WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      257,888
COMMITMENTS
  43,440   68,720   24,113  160,148  120,350  227,701  213,183   30,187   44,705

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      8,745)
  -1,425   -1,159    2,932     -292     -554    1,215    1,219    7,530    7,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     26.6      9.4     62.1     46.7     88.3     82.7     11.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      55      100       52       40       52      137      173


WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      249,143
COMMITMENTS
  44,865   69,879   21,181  160,440  120,904  226,486  211,964   22,657   37,179

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      5,483)
  -2,856    5,681    2,819    5,229   -4,478    5,192    4,022      291    1,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     28.0      8.5     64.4     48.5     90.9     85.1      9.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      55      101       52       39       48      133      172


CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      743,559
COMMITMENTS
 143,203   76,057   73,620  397,558  413,696  614,381  563,373  129,178  180,186

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      3,718)
   2,528    1,072      913   -4,850     -754   -1,409    1,231    5,127    2,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     10.2      9.9     53.5     55.6     82.6     75.8     17.4     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      562)
     143       98      119      194      235      408      405


CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      739,841
COMMITMENTS
 140,675   74,985   72,707  402,408  414,450  615,790  562,142  124,051  177,699

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     15,160)
  -9,409      260    9,559   13,220   15,145   13,370   24,964    1,790   -9,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     10.1      9.8     54.4     56.0     83.2     76.0     16.8     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     136      105      128      193      234      413      412


OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,734
COMMITMENTS
   3,288      360      205    1,580    5,715    5,073    6,280    2,661    1,454

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:       -175)
    -440       15      176     -144     -325     -408     -134      233      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5      4.7      2.7     20.4     73.9     65.6     81.2     34.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12        4        4        9       14       24       20


OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,909
COMMITMENTS
   3,728      345       29    1,724    6,040    5,481    6,414    2,428    1,495

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        -86)
     156      -29        5     -108      -32       53      -56     -139      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1      4.4      0.4     21.8     76.4     69.3     81.1     30.7     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        3        3        9       14       24       18


SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      272,292
COMMITMENTS
  70,606   24,332   17,506  128,304  166,197  216,416  208,035   55,876   64,257

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:       -772)
   1,591   -2,903    2,413   -3,719    1,731      285    1,241   -1,057   -2,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      8.9      6.4     47.1     61.0     79.5     76.4     20.5     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     122       74       67       85      124      249      237


SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      273,064
COMMITMENTS
  69,015   27,235   15,093  132,023  164,466  216,131  206,794   56,933   66,270

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -4,385)
   3,125    1,712   -2,274   -2,869   -4,982   -2,018   -5,544   -2,367    1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     10.0      5.5     48.3     60.2     79.2     75.7     20.8     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     113       69       64      103      127      260      228


SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      137,333
COMMITMENTS
  35,437   11,681   16,932   58,867   96,298  111,236  124,911   26,097   12,422

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        259)
  -1,337    2,111    2,330      -15   -3,340      978    1,101     -719     -842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      8.5     12.3     42.9     70.1     81.0     91.0     19.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      55       23       34       38       34      114       83


SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      137,074
COMMITMENTS
  36,774    9,570   14,602   58,882   99,638  110,258  123,810   26,816   13,264

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -9,199)
  -2,915     -284   -1,479   -3,156   -7,258   -7,550   -9,021   -1,649     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      7.0     10.7     43.0     72.7     80.4     90.3     19.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      52       18       26       40       36      108       75


U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      554,372
COMMITMENTS
  77,271   83,775    6,308  366,151  306,042  449,730  396,125  104,642  158,247

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -1,700)
 -10,998   11,445     -729   18,280  -14,703    6,553   -3,987   -8,253    2,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     15.1      1.1     66.0     55.2     81.1     71.5     18.9     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      27       30       20       64       73      100      114


U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      556,072
COMMITMENTS
  88,269   72,330    7,037  347,871  320,745  443,177  400,112  112,895  155,960

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    -16,695)
  -7,149   -6,343   -4,610   -9,505   -1,202  -21,264  -12,155    4,569   -4,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     13.0      1.3     62.6     57.7     79.7     72.0     20.3     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      29       27       23       59       72       98      112


SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      113,404
COMMITMENTS
  22,271    2,590   17,972   42,059   78,201   82,302   98,763   31,102   14,641

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -4,998)
  -2,825    1,378    2,912   -3,983   -8,909   -3,896   -4,619   -1,102     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      2.3     15.8     37.1     69.0     72.6     87.1     27.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      46       13       34       54       48      119       87


SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      118,402
COMMITMENTS
  25,096    1,212   15,060   46,042   87,110   86,198  103,382   32,204   15,020

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -5,436)
  -1,131     -196     -315   -2,711   -3,202   -4,157   -3,713   -1,279   -1,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      1.0     12.7     38.9     73.6     72.8     87.3     27.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      49        6       31       54       49      115       83


ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,663
COMMITMENTS
   2,865    1,277    1,372    2,088    3,156    6,325    5,805    1,338    1,858

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        158)
    -205       -5      287      124      -17      206      265      -48     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     16.7     17.9     27.2     41.2     82.5     75.8     17.5     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      17       10        9       13       12       35       26


ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,505
COMMITMENTS
   3,070    1,282    1,085    1,964    3,173    6,119    5,540    1,386    1,965

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        271)
     134     -140        2      152      312      288      174      -17       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     17.1     14.5     26.2     42.3     81.5     73.8     18.5     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      20        9       10       12       10       36       25


2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      360,649
COMMITMENTS
 105,895  112,713    2,139  199,192  138,808  307,226  253,660   53,423  106,989

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        530)
   2,545    7,307      222   -1,325   -6,047    1,442    1,482     -912     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     31.3      0.6     55.2     38.5     85.2     70.3     14.8     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      15       29        4       44       41       61       72


2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      360,119
COMMITMENTS
 103,350  105,406    1,917  200,517  144,855  305,784  252,178   54,335  107,941

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -7,447)
   1,163   -3,049    1,795   -9,866   -5,474   -6,908   -6,728     -539     -719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     29.3      0.5     55.7     40.2     84.9     70.0     15.1     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      13       29        3       44       41       59       71


10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,006,687
COMMITMENTS
 488,007  376,932  121,689  1181143  1054995  1790839  1553616  215,848  453,071

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     96,875)
  79,546   -8,119   -8,223   19,101   58,452   90,424   42,110    6,451   54,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     18.8      6.1     58.9     52.6     89.2     77.4     10.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      54       58       42       89      122      161      204


10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,909,812
COMMITMENTS
 408,461  385,051  129,912  1162042  996,543  1700415  1511506  209,397  398,306

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     56,216)
  10,592  -11,889   14,637   15,413   13,233   40,642   15,981   15,574   40,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     20.2      6.8     60.8     52.2     89.0     79.1     11.0     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      46       64       44       76      116      146      200


5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,450,245
COMMITMENTS
 212,073  404,539   21,779  1084000  718,578  1317852  1144896  132,393  305,349

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:    118,323)
  18,355   53,837      326   98,950   47,168  117,631  101,331      692   16,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     27.9      1.5     74.7     49.5     90.9     78.9      9.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      37       42       20       67       80      109      137


5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,331,922
COMMITMENTS
 193,718  350,702   21,453  985,050  671,410  1200221  1043565  131,701  288,357

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     89,168)
   7,980   72,445    8,626   97,125   10,076  113,731   91,147  -24,563   -1,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     26.3      1.6     74.0     50.4     90.1     78.4      9.9     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      36       39       16       67       75      109      124


30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      379,708
COMMITMENTS
 115,455   54,550   38,716  174,646  253,207  328,817  346,473   50,891   33,235

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:    -53,187)
   5,054     -447   -6,886  -44,586  -44,125  -46,418  -51,458   -6,769   -1,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     14.4     10.2     46.0     66.7     86.6     91.2     13.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      29       21       29       41       37       84       73


30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      432,895
COMMITMENTS
 110,401   54,997   45,602  219,232  297,332  375,235  397,931   57,660   34,964

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     32,995)
  23,786   -1,435    8,303    9,736   29,401   41,825   36,269   -8,830   -3,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     12.7     10.5     50.6     68.7     86.7     91.9     13.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      31       25       32       52       42      100       82


DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       30,723
COMMITMENTS
   8,248    5,649        0   15,888   18,032   24,136   23,681    6,587    7,042

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        767)
     345      524       -1      535      542      879    1,065     -112     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     18.4      0.0     51.7     58.7     78.6     77.1     21.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14        9        0       19       12       33       21


DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       29,956
COMMITMENTS
   7,903    5,125        1   15,353   17,490   23,257   22,616    6,699    7,340

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,738)
   1,101      406        0      -78      660    1,023    1,066      715      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     17.1      0.0     51.3     58.4     77.6     75.5     22.4     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      15        9        1       18       11       34       20


DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       54,527
COMMITMENTS
  12,556   30,204      471   29,251   12,390   42,278   43,065   12,249   11,462

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      1,674)
   2,010    2,783     -187      -66     -977    1,757    1,619      -83       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     55.4      0.9     53.6     22.7     77.5     79.0     22.5     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      20       27        4       18       13       40       42


DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       52,853
COMMITMENTS
  10,546   27,421      658   29,317   13,367   40,521   41,446   12,332   11,407

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      3,025)
   1,980    2,302      131     -473     -140    1,638    2,293    1,387      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     51.9      1.2     55.5     25.3     76.7     78.4     23.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      18       26        5       16       16       36       45


INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,259
COMMITMENTS
   2,053    5,046    1,004   32,867   29,326   35,924   35,376      335      883

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -1,065)
  -1,717     -378      -15      630     -642   -1,102   -1,035       37      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     13.9      2.8     90.6     80.9     99.1     97.6      0.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6       18        4       21       20       30       39


INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,324
COMMITMENTS
   3,770    5,424    1,019   32,237   29,968   37,026   36,411      298      913

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        214)
      16       76       -4      206      129      218      201       -4       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     14.5      2.7     86.4     80.3     99.2     97.6      0.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7       17        4       20       18       30       36


MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,908
COMMITMENTS
   2,368    2,245      591   15,376   13,400   18,335   16,236    4,573    6,672

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        285)
      81      354      -27      148      -15      202      312       83      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      9.8      2.6     67.1     58.5     80.0     70.9     20.0     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        7        9       21       17       32       30


MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,623
COMMITMENTS
   2,287    1,891      618   15,228   13,415   18,133   15,924    4,490    6,699

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        547)
     951       12     -313      -38      839      600      538      -53        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      8.4      2.7     67.3     59.3     80.2     70.4     19.8     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        6        9       23       18       33       30


LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       95,494
COMMITMENTS
  13,735   23,031   20,659   49,322   24,720   83,716   68,410   11,778   27,084

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        837)
     236   -2,685      165      -96    1,843      305     -677      532    1,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     24.1     21.6     51.6     25.9     87.7     71.6     12.3     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      35       50       38       25       31       86      101


LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       94,657
COMMITMENTS
  13,499   25,716   20,494   49,418   22,877   83,411   69,087   11,246   25,570

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -4,685)
     673     -531   -6,231    1,211    1,268   -4,347   -5,494     -338      809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     27.2     21.7     52.2     24.2     88.1     73.0     11.9     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      31       53       40       23       29       83      103


FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,054
COMMITMENTS
     805      807        5      482      462    1,292    1,274      762      780

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:       -165)
     279      -70      -63     -158       81       58      -52     -223     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     39.3      0.2     23.5     22.5     62.9     62.0     37.1     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6       11        2        6        4       13       16


FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,219
COMMITMENTS
     526      877       68      640      381    1,234    1,326      985      893

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -187)
      21      -69       -2      -72      -63      -53     -134     -134      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     39.5      3.1     28.8     17.2     55.6     59.8     44.4     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7       14        4        8        5       18       20


LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      139,375
COMMITMENTS
  33,991   35,059   16,948   72,381   60,955  123,320  112,962   16,055   26,413

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      2,677)
   2,439   -1,979    3,989   -1,392    3,220    5,036    5,230   -2,359   -2,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     25.2     12.2     51.9     43.7     88.5     81.0     11.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      59       62       63       54       85      142      192


LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      136,698
COMMITMENTS
  31,552   37,038   12,959   73,773   57,735  118,284  107,732   18,414   28,966

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -5,854)
     208     -625   -3,639     -906     -797   -4,337   -5,061   -1,517     -793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     27.1      9.5     54.0     42.2     86.5     78.8     13.5     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      48       68       53       60       83      134      189


RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,102
COMMITMENTS
   1,116    1,228      274    1,072    1,018    2,462    2,520    1,640    1,582

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        561)
     185      169      188       45       45      418      402      143      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     29.9      6.7     26.1     24.8     60.0     61.4     40.0     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11       16        5       16        9       30       28


RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,541
COMMITMENTS
     931    1,059       86    1,027      973    2,044    2,118    1,497    1,423

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        325)
     -38      239       65      194      -94      221      210      104      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     29.9      2.4     29.0     27.5     57.7     59.8     42.3     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10       14        6       15        8       27       27


FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,137
COMMITMENTS
   7,477    3,978    4,012    8,748    5,808   20,237   13,798    4,900   11,339

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      1,414)
     204     -175      541      590    1,040    1,335    1,406       79        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     15.8     16.0     34.8     23.1     80.5     54.9     19.5     45.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      31       28       22       40       43       88       80


FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       23,723
COMMITMENTS
   7,273    4,153    3,471    8,158    4,768   18,902   12,392    4,821   11,331

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:          1)
    -407      197      162      258     -438       13      -79      -12       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     17.5     14.6     34.4     20.1     79.7     52.2     20.3     47.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      31       31       23       35       35       82       75


CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       87,906
COMMITMENTS
  28,966   16,802      540   29,385   53,362   58,891   70,704   29,015   17,202

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -2,847)
  -2,874    2,481       -3    2,142   -9,120     -735   -6,642   -2,112    3,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     19.1      0.6     33.4     60.7     67.0     80.4     33.0     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      24       13        1       22       24       46       38


CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       90,753
COMMITMENTS
  31,840   14,321      543   27,243   62,482   59,626   77,346   31,127   13,407

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -502)
  -3,844    4,462        0    3,353   -3,362     -491    1,100      -11   -1,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     15.8      0.6     30.0     68.8     65.7     85.2     34.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      25        9        2       23       25       48       36


SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       71,327
COMMITMENTS
   4,633   35,959       24   58,879   13,085   63,536   49,068    7,791   22,259

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -2,441)
      29   -5,074       23   -3,660    4,286   -3,608     -765    1,167   -1,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     50.4      0.0     82.5     18.3     89.1     68.8     10.9     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       18        1        8       12       12       30


SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       73,768
COMMITMENTS
   4,604   41,033        1   62,539    8,799   67,144   49,833    6,624   23,935

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,352)
  -1,415   -1,478        0    3,472    1,115    2,057     -363     -705    1,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     55.6      0.0     84.8     11.9     91.0     67.6      9.0     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4       22        1        9        8       13       31


MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       95,783
COMMITMENTS
  74,738    1,568      200   12,074   87,479   87,012   89,247    8,771    6,536

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -1,299)
    -733     -294       30   -1,081   -2,053   -1,784   -2,317      485    1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.0      1.6      0.2     12.6     91.3     90.8     93.2      9.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      57        8        1       17       14       74       23


MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       97,082
COMMITMENTS
  75,471    1,862      170   13,155   89,532   88,796   91,564    8,286    5,518

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      2,441)
     865   -2,520      -70    1,957    5,267    2,752    2,677     -311     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.7      1.9      0.2     13.6     92.2     91.5     94.3      8.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      60        8        1       17       14       78       22


BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       73,519
COMMITMENTS
  12,377   29,356       89   43,456   22,949   55,922   52,394   17,597   21,125

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -2,244)
     101   -2,785       66   -2,882     -771   -2,715   -3,490      471    1,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     39.9      0.1     59.1     31.2     76.1     71.3     23.9     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       18        3       16       19       30       37


BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       75,763
COMMITMENTS
  12,276   32,141       23   46,338   23,720   58,637   55,884   17,126   19,879

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -1,833)
   1,008   -4,751       13   -2,380    1,936   -1,359   -2,802     -474      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     42.4      0.0     61.2     31.3     77.4     73.8     22.6     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      12       22        2       17       20       31       42


JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      165,281
COMMITMENTS
   9,337   52,488      436  130,470   84,655  140,243  137,579   25,038   27,702

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      4,267)
   1,305   -3,312       13    1,781    9,030    3,099    5,731    1,168   -1,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     31.8      0.3     78.9     51.2     84.9     83.2     15.1     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15       31        2       24       23       40       55


JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      161,014
COMMITMENTS
   8,032   55,800      423  128,689   75,625  137,144  131,848   23,870   29,166

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -7,683)
  -1,133  -12,421      -53   -4,366    8,345   -5,552   -4,129   -2,131   -3,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     34.7      0.3     79.9     47.0     85.2     81.9     14.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      13       30        2       23       22       37       53


EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      143,594
COMMITMENTS
  24,408   24,599      626   72,783   74,601   97,817   99,826   45,777   43,768

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -1,191)
    -112   -8,217      -25      823    9,748      686    1,506   -1,877   -2,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     17.1      0.4     50.7     52.0     68.1     69.5     31.9     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      30       28        7       26       27       59       59


EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      144,785
COMMITMENTS
  24,520   32,816      651   71,960   64,853   97,131   98,320   47,654   46,465

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,733)
   1,465   -2,109      358   -3,004    4,575   -1,181    2,824    2,914   -1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     22.7      0.4     49.7     44.8     67.1     67.9     32.9     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      29       30        8       23       28       54       64


1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       72,436
COMMITMENTS
   4,884    1,000      795   61,490   64,820   67,169   66,615    5,267    5,821

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      4,827)
  -1,113        0      380    4,559    3,279    3,826    3,659    1,001    1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      1.4      1.1     84.9     89.5     92.7     92.0      7.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       11       16       13       18


1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       67,609
COMMITMENTS
   5,997    1,000      415   56,931   61,541   63,343   62,956    4,266    4,653

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      6,696)
  -3,375        0       55    9,895    7,318    6,575    7,373      121     -677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      1.5      0.6     84.2     91.0     93.7     93.1      6.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1        9       16       11       18


3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,727,059
COMMITMENTS
 769,756  1046973  833,324  5229987  4326021  6833067  6206318  893,992  1520741

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:    265,213)
 -12,969   30,172    9,298  242,411  200,870  238,740  240,340   26,473   24,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     13.5     10.8     67.7     56.0     88.4     80.3     11.6     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      43       71       87      121      132      214      245


3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,461,846
COMMITMENTS
 782,725  1016801  824,026  4987576  4125151  6594327  5965978  867,519  1495868

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    142,985)
  10,713  105,616   17,697   83,655  -34,938  112,065   88,375   30,920   54,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     13.6     11.0     66.8     55.3     88.4     80.0     11.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      46       66       79      123      131      210      237


S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      648,000
COMMITMENTS
  51,938   48,535    4,945  464,565  502,071  521,448  555,551  126,552   92,449

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -7,214)
  -2,020    1,836    1,011   -5,499     -901   -6,508    1,946     -706   -9,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      7.5      0.8     71.7     77.5     80.5     85.7     19.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      33       34       17       86       64      131      103


S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      655,214
COMMITMENTS
  53,958   46,699    3,934  470,064  502,972  527,956  553,605  127,258  101,609

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -1,447)
  -2,517    3,708     -621    1,067   -1,576   -2,071    1,511      624   -2,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      7.1      0.6     71.7     76.8     80.6     84.5     19.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      36       28       13       85       62      130       94


E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,005,704
COMMITMENTS
 186,822  294,936   11,209  504,744  595,655  702,775  901,800  302,929  103,904

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     55,735)
  33,110   45,505    5,306   48,213   -9,344   86,629   41,467  -30,894   14,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     29.3      1.1     50.2     59.2     69.9     89.7     30.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      46       62       17       56       60      113      128


E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      949,969
COMMITMENTS
 153,712  249,431    5,903  456,531  604,999  616,146  860,333  333,823   89,636

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,602)
  17,357   11,268   -1,073  -16,343   -2,772      -59    7,423    1,661   -5,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     26.3      0.6     48.1     63.7     64.9     90.6     35.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      42       56       15       54       60      105      122


S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,341
COMMITMENTS
   1,279      452        0    7,027   10,927    8,306   11,379    4,035      962

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        -84)
    -187      -42        0      224     -160       37     -202     -121      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      3.7      0.0     56.9     88.5     67.3     92.2     32.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       17       16       20       17


S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,425
COMMITMENTS
   1,466      494        0    6,803   11,087    8,269   11,581    4,156      844

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        159)
     406      157        0      260      127      666      284     -507     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      4.0      0.0     54.8     89.2     66.6     93.2     33.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        0       15       18       19       19


E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       33,443
COMMITMENTS
   9,078    1,418        0   20,271   30,077   29,349   31,495    4,094    1,948

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      3,427)
      94     -210        0    2,213    3,322    2,307    3,112    1,120      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      4.2      0.0     60.6     89.9     87.8     94.2     12.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        3        0       17       19       22       22


E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       30,016
COMMITMENTS
   8,984    1,628        0   18,058   26,755   27,042   28,383    2,974    1,633

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -825)
     109       44        0      603    1,368      712    1,412   -1,537   -2,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      5.4      0.0     60.2     89.1     90.1     94.6      9.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        3        0       17       19       24       22


NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,222
COMMITMENTS
   6,680    7,552      455   27,461   32,784   34,596   40,791   14,626    8,431

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:       -112)
    -172   -1,065      455      513      178      796     -432     -908      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     15.3      0.9     55.8     66.6     70.3     82.9     29.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       15        1       30       22       42       38


NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,334
COMMITMENTS
   6,852    8,617        0   26,948   32,606   33,800   41,223   15,534    8,111

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,622)
    -518    1,513        0      781      749      263    2,262    1,359     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     17.5      0.0     54.6     66.1     68.5     83.6     31.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      11       16        0       30       22       41       38


NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      308,181
COMMITMENTS
 144,814   63,824    1,863  139,901  209,786  286,578  275,473   21,603   32,708

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     19,391)
  20,772    2,635     -267     -847   20,643   19,658   23,011     -267   -3,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     20.7      0.6     45.4     68.1     93.0     89.4      7.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      79       49        8       37       45      121       98


NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      288,790
COMMITMENTS
 124,042   61,189    2,130  140,748  189,143  266,920  252,462   21,870   36,328

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     22,331)
  24,238  -11,208      339   -3,705   30,454   20,872   19,585    1,459    2,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     21.2      0.7     48.7     65.5     92.4     87.4      7.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      75       55        7       34       44      114      101


AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       60,900
COMMITMENTS
  20,549    3,232        0   21,469   48,155   42,018   51,387   18,882    9,513

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        -38)
     -94      -68        0   -1,376    1,731   -1,470    1,663    1,432   -1,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7      5.3      0.0     35.3     79.1     69.0     84.4     31.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        3        0       12       18       23       21


AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       60,938
COMMITMENTS
  20,643    3,300        0   22,845   46,424   43,488   49,724   17,450   11,214

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -2,721)
   4,434   -6,153       -7   -9,196    7,721   -4,769    1,561    2,048   -4,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      5.4      0.0     37.5     76.2     71.4     81.6     28.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        3        0       13       17       23       20


RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,750
COMMITMENTS
     458    4,072        0   25,044   20,356   25,502   24,428    5,248    6,322

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      1,638)
     -10      -62        0    1,699    1,222    1,689    1,160      -51      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     13.2      0.0     81.4     66.2     82.9     79.4     17.1     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        9        0       28       22       30       31


RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       29,112
COMMITMENTS
     468    4,134        0   23,345   19,134   23,813   23,268    5,299    5,844

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -162)
    -310     -110        0      -86     -156     -396     -266      234      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     14.2      0.0     80.2     65.7     81.8     79.9     18.2     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2       10        0       28       21       30       31


RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      226,147
COMMITMENTS
  25,067   44,056      511  184,317  171,172  209,895  215,739   16,252   10,408

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      4,268)
   1,091    1,206      -71     -495    1,703      525    2,838    3,743    1,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     19.5      0.2     81.5     75.7     92.8     95.4      7.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      25       36        3       32       49       58       87


RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      221,879
COMMITMENTS
  23,976   42,850      582  184,812  169,469  209,370  212,901   12,509    8,978

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -2,830)
  -2,107     -717     -298       20     -534   -2,385   -1,549     -445   -1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     19.3      0.3     83.3     76.4     94.4     96.0      5.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      23       39        4       32       49       57       90


NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,679
COMMITMENTS
  16,110    6,727      418   14,834   26,556   31,362   33,701   13,317   10,978

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      3,977)
   2,299      125        3    1,061    2,736    3,363    2,864      614    1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     15.1      0.9     33.2     59.4     70.2     75.4     29.8     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      29       12        3       19       24       49       38


NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,702
COMMITMENTS
  13,811    6,602      415   13,773   23,820   27,999   30,837   12,703    9,865

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      3,092)
     397     -481        4    1,453    1,850    1,854    1,373    1,238    1,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     16.2      1.0     33.8     58.5     68.8     75.8     31.2     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      28       12        3       17       21       46       35


NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       25,351
COMMITMENTS
   6,505        0        0   14,499    8,041   21,004    8,041    4,347   17,310

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      3,062)
     913        0      -70    2,370    2,347    3,213    2,277     -151      785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      0.0      0.0     57.2     31.7     82.9     31.7     17.1     68.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        0        0        9        5       19        5


3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       30,806
COMMITMENTS
   1,615    3,551       29   15,263   22,171   16,907   25,751   13,899    5,055

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      1,785)
     104    1,209       -4      476     -203      576    1,002    1,209      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     11.5      0.1     49.5     72.0     54.9     83.6     45.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       12        1       15       19       19       31


3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       29,021
COMMITMENTS
   1,511    2,342       33   14,787   22,374   16,331   24,749   12,690    4,272

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:         62)
     358      -24      -74      498       36      782      -62     -720      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      8.1      0.1     51.0     77.1     56.3     85.3     43.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3       10        1       15       21       19       31


SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      122,020
COMMITMENTS
  43,043    9,640   13,790   32,724   87,071   89,557  110,501   32,463   11,519

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -1,465)
   1,741   -9,744      524   -3,729    8,167   -1,464   -1,053       -1     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3      7.9     11.3     26.8     71.4     73.4     90.6     26.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      90       23       26       18       36      117       78


SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      123,485
COMMITMENTS
  41,302   19,384   13,266   36,453   78,904   91,021  111,554   32,464   11,931

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -4,728)
  -1,896   -1,912       83   -1,929   -2,004   -3,742   -3,833     -986     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     15.7     10.7     29.5     63.9     73.7     90.3     26.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      89       28       29       21       32      119       82


COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      117,895
COMMITMENTS
  46,210   28,016   18,049   38,363   56,950  102,622  103,015   15,273   14,880

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      3,643)
   3,860    2,485      679     -337      104    4,202    3,268     -559      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     23.8     15.3     32.5     48.3     87.0     87.4     13.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      69       73       59       43       41      161      138


COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      114,252
COMMITMENTS
  42,350   25,531   17,370   38,700   56,846   98,420   99,747   15,832   14,505

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      3,111)
   2,706    2,764      293       10     -339    3,009    2,718      102      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     22.3     15.2     33.9     49.8     86.1     87.3     13.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      65       68       53       45       43      154      132


GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      244,488
COMMITMENTS
 118,941   53,372   18,462   55,334  155,141  192,737  226,975   51,751   17,513

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:    -12,398)
   8,256   -8,291   -1,992  -12,967    4,031   -6,703   -6,252   -5,695   -6,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     21.8      7.6     22.6     63.5     78.8     92.8     21.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
     113       60       30       29       41      157      118


GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      256,886
COMMITMENTS
 110,685   61,663   20,454   68,301  151,110  199,440  233,227   57,446   23,659

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    -13,115)
  -5,887     -798   -2,893   -7,690   -8,929  -16,470  -12,620    3,355     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     24.0      8.0     26.6     58.8     77.6     90.8     22.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
     109       66       42       38       42      173      132


VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,178
COMMITMENTS
   5,333    2,524      589    3,103    8,086    9,025   11,199    3,153      979

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      1,001)
     239       92      -35      336      394      540      451      461      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     20.7      4.8     25.5     66.4     74.1     92.0     25.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      23        3       10        6        6       38       18


VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,177
COMMITMENTS
   5,094    2,432      624    2,767    7,692    8,485   10,748    2,692      429

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -745)
     162        0       30      182      210      374      240   -1,119     -985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     21.8      5.6     24.8     68.8     75.9     96.2     24.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      23        2       11        6        6       38       18


WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       90,847
COMMITMENTS
  22,561    7,137    3,360   48,639   61,384   74,560   71,881   16,287   18,966

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      5,481)
   2,644     -509    1,667      352    2,309    4,663    3,467      818    2,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      7.9      3.7     53.5     67.6     82.1     79.1     17.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      41       13       16       47       54       98       78


WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       85,366
COMMITMENTS
  19,917    7,646    1,693   48,287   59,075   69,897   68,414   15,469   16,952

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,402)
  -1,291      982      416    3,234    2,091    2,359    3,489     -957   -2,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      9.0      2.0     56.6     69.2     81.9     80.1     18.1     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      38       15       12       51       59       96       81


WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       27,416
COMMITMENTS
   2,472    2,003      582   17,888   16,667   20,942   19,252    6,474    8,164

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        881)
     338     -309      -16     -241      564       81      239      800      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      7.3      2.1     65.2     60.8     76.4     70.2     23.6     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        6        3       22       15       31       23


WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       26,535
COMMITMENTS
   2,134    2,312      598   18,129   16,103   20,861   19,013    5,674    7,522

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        833)
    -294    1,071      -79    1,125     -860      752      132       81      701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      8.7      2.3     68.3     60.7     78.6     71.7     21.4     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        7        3       24       16       33       25


COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       94,139
COMMITMENTS
  20,114   26,280    3,017   59,378   53,972   82,509   83,269   11,630   10,870

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        251)
  -1,248     -896      606      618     -182      -24     -472      275      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     27.9      3.2     63.1     57.3     87.6     88.5     12.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      49       60       38       54       47      127      127


COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       93,888
COMMITMENTS
  21,362   27,176    2,411   58,760   54,154   82,533   83,741   11,355   10,147

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,887)
     759    3,755      -16    1,612   -2,421    2,355    1,318     -468      569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     28.9      2.6     62.6     57.7     87.9     89.2     12.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      56       62       32       54       47      129      124


FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,191
COMMITMENTS
  13,306    2,270    1,637   12,127   25,589   27,070   29,496    4,121    1,695

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:       -381)
     106      267       55     -410     -923     -249     -601     -132      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7      7.3      5.2     38.9     82.0     86.8     94.6     13.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      48       14       16       21       17       77       40


FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,572
COMMITMENTS
  13,200    2,003    1,582   12,537   26,512   27,319   30,097    4,253    1,475

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -742)
  -1,121     -160       12      438     -315     -671     -463      -71     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8      6.3      5.0     39.7     84.0     86.5     95.3     13.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      54       10       18       21       17       82       40


COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      126,674
COMMITMENTS
  22,734   23,339    1,978   93,309   96,996  118,021  122,313    8,653    4,361

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -3,380)
  -1,484   -2,797     -871   -1,195      789   -3,550   -2,879      170     -501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     18.4      1.6     73.7     76.6     93.2     96.6      6.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      49       48       15       53       37      111       93


COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      130,054
COMMITMENTS
  24,218   26,136    2,849   94,504   96,207  121,571  125,192    8,483    4,862

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      2,911)
     457    1,410      409    2,094    1,428    2,960    3,247      -49     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     20.1      2.2     72.7     74.0     93.5     96.3      6.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      51       45       18       53       36      112       95


SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      452,855
COMMITMENTS
 154,747   42,061   29,153  190,137  340,482  374,037  411,696   78,818   41,159

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     28,722)
  17,917    1,782    4,731   -4,058   16,065   18,590   22,578   10,132    6,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      9.3      6.4     42.0     75.2     82.6     90.9     17.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      70       30       33       53       55      145       99


SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      424,133
COMMITMENTS
 136,830   40,279   24,422  194,195  324,417  355,447  389,118   68,686   35,015

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     13,805)
   8,860   -6,263   -1,210    4,207   24,296   11,857   16,823    1,948   -3,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      9.5      5.8     45.8     76.5     83.8     91.7     16.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      70       27       31       55       51      144       94


COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       93,689
COMMITMENTS
  26,818   16,687    7,402   50,182   63,196   84,402   87,285    9,287    6,404

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:       -243)
   1,191      245     -521     -804      525     -134      249     -109     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     17.8      7.9     53.6     67.5     90.1     93.2      9.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      97       70       54       90       91      217      198


COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       93,932
COMMITMENTS
  25,627   16,442    7,923   50,986   62,671   84,536   87,036    9,396    6,896

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -942)
  -1,134       42      745      948     -313      559      474   -1,501   -1,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     17.5      8.4     54.3     66.7     90.0     92.7     10.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      87       74       48       88       86      201      193


U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,732
COMMITMENTS
  11,640    2,405    2,194    8,895   18,960   22,729   23,559    3,003    2,173

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -2,691)
  -4,704      717     -106    2,624   -3,148   -2,186   -2,537     -505     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2      9.3      8.5     34.6     73.7     88.3     91.6     11.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        8        6        9        4       33       16


U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       28,423
COMMITMENTS
  16,344    1,688    2,300    6,271   22,108   24,915   26,096    3,508    2,327

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -615)
  -1,131      -53       55       -2   -1,338   -1,078   -1,336      463      721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5      5.9      8.1     22.1     77.8     87.7     91.8     12.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      29        8        8        7        4       42       16


NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      176,682
COMMITMENTS
  33,197   21,706   21,689   86,579  108,763  141,465  152,158   35,217   24,524

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -1,727)
   5,131    3,339     -915   -4,049     -796      167    1,628   -1,894   -3,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     12.3     12.3     49.0     61.6     80.1     86.1     19.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      34       25       34       56       58      110      101


NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      178,409
COMMITMENTS
  28,066   18,367   22,604   90,628  109,559  141,298  150,530   37,111   27,879

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -452)
  -2,816   -2,952   -1,537    2,080    2,271   -2,273   -2,218    1,821    1,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     10.3     12.7     50.8     61.4     79.2     84.4     20.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      29       24       34       60       56      110       96


NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      502,094
COMMITMENTS
  52,929   68,726  168,470  208,580  238,172  429,979  475,368   72,115   26,726

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -6,122)
  12,239    1,132   -4,432  -11,977   -1,321   -4,170   -4,621   -1,952   -1,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     13.7     33.6     41.5     47.4     85.6     94.7     14.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      51       50       71       95       82      192      162


NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      508,216
COMMITMENTS
  40,690   67,594  172,902  220,557  239,493  434,149  479,989   74,067   28,227

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -3,873)
  -7,637   -4,832    5,819   -3,489   -4,053   -5,307   -3,066    1,434     -807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     13.3     34.0     43.4     47.1     85.4     94.4     14.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      48       55       71       92       80      189      161


PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,424
COMMITMENTS
   3,950    3,893    1,339   27,108   24,147   32,397   29,379    4,027    7,045

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -1,900)
  -2,900    2,031     -313      959     -871   -2,254      847      354   -2,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     10.7      3.7     74.4     66.3     88.9     80.7     11.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       14       10       16       14


PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,324
COMMITMENTS
   6,850    1,862    1,652   26,149   25,018   34,651   28,532    3,673    9,792

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        262)
  -1,203   -2,008      190    2,511    1,168    1,498     -650   -1,236      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      4.9      4.3     68.2     65.3     90.4     74.4      9.6     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       19       13       21       16


M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,913
COMMITMENTS
   2,911   25,448   16,508   93,699   78,405  113,118  120,361    9,795    2,552

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -6,084)
    -127   -4,425    2,073   -7,542   -1,167   -5,596   -3,519     -488   -2,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     20.7     13.4     76.2     63.8     92.0     97.9      8.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        4       24       27       28       32


M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,997
COMMITMENTS
   3,038   29,873   14,435  101,241   79,572  118,714  123,880   10,283    5,117

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        892)
    -426      731     -856    2,490      410    1,208      285     -316      607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     23.2     11.2     78.5     61.7     92.0     96.0      8.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        4       25       26       29       30


TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,206
COMMITMENTS
  34,252    8,929    2,684   32,925   51,736   69,861   63,349    3,345    9,857

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -6,223)
   1,301   -2,418        0   -6,625   -5,595   -5,324   -8,013     -899    1,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8     12.2      3.7     45.0     70.7     95.4     86.5      4.6     13.5

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 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,429
COMMITMENTS
  32,951   11,347    2,684   39,550   57,331   75,185   71,362    4,244    8,067

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      6,920)
   5,034        0        0    1,522    7,898    6,556    7,898      364     -978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     14.3      3.4     49.8     72.2     94.7     89.8      5.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       15       15       17       19


MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,734
COMMITMENTS
       0   12,850    2,681   42,823   30,961   45,504   46,492    4,230    3,242

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -4,869)
       0    3,718   -2,286   -2,482   -6,423   -4,768   -4,991     -101      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.8      5.4     86.1     62.3     91.5     93.5      8.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        3       18       16       21       20


MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,603
COMMITMENTS
       0    9,132    4,967   45,305   37,384   50,272   51,483    4,331    3,120

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -2,194)
       0     -940     -186   -2,516     -692   -2,702   -1,818      508     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.7      9.1     83.0     68.5     92.1     94.3      7.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       19       19       21       22


PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,160
COMMITMENTS
   7,703    9,458    3,351   40,159   38,691   51,213   51,500    3,947    3,660

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -6,523)
     242   -2,596     -454   -6,357   -3,474   -6,569   -6,524       46        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     17.1      6.1     72.8     70.1     92.8     93.4      7.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        4       24       21       28       26


PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,683
COMMITMENTS
   7,461   12,054    3,805   46,516   42,165   57,782   58,024    3,901    3,659

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -1,893)
   5,595   -3,328   -3,378   -3,490    7,872   -1,273    1,166     -620   -3,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     19.5      6.2     75.4     68.4     93.7     94.1      6.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        5        5       25       22       30       29


NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,256
COMMITMENTS
   1,069        0    1,193   52,428   48,811   54,690   50,004      566    5,252

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      6,673)
   1,069   -1,121      296    5,740    8,726    7,105    7,901     -432   -1,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      2.2     94.9     88.3     99.0     90.5      1.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       21       21       22


NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,583
COMMITMENTS
       0    1,121      897   46,688   40,085   47,585   42,103      998    6,480

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      2,126)
       0      724     -513    2,577    1,429    2,064    1,640       62      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      1.8     96.1     82.5     97.9     86.7      2.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       20       18       21       19


SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,379
COMMITMENTS
       0   14,412      330   54,640   42,499   54,970   57,241    7,409    5,138

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -4,707)
       0     -847     -120   -3,686   -3,190   -3,806   -4,157     -901     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.1      0.5     87.6     68.1     88.1     91.8     11.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       24       20       25       22


SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,086
COMMITMENTS
       0   15,259      450   58,326   45,689   58,776   61,398    8,310    5,688

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      3,679)
       0    2,058     -155    5,140    1,230    4,985    3,133   -1,306      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     22.7      0.7     86.9     68.1     87.6     91.5     12.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       25       21       26       23


DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,715
COMMITMENTS
  36,173   47,121    4,191   48,753   38,350   89,117   89,662    4,598    4,053

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -8,648)
  -3,980   -2,605   -1,068   -3,491   -4,660   -8,539   -8,333     -109     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     50.3      4.5     52.0     40.9     95.1     95.7      4.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       18       20       21       23


DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,363
COMMITMENTS
  40,153   49,726    5,259   52,244   43,010   97,656   97,995    4,707    4,368

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -692)
  -5,902   -1,097      806    5,500      -10      404     -301   -1,096     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     48.6      5.1     51.0     42.0     95.4     95.7      4.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       18       21       21       24


WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       32,819
COMMITMENTS
   3,415      200    1,296   25,669   23,920   30,380   25,416    2,439    7,403

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -3,948)
   2,635   -4,255       37   -2,707    1,401      -35   -2,817   -3,913   -1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      0.6      3.9     78.2     72.9     92.6     77.4      7.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        2       17       17       21       19


WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,767
COMMITMENTS
     780    4,455    1,259   28,376   22,519   30,415   28,233    6,352    8,534

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:         -9)
       0     -259      182     -215      318      -33      241       24     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     12.1      3.4     77.2     61.2     82.7     76.8     17.3     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       18       17       21       20


HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,446
COMMITMENTS
   2,108    1,178        0   45,152   45,160   47,260   46,338      186    1,108

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      2.5      0.0     95.2     95.2     99.6     97.7      0.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       14       14       16       16


HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       26,897
COMMITMENTS
     620    1,178        0   25,905   24,797   26,525   25,975      372      922

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      4.4      0.0     96.3     92.2     98.6     96.6      1.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        0       15       16       16       18


HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,119,504
COMMITMENTS
 306,148   61,093  196,437  597,585  849,945  1100170  1107475   19,334   12,029

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:    -56,146)
  18,295    4,661  -29,563  -47,980  -31,973  -59,248  -56,875    3,102      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      5.5     17.5     53.4     75.9     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      20       16       33       84       80      118      115


HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,175,650
COMMITMENTS
 287,853   56,432  226,000  645,565  881,918  1159418  1164350   16,232   11,300

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     35,649)
  -7,468   -6,437   14,016   30,445   29,433   36,993   37,012   -1,344   -1,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      4.8     19.2     54.9     75.0     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      20       19       34       97       87      133      124


HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      178,978
COMMITMENTS
  27,348   43,094   56,180   92,274   77,523  175,802  176,797    3,176    2,181

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:    -25,054)
 -10,842    6,901  -16,343    2,038   -9,058  -25,147  -18,500       93   -6,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     24.1     31.4     51.6     43.3     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11        9       17       27       27       45       46


HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      204,032
COMMITMENTS
  38,190   36,193   72,523   90,236   86,581  200,949  195,297    3,083    8,735

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     16,882)
  10,295        7   11,252   -5,710      183   15,837   11,442    1,045    5,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     17.7     35.5     44.2     42.4     98.5     95.7      1.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15        6       17       27       28       46       47


PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,820
COMMITMENTS
  19,332    4,080   17,622   35,518   50,338   72,472   72,040      348      780

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:       -500)
  -1,163       40     -633    1,498     -427     -298   -1,020     -202      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      5.6     24.2     48.8     69.1     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        4       10       38       33       49       43


PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       73,320
COMMITMENTS
  20,495    4,040   18,255   34,020   50,765   72,770   73,060      550      260

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      2,051)
      30       60    1,380      761      751    2,171    2,191     -120     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      5.5     24.9     46.4     69.2     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        3       11       37       34       48       45


NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,792
COMMITMENTS
   2,601    1,863    4,048   18,019   17,740   24,668   23,651      124    1,141

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -1,592)
    -426      438      -34   -1,132   -1,996   -1,592   -1,592        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      7.5     16.3     72.7     71.6     99.5     95.4      0.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        4        4       19       23       24       28


NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| 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
   3,027    1,425    4,082   19,151   19,736   26,260   25,243      124    1,141

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:          0)
    -126      246     -120    1,226     -676      980     -550     -980      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      5.4     15.5     72.6     74.8     99.5     95.7      0.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        4       19       22       24       27


NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,204
COMMITMENTS
     582    3,562    2,527    6,543    3,565    9,652    9,654      552      550

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -1,074)
    -198     -352     -210     -666     -512   -1,074   -1,074        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     34.9     24.8     64.1     34.9     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       18       14       23       17


NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,278
COMMITMENTS
     780    3,914    2,737    7,209    4,077   10,726   10,728      552      550

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        426)
       0      126      300      126        0      426      426        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     34.7     24.3     63.9     36.2     95.1     95.1      4.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        4       17       15       22       19


NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| 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
   1,888    2,971      546    8,952    8,206   11,386   11,723      553      216

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:          0)
    -510        0        0      510      510        0      510        0     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     24.9      4.6     75.0     68.7     95.4     98.2      4.6      1.8

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 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,926
COMMITMENTS
   3,520    1,694    2,940    6,266    7,852   12,726   12,486      200      440

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:       -670)
    -180       50     -280     -150     -390     -610     -620      -60      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     13.1     22.7     48.5     60.7     98.5     96.6      1.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        5       16       15       22       20


ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,596
COMMITMENTS
   3,700    1,644    3,220    6,416    8,242   13,336   13,106      260      490

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,360)
     440       20      580      480      840    1,500    1,440     -140      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     12.1     23.7     47.2     60.6     98.1     96.4      1.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        5       15       16       21       21


PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,512
COMMITMENTS
   9,800      280    1,240    9,100   18,620   20,140   20,140      372      372

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        142)
     370        0       10     -140      140      240      150      -98       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8      1.4      6.0     44.4     90.8     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        4       18       20       22       25


PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,370
COMMITMENTS
   9,430      280    1,230    9,240   18,480   19,900   19,990      470      380

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        220)
    -180        0       60      350      760      230      820      -10     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3      1.4      6.0     45.4     90.7     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        3       19       22       23       26


CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      840,179
COMMITMENTS
 121,061   94,991  160,738  490,451  508,328  772,250  764,057   67,929   76,122

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     37,591)
  14,867      726   22,133  -11,713    4,216   25,287   27,075   12,304   10,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     11.3     19.1     58.4     60.5     91.9     90.9      8.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      78       85       97       82       94      220      225


CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      802,588
COMMITMENTS
 106,194   94,265  138,605  502,164  504,112  746,963  736,982   55,625   65,606

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    -20,048)
  -2,511    4,459      978   -8,961  -19,236  -10,494  -13,799   -9,554   -6,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     11.7     17.3     62.6     62.8     93.1     91.8      6.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      65       84       91       81       90      209      212


PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,299
COMMITMENTS
   8,847    4,240      285    2,401    9,224   11,533   13,749    2,766      550

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:        439)
     193     -132       89       73      527      355      484       84      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.9     29.7      2.0     16.8     64.5     80.7     96.2     19.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      58       17        3       11       27       72       45


PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,860
COMMITMENTS
   8,654    4,372      196    2,328    8,697   11,178   13,265    2,682      595

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:         -8)
     178   -1,155      170     -234    1,624      114      639     -122     -647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.4     31.5      1.4     16.8     62.7     80.6     95.7     19.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      57       20        3       10       27       70       48


PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,932
COMMITMENTS
   7,578      826        8      958    9,093    8,544    9,927    2,388    1,005

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:      2,123)
   2,002       64       -1      -93    1,933    1,908    1,996      215      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.3      7.6      0.1      8.8     83.2     78.2     90.8     21.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      26        8        1        5       21       31       30


PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,809
COMMITMENTS
   5,576      762        9    1,051    7,160    6,636    7,931    2,173      878

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        940)
   1,436     -108     -102     -493    1,386      841    1,176       99     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.3      8.7      0.1     11.9     81.3     75.3     90.0     24.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        7        1        6       19       27       27


UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      152,857
COMMITMENTS
  44,849   11,875    7,134   84,123  126,043  136,106  145,052   16,751    7,805

CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST:     -2,390)
   5,479      790   -1,823   -5,699      406   -2,043     -627     -347   -1,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      7.8      4.7     55.0     82.5     89.0     94.9     11.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      54       19       32       60       72      130      110


UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      155,247
COMMITMENTS
  39,370   11,085    8,957   89,822  125,637  138,149  145,679   17,098    9,568

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -2,680)
  -2,610    1,378     -742    1,833   -2,518   -1,519   -1,882   -1,161     -798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      7.1      5.8     57.9     80.9     89.0     93.8     11.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      51       20       31       70       76      138      111


Updated August 12, 2005