7,684   65,087   50,196    7,329   22,220

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      2,891)
   3,028    1,572        1    1,145    1,479    4,174    3,052   -1,283     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     58.7      0.0     81.6     10.6     89.9     69.3     10.1     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2       27        1        9        8       11       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       69,525
COMMITMENTS
   2,991   40,939        0   57,922    6,205   60,913   47,144    8,612   22,381

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -4,265)
   1,297   -6,295        0   -6,017    1,472   -4,720   -4,823      455      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     58.9      0.0     83.3      8.9     87.6     67.8     12.4     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1       23        0        7        6        8       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       94,641
COMMITMENTS
  74,606    4,382      240   11,198   84,265   86,044   88,887    8,597    5,754

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -5,703)
  -4,581     -509       75   -1,173   -5,243   -5,679   -5,677      -24      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.8      4.6      0.3     11.8     89.0     90.9     93.9      9.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      63        6        2       15       14       78       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      100,344
COMMITMENTS
  79,187    4,891      165   12,371   89,508   91,723   94,564    8,621    5,780

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -4,267)
  -3,329      527        5   -1,319   -5,019   -4,643   -4,487      376      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.9      4.9      0.2     12.3     89.2     91.4     94.2      8.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      61        8        1       16       17       78       26
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       77,596
COMMITMENTS
  11,268   36,892       10   48,718   21,784   59,996   58,686   17,600   18,910

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      3,479)
   2,201    5,244        0      701     -508    2,902    4,736      577   -1,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     47.5      0.0     62.8     28.1     77.3     75.6     22.7     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      10       24        1       18       20       29       44
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       74,117
COMMITMENTS
   9,067   31,648       10   48,017   22,292   57,094   53,950   17,023   20,167

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        899)
  -1,923      244       10    5,954   -1,055    4,041     -801   -3,142    1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     42.7      0.0     64.8     30.1     77.0     72.8     23.0     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6       23        1       18       18       25       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      168,697
COMMITMENTS
   9,165   68,221      476  133,055   67,280  142,696  135,977   26,001   32,720

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      5,738)
  -1,665   -5,685   -1,068    6,686   10,416    3,953    3,663    1,785    2,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     40.4      0.3     78.9     39.9     84.6     80.6     15.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      14       38        3       26       24       41       64
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      162,959
COMMITMENTS
  10,830   73,906    1,544  126,369   56,864  138,743  132,314   24,216   30,645

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      6,442)
    -749   10,141      521    6,010   -4,504    5,782    6,158      660      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     45.4      0.9     77.5     34.9     85.1     81.2     14.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      16       36        5       25       22       44       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      143,052
COMMITMENTS
  23,055   34,925      293   74,964   60,278   98,312   95,496   44,740   47,556

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      2,766)
  -1,212    2,810     -192    2,034    1,150      630    3,768    2,136   -1,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     24.4      0.2     52.4     42.1     68.7     66.8     31.3     33.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      25       31        5       27       28       54       62
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      140,286
COMMITMENTS
  24,267   32,115      485   72,930   59,128   97,682   91,728   42,604   48,558

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -8,674)
   1,248  -15,776   -1,208     -610   12,982     -570   -4,002   -8,104   -4,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     22.9      0.3     52.0     42.1     69.6     65.4     30.4     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      25       29        5       26       28       53       60
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       60,913
COMMITMENTS
   9,372    1,000      360   47,036   54,223   56,768   55,583    4,145    5,330

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:    -24,172)
 -14,089     -166      310   -6,344  -17,523  -20,123  -17,379   -4,049   -6,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      1.6      0.6     77.2     89.0     93.2     91.2      6.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       10       15       13       17
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       85,085
COMMITMENTS
  23,461    1,166       50   53,380   71,746   76,891   72,962    8,194   12,123

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -299)
  -1,587      245     -245      291   -3,814   -1,541   -3,814    1,242    3,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      1.4      0.1     62.7     84.3     90.4     85.8      9.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1        9       15       12       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,318,861
COMMITMENTS
 772,012  911,185  806,329  4903921  4160089  6482262  5877603  836,599  1441258

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:    -11,781)
  31,264  179,065    4,652   34,078  -71,322   69,994  112,395  -81,775 -124,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     12.4     11.0     67.0     56.8     88.6     80.3     11.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      44       66       83      126      137      216      243
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,330,642
COMMITMENTS
 740,748  732,120  801,677  4869843  4231411  6412268  5765208  918,374  1565434

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:   -229,572)
 -37,702   34,127  -21,322 -148,252 -210,749 -207,276 -197,944  -22,296  -31,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     10.0     10.9     66.4     57.7     87.5     78.6     12.5     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      43       61       82      122      133      213      234
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      656,661
COMMITMENTS
  56,475   42,991    4,555  468,997  504,548  530,027  552,094  126,634  104,567

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -2,458)
   2,725     -363   -1,351   -5,735   -4,001   -4,361   -5,715    1,903    3,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      6.5      0.7     71.4     76.8     80.7     84.1     19.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      34       26       14       86       63      129       94
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      659,119
COMMITMENTS
  53,750   43,354    5,906  474,732  508,549  534,388  557,809  124,731  101,310

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      1,642)
   3,106   -4,192    1,468      269   -4,063    4,843   -6,787   -3,201    8,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      6.6      0.9     72.0     77.2     81.1     84.6     18.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      32       28       18       84       63      128       98
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      948,367
COMMITMENTS
 136,355  238,163    6,976  472,874  607,771  616,205  852,910  332,162   95,457

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -1,639)
  19,321  -12,196   -4,786  -34,025   20,074  -19,490    3,092   17,851   -4,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     25.1      0.7     49.9     64.1     65.0     89.9     35.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      36       55       15       53       59       99      119
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      950,006
COMMITMENTS
 117,034  250,359   11,762  506,899  587,697  635,695  849,818  314,311  100,188

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     91,839)
 -30,464   50,088      946   65,155   38,750   35,637   89,784   56,202    2,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     26.4      1.2     53.4     61.9     66.9     89.5     33.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      34       60       19       59       59      107      124
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,266
COMMITMENTS
   1,060      337        0    6,543   10,960    7,603   11,297    4,663      969

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:         -4)
       0      -16        0       18        3       18      -13      -22        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      2.7      0.0     53.3     89.4     62.0     92.1     38.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       14       16       16       17
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,270
COMMITMENTS
   1,060      353        0    6,525   10,957    7,585   11,310    4,685      960

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -172)
    -212       -5        0       59       -5     -153      -10      -19     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      2.9      0.0     53.2     89.3     61.8     92.2     38.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       14       16       16       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       30,841
COMMITMENTS
   8,875    1,584        0   17,455   25,387   26,330   26,971    4,511    3,870

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -729)
     353      292     -123     -960   -1,048     -730     -879        1      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      5.1      0.0     56.6     82.3     85.4     87.5     14.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        3        0       16       19       24       22
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       31,570
COMMITMENTS
   8,522    1,292      123   18,415   26,435   27,060   27,850    4,510    3,720

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        442)
    -892      275        0      868      -69      -24      206      466      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      4.1      0.4     58.3     83.7     85.7     88.2     14.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        2        1       16       20       23       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       47,712
COMMITMENTS
   7,370    7,104        0   26,167   31,857   33,537   38,961   14,175    8,751

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -2,669)
     921   -1,681        0     -180     -938      741   -2,619   -3,410      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     14.9      0.0     54.8     66.8     70.3     81.7     29.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      12       12        0       28       22       40       34
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,381
COMMITMENTS
   6,449    8,785        0   26,347   32,795   32,796   41,580   17,585    8,801

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        342)
    -433      719        0      791        2      358      721      -16     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     17.4      0.0     52.3     65.1     65.1     82.5     34.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11       11        0       30       22       41       33
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      266,459
COMMITMENTS
  99,804   72,397    1,791  144,453  158,689  246,048  232,877   20,411   33,582

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      7,744)
  28,170   -3,377   -1,240  -16,376   37,378   10,554   32,761   -2,810  -25,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     27.2      0.7     54.2     59.6     92.3     87.4      7.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      70       54        9       35       42      110      100
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      258,715
COMMITMENTS
  71,634   75,774    3,031  160,829  121,311  235,494  200,116   23,221   58,599

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     18,713)
 -10,003  -33,155    1,208   26,841   44,875   18,046   12,928      667    5,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     29.3      1.2     62.2     46.9     91.0     77.3      9.0     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      65       56       10       38       40      109      100
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       63,659
COMMITMENTS
  16,209    9,453        7   32,041   38,703   48,257   48,163   15,402   15,496

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -831)
  -1,659      141        0    2,823     -880    1,164     -739   -1,995      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     14.8      0.0     50.3     60.8     75.8     75.7     24.2     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        9        1       16       16       24       25
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       64,490
COMMITMENTS
  17,868    9,312        7   29,218   39,583   47,093   48,902   17,397   15,588

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      4,121)
   1,334    1,348        7    3,762     -655    5,103      700     -982    3,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     14.4      0.0     45.3     61.4     73.0     75.8     27.0     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        9        1       16       17       25       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       29,274
COMMITMENTS
     778    4,244        0   23,431   19,290   24,209   23,534    5,065    5,740

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        189)
     -22      194        0       94   -1,607       72   -1,413      117    1,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     14.5      0.0     80.0     65.9     82.7     80.4     17.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3       10        0       28       21       31       31
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       29,085
COMMITMENTS
     800    4,050        0   23,337   20,897   24,137   24,947    4,948    4,138

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -153)
     -79     -269        0     -128    2,419     -207    2,150       54   -2,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     13.9      0.0     80.2     71.8     83.0     85.8     17.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        9        0       28       22       31       31
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      224,709
COMMITMENTS
  26,083   43,567      880  184,792  170,003  211,755  214,450   12,954   10,259

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -2,726)
    -947     -226     -187   -1,320      275   -2,454     -138     -272   -2,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     19.4      0.4     82.2     75.7     94.2     95.4      5.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      26       36        5       35       47       63       86
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      227,435
COMMITMENTS
  27,030   43,793    1,067  186,112  169,728  214,209  214,588   13,226   12,847

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:    -12,765)
   2,844   -1,827       42  -14,880  -13,341  -11,994  -15,126     -771    2,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     19.3      0.5     81.8     74.6     94.2     94.4      5.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      23       41        6       35       49       61       93
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,610
COMMITMENTS
  13,414    7,083      411   12,320   21,970   26,145   29,464   11,465    8,146

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      2,446)
   1,352    1,146      -19      972      730    2,305    1,857      141      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     18.8      1.1     32.8     58.4     69.5     78.3     30.5     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      27       13        3       16       20       44       35
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,164
COMMITMENTS
  12,062    5,937      430   11,348   21,240   23,840   27,607   11,324    7,557

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      3,186)
     479      483       40    1,704    2,055    2,223    2,578      963      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     16.9      1.2     32.3     60.4     67.8     78.5     32.2     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      24       13        3       16       19       41       34
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       22,289
COMMITMENTS
   5,592        0       70   12,129    5,694   17,791    5,764    4,498   16,525

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      4,938)
     628     -200       70    2,733    3,494    3,431    3,364    1,507    1,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      0.0      0.3     54.4     25.5     79.8     25.9     20.2     74.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        0        1        9        3       18        4
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       28,959
COMMITMENTS
   1,153    2,366      107   14,289   22,338   15,549   24,811   13,410    4,148

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        624)
    -142       55     -334      981      339      505       60      119      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      8.2      0.4     49.3     77.1     53.7     85.7     46.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       10        2       13       19       17       30
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       28,335
COMMITMENTS
   1,295    2,311      441   13,308   21,999   15,044   24,751   13,291    3,584

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -583)
       0     -496     -253     -301      192     -554     -557      -29      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      8.2      1.6     47.0     77.6     53.1     87.4     46.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       10        2       13       19       17       30
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      128,213
COMMITMENTS
  43,198   21,296   13,183   38,382   80,908   94,763  115,387   33,450   12,826

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      4,934)
   1,447    2,405    2,404    1,098       92    4,949    4,901      -15       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     16.6     10.3     29.9     63.1     73.9     90.0     26.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      91       32       28       24       31      124       84
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      123,279
COMMITMENTS
  41,751   18,891   10,779   37,284   80,816   89,814  110,486   33,465   12,793

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        655)
  -1,135      562      510    2,263     -715    1,638      357     -983      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     15.3      8.7     30.2     65.6     72.9     89.6     27.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      91       26       27       23       33      121       81
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      111,141
COMMITMENTS
  39,644   22,767   17,077   38,690   57,185   95,411   97,029   15,730   14,112

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      4,735)
   2,922    1,126      971     -353    1,531    3,540    3,628    1,195    1,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     20.5     15.4     34.8     51.5     85.8     87.3     14.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      64       61       47       43       40      144      121
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      106,406
COMMITMENTS
  36,722   21,641   16,106   39,043   55,654   91,871   93,401   14,535   13,005

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      4,324)
   3,199    1,475    1,267     -712    1,519    3,754    4,261      570       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     20.3     15.1     36.7     52.3     86.3     87.8     13.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      60       62       47       45       41      143      121
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      270,001
COMMITMENTS
 116,572   62,461   23,347   75,991  160,039  215,910  245,847   54,091   24,154

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        110)
  -8,013   11,598     -185    9,853  -17,007    1,655   -5,594   -1,545    5,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     23.1      8.6     28.1     59.3     80.0     91.1     20.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
     127       59       41       42       43      187      131
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      269,891
COMMITMENTS
 124,585   50,863   23,532   66,138  177,046  214,255  251,441   55,636   18,450

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:    -11,295)
 -22,148    9,004     -247   11,391  -18,042  -11,004   -9,285     -291   -2,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     18.8      8.7     24.5     65.6     79.4     93.2     20.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
     123       50       39       40       42      181      118
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,922
COMMITMENTS
   4,932    2,432      594    2,585    7,482    8,111   10,508    3,811    1,414

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -932)
  -1,538        2       32      222   -1,278   -1,284   -1,244      352      312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     20.4      5.0     21.7     62.8     68.0     88.1     32.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      23        2       10        6        6       38       17
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,854
COMMITMENTS
   6,470    2,430      562    2,363    8,760    9,395   11,752    3,459    1,102

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        459)
     254      228       19      112      -69      385      178       74      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     18.9      4.4     18.4     68.1     73.1     91.4     26.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      22        2       10        6        6       37       17
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       83,964
COMMITMENTS
  21,208    6,664    1,277   45,053   56,984   67,538   64,925   16,426   19,039

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      3,510)
   1,551     -368     -771    2,543    5,464    3,323    4,325      187     -815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      7.9      1.5     53.7     67.9     80.4     77.3     19.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      39       15       10       44       56       89       75
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       80,454
COMMITMENTS
  19,657    7,032    2,048   42,510   51,520   64,215   60,600   16,239   19,854

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      4,132)
    -940     -105     -969    5,813    5,360    3,904    4,286      228     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      8.7      2.5     52.8     64.0     79.8     75.3     20.2     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      36       17       13       44       47       88       70
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       25,702
COMMITMENTS
   2,428    1,241      677   17,004   16,963   20,109   18,881    5,593    6,821

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -410)
     -12     -282      321     -869     -283     -560     -244      150     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      4.8      2.6     66.2     66.0     78.2     73.5     21.8     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        8        5       22       20       33       29
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       26,112
COMMITMENTS
   2,440    1,523      356   17,873   17,246   20,669   19,125    5,443    6,987

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        208)
      45      -21      103     -391      288     -243      370      451     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      5.8      1.4     68.4     66.0     79.2     73.2     20.8     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        5        3       20       19       29       26
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       92,001
COMMITMENTS
  20,603   23,421    2,427   57,148   56,575   80,178   82,423   11,823    9,578

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,770)
     348    8,004   -1,034    1,935   -6,798    1,249      172      521    1,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     25.5      2.6     62.1     61.5     87.1     89.6     12.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      57       57       32       51       45      129      115
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       90,231
COMMITMENTS
  20,255   15,417    3,461   55,213   63,373   78,929   82,251   11,302    7,980

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -1,698)
  -1,655      420      261       76   -2,898   -1,318   -2,217     -380      519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     17.1      3.8     61.2     70.2     87.5     91.2     12.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      53       49       40       47       45      130      110
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,314
COMMITMENTS
  14,321    2,163    1,570   12,099   26,827   27,990   30,560    4,324    1,754

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -1,823)
  -2,819     -768     -323    1,640     -899   -1,502   -1,990     -321      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3      6.7      4.9     37.4     83.0     86.6     94.6     13.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      57       11       17       19       18       83       40
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,137
COMMITMENTS
  17,140    2,931    1,893   10,459   27,726   29,492   32,550    4,645    1,587

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      3,271)
   1,477   -1,140      166    1,306    4,108    2,949    3,134      322      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2      8.6      5.5     30.6     81.2     86.4     95.4     13.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      66       19       20       13       18       95       43
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      127,143
COMMITMENTS
  23,761   24,726    2,440   92,410   94,779  118,611  121,945    8,532    5,198

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        640)
     104    1,612     -445      125   -1,301     -216     -134      856      774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     19.4      1.9     72.7     74.5     93.3     95.9      6.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      47       48       16       51       37      107       96
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      126,503
COMMITMENTS
  23,657   23,114    2,885   92,285   96,080  118,827  122,079    7,676    4,424

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      8,477)
     439    8,238    1,519    5,563      882    7,521   10,639      956   -2,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     18.3      2.3     73.0     76.0     93.9     96.5      6.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      61       44       21       48       37      113      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      410,328
COMMITMENTS
 127,970   46,542   25,632  189,988  300,121  343,590  372,295   66,738   38,033

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     15,974)
   5,539   -6,863    9,219     -367   13,439   14,391   15,795    1,583      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     11.3      6.2     46.3     73.1     83.7     90.7     16.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      66       31       38       52       47      139      101
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      394,354
COMMITMENTS
 122,431   53,405   16,413  190,355  286,682  329,199  356,500   65,155   37,854

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     18,277)
  11,742     -796    1,900      501   18,631   14,143   19,735    4,134   -1,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     13.5      4.2     48.3     72.7     83.5     90.4     16.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      64       26       30       52       49      130       94
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       94,874
COMMITMENTS
  26,761   16,400    7,178   50,038   62,984   83,977   86,562   10,897    8,312

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        517)
  -1,410      594      231    1,125     -960      -54     -135      571      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     17.3      7.6     52.7     66.4     88.5     91.2     11.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      96       71       49       85       88      205      194
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       94,357
COMMITMENTS
  28,171   15,806    6,947   48,913   63,944   84,031   86,697   10,326    7,660

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      4,618)
     539      270    1,875    1,172    1,701    3,586    3,846    1,032      772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     16.8      7.4     51.8     67.8     89.1     91.9     10.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     101       63       47       79       85      204      182
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,038
COMMITMENTS
  17,475    1,741    2,245    6,273   23,446   25,993   27,432    3,045    1,606

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        986)
     529      338       78    1,754      640    2,361    1,056   -1,375      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.2      6.0      7.7     21.6     80.7     89.5     94.5     10.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      30        8        8        7        4       43       16
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       28,052
COMMITMENTS
  16,946    1,403    2,167    4,519   22,806   23,632   26,376    4,420    1,676

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -5,769)
  -6,499   -1,174      -15      208   -3,959   -6,306   -5,148      537     -621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.4      5.0      7.7     16.1     81.3     84.2     94.0     15.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      29        7        7        8        5       41       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      178,861
COMMITMENTS
  30,882   21,319   24,141   88,548  107,288  143,571  152,748   35,290   26,113

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -5,438)
  -1,119   -4,495   -3,621    4,974    7,689      234     -427   -5,672   -5,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     11.9     13.5     49.5     60.0     80.3     85.4     19.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      31       24       32       62       58      114       95
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      184,299
COMMITMENTS
  32,001   25,814   27,762   83,574   99,599  143,337  153,175   40,962   31,124

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -6,086)
  -4,051   -2,386   -1,168   -2,217   -3,813   -7,436   -7,367    1,350    1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     14.0     15.1     45.3     54.0     77.8     83.1     22.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      32       27       34       61       58      116       99
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      512,089
COMMITMENTS
  48,327   72,426  167,083  224,046  243,546  439,456  483,055   72,633   29,034

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     17,613)
    -232    3,067    7,420   11,417    8,741   18,605   19,228     -992   -1,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     14.1     32.6     43.8     47.6     85.8     94.3     14.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      50       44       65       95       81      186      154
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      494,476
COMMITMENTS
  48,559   69,359  159,663  212,629  234,805  420,851  463,827   73,625   30,649

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     18,213)
  10,075    1,982    9,444   -2,371    7,523   17,148   18,949    1,065     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     14.0     32.3     43.0     47.5     85.1     93.8     14.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      51       48       62       94       80      185      154
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,062
COMMITMENTS
   8,053    3,870    1,462   23,638   23,850   33,153   29,182    4,909    8,880

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -160)
  -2,512      240      180    1,583   -1,132     -749     -712      589      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     10.2      3.8     62.1     62.7     87.1     76.7     12.9     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        2       17       12       20       16
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,222
COMMITMENTS
  10,565    3,630    1,282   22,055   24,982   33,902   29,894    4,320    8,328

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        132)
  -1,957    2,488      485    1,778       24      306    2,997     -174   -2,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      9.5      3.4     57.7     65.4     88.7     78.2     11.3     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       15       13       18       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,105
COMMITMENTS
   3,464   29,142   15,291   98,751   79,162  117,506  123,595   10,599    4,510

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        703)
   3,105    7,911   -8,909    6,703    3,563      899    2,565     -196   -1,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     22.7     11.9     77.1     61.8     91.7     96.5      8.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        5       25       26       30       31
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      127,402
COMMITMENTS
     359   21,231   24,200   92,048   75,599  116,607  121,030   10,795    6,372

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -973)
    -365    4,172   -4,029    2,922     -509   -1,472     -366      499     -607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     16.7     19.0     72.3     59.3     91.5     95.0      8.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        5       22       23       27       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,509
COMMITMENTS
  27,917   11,347    2,684   38,028   49,433   68,629   63,464    3,880    9,045

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      4,524)
   3,096        0        0    1,002    3,792    4,098    3,792      426      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     15.6      3.7     52.4     68.2     94.6     87.5      5.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       15       14       17       18
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,985
COMMITMENTS
  24,821   11,347    2,684   37,026   45,641   64,531   59,672    3,454    8,313

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      4,857)
   4,884      453        0       97    5,260    4,981    5,713     -124     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     16.7      3.9     54.5     67.1     94.9     87.8      5.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       15       14       17       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,797
COMMITMENTS
       0   10,072    5,153   47,821   38,076   52,974   53,301    3,823    3,496

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      2,834)
       0    4,845     -959    4,219   -1,776    3,260    2,110     -426      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.7      9.1     84.2     67.0     93.3     93.8      6.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        2       18       17       20       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,963
COMMITMENTS
       0    5,227    6,112   43,602   39,852   49,714   51,191    4,249    2,772

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -2,751)
       0   -2,580      613   -3,976   -1,578   -3,363   -3,545      612      794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.7     11.3     80.8     73.9     92.1     94.9      7.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       18       16       20       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,576
COMMITMENTS
   1,866   15,382    7,183   50,006   34,293   59,055   56,858    4,521    6,718

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      5,523)
     912      889      788    4,688    2,427    6,388    4,104     -865    1,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     24.2     11.3     78.7     53.9     92.9     89.4      7.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        6       24       20       30       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,053
COMMITMENTS
     954   14,493    6,395   45,318   31,866   52,667   52,754    5,386    5,299

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      1,552)
  -1,773     -729    1,186    2,025    3,105    1,438    3,562      114   -2,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     25.0     11.0     78.1     54.9     90.7     90.9      9.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        5       23       19       28       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,457
COMMITMENTS
       0      397    1,410   44,111   38,656   45,521   40,463      936    5,994

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      5,292)
    -639      397      -87    6,018    1,086    5,292    1,396        0    3,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      3.0     95.0     83.2     98.0     87.1      2.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       18       18       19       19
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,165
COMMITMENTS
     639        0    1,497   38,093   37,570   40,229   39,067      936    2,098

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        476)
  -1,744        0      820    1,276     -344      352      476      124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      3.6     92.5     91.3     97.7     94.9      2.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       18       18       19
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,407
COMMITMENTS
       0   13,201      605   53,186   44,459   53,791   58,265    9,616    5,142

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        268)
       0    4,719   -2,171    1,830   -2,552     -341       -4      609      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.8      1.0     83.9     70.1     84.8     91.9     15.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       22       20       23       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,139
COMMITMENTS
       0    8,482    2,776   51,356   47,011   54,132   58,269    9,007    4,870

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -1,296)
       0      576   -1,725      369     -147   -1,356   -1,296       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.4      4.4     81.3     74.5     85.7     92.3     14.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       22       19       24       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,055
COMMITMENTS
  46,055   50,823    4,453   46,744   43,020   97,252   98,296    5,803    4,759

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     12,614)
   2,614   12,144    1,220    9,718     -662   13,552   12,702     -938      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     49.3      4.3     45.4     41.7     94.4     95.4      5.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       17       21       20       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,441
COMMITMENTS
  43,441   38,679    3,233   37,026   43,682   83,700   85,594    6,741    4,847

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      5,366)
   1,123    3,574      589    2,318      719    4,030    4,882    1,336      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     42.8      3.6     40.9     48.3     92.5     94.6      7.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       16       20       19       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,776
COMMITMENTS
     780    4,714    1,077   28,591   22,201   30,448   27,992    6,328    8,784

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      2,583)
    -372    3,123     -803    3,386       93    2,211    2,413      372      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     12.8      2.9     77.7     60.4     82.8     76.1     17.2     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       18       17       21       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,193
COMMITMENTS
   1,152    1,591    1,880   25,205   22,108   28,237   25,579    5,956    8,614

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      2,555)
    -620      463   -1,017    4,900    2,498    3,263    1,944     -708      611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      4.7      5.5     73.7     64.7     82.6     74.8     17.4     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       15       16       18       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,140,001
COMMITMENTS
 295,321   62,869  211,984  615,120  852,485  1122425  1127338   17,576   12,663

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     12,013)
  13,226    2,754   -2,267    5,125   14,654   16,084   15,141   -4,071   -3,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      5.5     18.6     54.0     74.8     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      21       17       34       84       80      120      116
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,127,988
COMMITMENTS
 282,095   60,115  214,251  609,995  837,831  1106341  1112197   21,647   15,791

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     54,211)
  31,067    8,136   13,205    8,885   30,197   53,157   51,538    1,054    2,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      5.3     19.0     54.1     74.3     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      21       17       34       83       80      119      116
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      187,150
COMMITMENTS
  27,895   36,186   61,271   95,946   86,398  185,112  183,855    2,038    3,295

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     11,931)
  -6,655   -3,565    8,761    9,388    6,296   11,494   11,492      437      439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     19.3     32.7     51.3     46.2     98.9     98.2      1.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13        7       17       27       28       46       46
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      175,219
COMMITMENTS
  34,550   39,751   52,510   86,558   80,102  173,618  172,363    1,601    2,856

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      5,573)
   1,044   -3,350    5,814   -1,014    3,336    5,844    5,800     -271     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     22.7     30.0     49.4     45.7     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13        7       17       26       27       45       45
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       71,269
COMMITMENTS
  20,465    3,980   16,875   33,259   50,014   70,599   70,869      670      400

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      2,181)
    -780     -140      810    1,891    1,271    1,921    1,941      260      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      5.6     23.7     46.7     70.2     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        5        9       36       32       45       42
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       69,088
COMMITMENTS
  21,245    4,120   16,065   31,368   48,743   68,678   68,928      410      160

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      2,149)
   1,840      180      502      227    1,999    2,569    2,681     -420     -532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      6.0     23.3     45.4     70.6     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        4        9       36       32       46       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,384
COMMITMENTS
   3,153    1,179    4,202   17,925   20,412   25,280   25,793    1,104      591

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        182)
       0     -154       82     -922      762     -840      690    1,022     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      4.5     15.9     67.9     77.4     95.8     97.8      4.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        3       19       22       24       25
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,202
COMMITMENTS
   3,153    1,333    4,120   18,847   19,650   26,120   25,103       82    1,099

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      2,038)
    -230      830       62    2,680      556    2,512    1,448     -474      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      5.1     15.7     71.9     75.0     99.7     95.8      0.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        3       19       22       24       25
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,852
COMMITMENTS
     780    3,788    2,437    7,083    4,077   10,300   10,302      552      550

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,618)
      86    1,018       86      894      -36    1,066    1,068      552      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     34.9     22.5     65.3     37.6     94.9     94.9      5.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        4       16       15       21       19
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,234
COMMITMENTS
     694    2,770    2,351    6,189    4,113    9,234    9,234        0        0

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        156)
       0      344     -264      674       76      410      156     -254        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     30.0     25.5     67.0     44.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       17       16       21       20
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,939
COMMITMENTS
   2,398    2,971      546    8,442    7,696   11,386   11,213      553      726

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     24.9      4.6     70.7     64.5     95.4     93.9      4.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       10        8       13       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,236
COMMITMENTS
   3,260    1,624    2,640    5,936    7,402   11,836   11,666      400      570

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -916)
      40        4        0     -256     -200     -216     -196     -700     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     13.3     21.6     48.5     60.5     96.7     95.3      3.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        4       16       15       22       19
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,152
COMMITMENTS
   3,220    1,620    2,640    6,192    7,602   12,052   11,862    1,100    1,290

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        952)
     140     -720       40      292      912      472      232      480      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     12.3     20.1     47.1     57.8     91.6     90.2      8.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        4       17       16       22       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,150
COMMITMENTS
   9,610      280    1,170    8,890   17,720   19,670   19,170      480      980

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,180)
     700        0      120      340      660    1,160      780       20      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7      1.4      5.8     44.1     87.9     97.6     95.1      2.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       18       20       22       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       18,970
COMMITMENTS
   8,910      280    1,050    8,550   17,060   18,510   18,390      460      580

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      2,820)
   1,160      -80        0    1,620    2,920    2,780    2,840       40      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0      1.5      5.5     45.1     89.9     97.6     96.9      2.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       18       21       22       25
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      822,636
COMMITMENTS
 108,705   89,806  137,627  511,125  523,348  757,457  750,781   65,179   71,855

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -5,560)
 -13,564    1,566    4,632    9,006   -4,440       74    1,758   -5,634   -7,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     10.9     16.7     62.1     63.6     92.1     91.3      7.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      66       82       94       80       91      213      216
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      828,196
COMMITMENTS
 122,269   88,240  132,995  502,119  527,788  757,383  749,023   70,813   79,173

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     14,222)
     992     -279    4,050    8,847   16,822   13,889   20,593      333   -6,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     10.7     16.1     60.6     63.7     91.4     90.4      8.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      80       85       97       80       88      222      220
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,868
COMMITMENTS
   8,476    5,527       26    2,562    7,073   11,064   12,626    2,804    1,242

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        105)
     181      225      -36      -75     -101       70       88       35       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.1     39.9      0.2     18.5     51.0     79.8     91.0     20.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      58       23        2       11       24       70       48
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,763
COMMITMENTS
   8,295    5,302       62    2,637    7,174   10,994   12,538    2,769    1,225

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:         -9)
    -107     -242       20       77      336      -10      114        1     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3     38.5      0.5     19.2     52.1     79.9     91.1     20.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      55       22        2       11       24       68       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,869
COMMITMENTS
   4,140      870      111    1,544    5,774    5,795    6,755    2,074    1,114

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        -39)
      51       10      -34      -19      -74       -2      -98      -37       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6     11.1      1.4     19.6     73.4     73.6     85.8     26.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        8        2        9       12       25       22
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,908
COMMITMENTS
   4,089      860      145    1,563    5,848    5,797    6,853    2,111    1,055

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -1,162)
  -1,514       40      107      816   -1,197     -591   -1,050     -571     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     10.9      1.8     19.8     74.0     73.3     86.7     26.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      16        8        3        9       13       26       23
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      157,927
COMMITMENTS
  41,980    9,707    9,699   87,989  128,155  139,668  147,561   18,259   10,366

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -3,227)
  -4,013    2,749     -319    4,750   -1,039      418    1,391   -3,645   -4,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      6.1      6.1     55.7     81.1     88.4     93.4     11.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      52       19       28       70       76      139      108
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      161,154
COMMITMENTS
  45,993    6,958   10,018   83,239  129,194  139,250  146,170   21,904   14,984

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     14,455)
   3,306     -425    2,451    3,950    8,374    9,707   10,400    4,748    4,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      4.3      6.2     51.7     80.2     86.4     90.7     13.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      53       19       30       65       76      134      112


Updated July 29, 2005