WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      260,222
COMMITMENTS
  41,116   86,375   21,686  175,347  117,722  238,149  225,783   22,073   34,439

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     -4,231)
  -1,953    2,602   -1,271    4,460   -2,828    1,236   -1,497   -5,467   -2,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     33.2      8.3     67.4     45.2     91.5     86.8      8.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      56      114       49       43       52      137      188
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      264,453
COMMITMENTS
  43,069   83,773   22,957  170,887  120,550  236,913  227,280   27,540   37,173

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     10,065)
  -2,969   -4,509    6,939    1,732    7,671    5,702   10,101    4,363      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     31.7      8.7     64.6     45.6     89.6     85.9     10.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      65      104       53       44       49      144      182
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      713,994
COMMITMENTS
 121,734  150,837   43,167  422,746  344,707  587,647  538,711  126,347  175,283

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:    -23,565)
  -4,455   14,949  -10,050      311  -27,641  -14,194  -22,742   -9,371     -823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     21.1      6.0     59.2     48.3     82.3     75.5     17.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
     125      130       91      183      209      366      390
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      737,559
COMMITMENTS
 126,189  135,888   53,217  422,435  372,348  601,841  561,453  135,718  176,106

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      9,297)
   5,634   22,754   -6,568   -4,654   -1,865   -5,588   14,321   14,885   -5,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     18.4      7.2     57.3     50.5     81.6     76.1     18.4     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
     124      130       91      213      222      389      398
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,096
COMMITMENTS
   2,526      555       30    1,291    3,977    3,847    4,562    2,249    1,534

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        -26)
    -365      137      -18      457     -371       74     -252     -100      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4      9.1      0.5     21.2     65.2     63.1     74.8     36.9     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        5        3       11       13       23       20
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,122
COMMITMENTS
   2,891      418       48      834    4,348    3,773    4,814    2,349    1,308

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        -60)
    -111      121       24      112     -218       25      -73      -85       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2      6.8      0.8     13.6     71.0     61.6     78.6     38.4     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        5        3       11       13       26       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      243,909
COMMITMENTS
  55,566   33,554   15,541  125,656  130,533  196,763  179,628   47,146   64,281

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:    -12,168)
  -4,146    3,022   -4,815     -944  -10,470   -9,905  -12,263   -2,263       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     13.8      6.4     51.5     53.5     80.7     73.6     19.3     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      93       77       63       75      111      208      224
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      256,077
COMMITMENTS
  59,712   30,532   20,356  126,600  141,003  206,668  191,891   49,409   64,186

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -1,947)
  -5,824    3,149      934    1,773   -5,451   -3,117   -1,368    1,170     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     11.9      7.9     49.4     55.1     80.7     74.9     19.3     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     106       80       83       83      114      239      246
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      133,699
COMMITMENTS
  24,063   21,719   15,174   77,216   83,618  116,453  120,511   17,246   13,188

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      2,783)
  -1,004      -97     -292    7,855    5,464    6,559    5,075   -3,776   -2,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     16.2     11.3     57.8     62.5     87.1     90.1     12.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      33       40       35       45       34      103       95
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      130,916
COMMITMENTS
  25,067   21,816   15,466   69,361   78,154  109,894  115,436   21,022   15,480

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -1,549)
  -1,144      276     -549   -2,149   -3,369   -3,842   -3,642    2,293    2,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     16.7     11.8     53.0     59.7     83.9     88.2     16.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      34       37       33       47       36       99       95
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      635,994
COMMITMENTS
  87,432   67,845   32,822  405,001  405,678  525,255  506,345  110,739  129,649

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     19,587)
 -15,307   -5,343   20,781   42,662   39,763   48,136   55,201  -28,549  -35,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     10.7      5.2     63.7     63.8     82.6     79.6     17.4     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      28       33       28       61       82      104      130
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      616,407
COMMITMENTS
 102,739   73,188   12,041  362,339  365,915  477,119  451,144  139,288  165,263

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     19,966)
  14,192    2,198      720   -4,290   15,480   10,622   18,398    9,344    1,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     11.9      2.0     58.8     59.4     77.4     73.2     22.6     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      31       26       23       62       76      102      116
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      111,880
COMMITMENTS
  15,626    7,550   14,068   57,626   72,557   87,320   94,175   24,560   17,705

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      2,196)
    -470      235     -249    5,156      506    4,437      492   -2,241    1,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      6.7     12.6     51.5     64.9     78.0     84.2     22.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      32       19       25       43       38       90       77
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      109,684
COMMITMENTS
  16,096    7,315   14,317   52,470   72,051   82,883   93,683   26,801   16,001

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      4,345)
     713    1,330      388    3,101    1,865    4,202    3,583      143      762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      6.7     13.1     47.8     65.7     75.6     85.4     24.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      34       22       29       46       44       97       85
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,015
COMMITMENTS
   2,793    1,394    1,052    1,943    2,999    5,788    5,445    1,227    1,570

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        176)
      88       89      157      103      338      348      584     -172     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     19.9     15.0     27.7     42.8     82.5     77.6     17.5     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16       10        9       13       16       34       31
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,839
COMMITMENTS
   2,705    1,305      895    1,840    2,661    5,440    4,861    1,399    1,978

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -179)
     -10      -29     -103      -66     -160     -179     -292        0      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     19.1     13.1     26.9     38.9     79.5     71.1     20.5     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15        9        8       12       13       32       26
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      375,671
COMMITMENTS
 109,030   87,169   10,353  203,806  168,886  323,189  266,408   52,482  109,263

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      1,553)
   7,238       28    7,486  -15,969   -3,774   -1,245    3,740    2,798   -2,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     23.2      2.8     54.3     45.0     86.0     70.9     14.0     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      14       28        9       47       48       67       79
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      374,118
COMMITMENTS
 101,792   87,141    2,867  219,775  172,660  324,434  262,668   49,684  111,450

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      1,871)
  -2,435  -14,522    1,736    4,305   13,229    3,606      443   -1,735    1,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     23.3      0.8     58.7     46.2     86.7     70.2     13.3     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      16       22        3       48       49       65       73
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,834,767
COMMITMENTS
 366,960  340,257  160,945  1067368  978,283  1595273  1479485  239,494  355,282

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:   -130,650)
 -59,254  -27,116    4,072  -97,767  -59,259 -152,949  -82,303   22,299  -48,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     18.5      8.8     58.2     53.3     86.9     80.6     13.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      62       54       45       90      110      173      192
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,965,417
COMMITMENTS
 426,214  367,373  156,873  1165135  1037542  1748222  1561788  217,195  403,629

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:   -115,590)
 -61,257  -21,689   13,728  -51,434  -88,453  -98,963  -96,414  -16,627  -19,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     18.7      8.0     59.3     52.8     88.9     79.5     11.1     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      55       57       45       92      117      169      201
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,382,277
COMMITMENTS
 147,601  369,732   42,194  1047622  700,517  1237417  1112443  144,860  269,834

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:    -13,460)
 -46,698  -17,036   10,407   13,513    5,638  -22,778     -991    9,318  -12,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     26.7      3.1     75.8     50.7     89.5     80.5     10.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      35       42       22       64       74      109      129
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,395,737
COMMITMENTS
 194,299  386,768   31,787  1034109  694,879  1260195  1113434  135,542  282,303

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -89,011)
  -9,880  -19,365  -12,108  -65,354  -32,906  -87,342  -64,379   -1,669  -24,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     27.7      2.3     74.1     49.8     90.3     79.8      9.7     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      40       39       22       64       80      112      133
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      418,662
COMMITMENTS
 154,670   46,572   49,578  167,621  294,965  371,869  391,115   46,793   27,547

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     17,358)
  17,471    4,481   -7,275    7,126   17,250   17,322   14,456       36    2,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     11.1     11.8     40.0     70.5     88.8     93.4     11.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      30       26       34       53       38      102       80
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      401,304
COMMITMENTS
 137,199   42,091   56,853  160,495  277,715  354,547  376,659   46,757   24,645

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     21,030)
   1,334   -1,164    5,237   18,050   24,066   24,621   28,139   -3,591   -7,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     10.5     14.2     40.0     69.2     88.3     93.9     11.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      28       26       32       46       39       91       80
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       30,433
COMMITMENTS
   6,901    6,058       47   15,708   17,990   22,656   24,095    7,777    6,338

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:       -719)
  -1,003      186       39     -571     -885   -1,535     -660      816      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     19.9      0.2     51.6     59.1     74.4     79.2     25.6     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       10        2       18       11       31       22
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       31,152
COMMITMENTS
   7,904    5,872        8   16,279   18,875   24,191   24,755    6,961    6,397

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -318)
    -622     -345        2       10      607     -610      264      292     -582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     18.8      0.0     52.3     60.6     77.7     79.5     22.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       12        1       20       12       36       24
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       68,878
COMMITMENTS
  11,851   35,486      928   48,396   18,617   61,175   55,031    7,703   13,847

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      3,934)
      -8   -1,112      395    7,359    3,236    7,746    2,519   -3,812    1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     51.5      1.3     70.3     27.0     88.8     79.9     11.2     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      17       31        7       19       14       41       47
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       64,944
COMMITMENTS
  11,859   36,598      533   41,037   15,381   53,429   52,512   11,515   12,432

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        946)
    -285   -1,909       50       61    1,502     -174     -357    1,120    1,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     56.4      0.8     63.2     23.7     82.3     80.9     17.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      21       33        5       19       14       44       48
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       42,608
COMMITMENTS
   3,126    4,518    1,843   36,260   34,374   41,229   40,735    1,379    1,873

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:       -451)
     877     -271     -430     -984      127     -537     -574       86      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     10.6      4.3     85.1     80.7     96.8     95.6      3.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9       16        4       22       21       33       39
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       43,059
COMMITMENTS
   2,249    4,789    2,273   37,244   34,247   41,766   41,309    1,293    1,750

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      4,724)
      -5       77    1,000    2,745    2,671    3,740    3,748      984      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     11.1      5.3     86.5     79.5     97.0     95.9      3.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7       17        5       21       20       31       39
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,452
COMMITMENTS
   1,447    2,404      599   14,526   12,022   16,572   15,025    4,880    6,427

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        758)
    -211      -23      -44      472      610      217      543      541      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     11.2      2.8     67.7     56.0     77.3     70.0     22.7     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        8       12       22       16       35       30
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,694
COMMITMENTS
   1,658    2,427      643   14,054   11,412   16,355   14,482    4,339    6,212

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        482)
    -101      172      126      269       91      294      389      188       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     11.7      3.1     67.9     55.1     79.0     70.0     21.0     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        9       12       22       16       38       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      102,172
COMMITMENTS
  17,329   22,607   21,342   49,079   27,725   87,750   71,674   14,422   30,498

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      5,687)
   2,270      188    2,094    2,036    1,622    6,400    3,904     -713    1,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     22.1     20.9     48.0     27.1     85.9     70.2     14.1     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      38       47       44       25       33      101       97
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,485
COMMITMENTS
  15,059   22,419   19,248   47,043   26,103   81,350   67,770   15,135   28,715

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      6,341)
   1,116   -1,091    2,543   -1,006    1,716    2,653    3,168    3,688    3,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     23.2     19.9     48.8     27.1     84.3     70.2     15.7     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      32       45       42       23       32       91       96
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      136,157
COMMITMENTS
  36,042   36,439   12,220   70,303   57,013  118,565  105,672   17,592   30,485

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      2,010)
   1,157   -1,916     -352    3,222    1,241    4,027   -1,027   -2,017    3,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     26.8      9.0     51.6     41.9     87.1     77.6     12.9     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      44       58       44       52       80      118      170
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      134,147
COMMITMENTS
  34,885   38,355   12,572   67,081   55,772  114,538  106,699   19,609   27,448

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      1,577)
    -331   -4,344      708   -2,033    3,065   -1,656     -571    3,233    2,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     28.6      9.4     50.0     41.6     85.4     79.5     14.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      41       64       43       54       82      117      175
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,344
COMMITMENTS
   1,059    1,905       61    1,153      573    2,273    2,539    2,071    1,805

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        146)
      64       74      -26      -12       74       26      122      120       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     43.9      1.4     26.5     13.2     52.3     58.4     47.7     41.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12       19        5       15       11       30       32
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,198
COMMITMENTS
     995    1,831       87    1,165      499    2,247    2,417    1,951    1,781

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:         53)
      17      481     -147       29     -134     -101      200      154     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     43.6      2.1     27.8     11.9     53.5     57.6     46.5     42.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       17        5       15       11       27       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,935
COMMITMENTS
  11,929    4,907    3,567    6,941    7,747   22,437   16,221    4,498   10,714

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     -2,624)
     148      -86     -679   -1,125     -695   -1,656   -1,460     -968   -1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     18.2     13.2     25.8     28.8     83.3     60.2     16.7     39.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      39       25       30       27       28       90       68
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,559
COMMITMENTS
  11,781    4,993    4,246    8,066    8,442   24,093   17,681    5,466   11,878

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        100)
   1,147     -107      185     -954      581      378      659     -278     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     16.9     14.4     27.3     28.6     81.5     59.8     18.5     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      43       25       34       34       41       99       84
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      111,153
COMMITMENTS
  44,904   15,990      608   38,880   81,540   84,392   98,138   26,761   13,015

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      3,302)
   3,361   -1,010     -111    5,721    6,041    8,971    4,920   -5,669   -1,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     14.4      0.5     35.0     73.4     75.9     88.3     24.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      28       10        3       24       26       53       38
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      107,851
COMMITMENTS
  41,543   17,000      719   33,159   75,499   75,421   93,218   32,430   14,633

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -1,654)
  -2,499     -995      179    2,322     -808        2   -1,624   -1,656      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     15.8      0.7     30.7     70.0     69.9     86.4     30.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      26       11        2       21       27       48       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       67,721
COMMITMENTS
   4,008   35,884        1   63,581   22,735   67,590   58,620      131    9,101

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:       -274)
     843   -4,825      -33    8,143   12,631    8,953    7,773   -9,227   -8,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     53.0      0.0     93.9     33.6     99.8     86.6      0.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3       20        1       10       12       13       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       67,995
COMMITMENTS
   3,165   40,709       34   55,438   10,104   58,637   50,847    9,358   17,148

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      1,105)
  -3,320    6,602     -373    6,610   -5,239    2,917      990   -1,812      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     59.9      0.1     81.5     14.9     86.2     74.8     13.8     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       19        1        8       10       11       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       70,597
COMMITMENTS
  39,671    4,907      481   27,610   58,411   67,762   63,799    2,835    6,798

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:    -10,664)
 -14,908   -4,372       75    8,073   -6,055   -6,760  -10,352   -3,904     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2      7.0      0.7     39.1     82.7     96.0     90.4      4.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      34       15        2       16       14       52       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       81,261
COMMITMENTS
  54,579    9,279      406   19,537   64,466   74,522   74,151    6,739    7,110

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -17,559)
 -20,343    8,409      156    4,510  -27,709  -15,677  -19,144   -1,882    1,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.2     11.4      0.5     24.0     79.3     91.7     91.3      8.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      42       11        2       17       15       61       26
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       77,596
COMMITMENTS
  18,388   20,599       20   45,034   47,384   63,442   68,003   14,154    9,593

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      2,992)
  -3,320    4,389      -28   10,423    5,465    7,075    9,826   -4,083   -6,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     26.5      0.0     58.0     61.1     81.8     87.6     18.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      13       16        2       20       25       35       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       74,604
COMMITMENTS
  21,708   16,210       48   34,611   41,919   56,367   58,177   18,237   16,427

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      1,818)
   1,249   -1,891        1      526    5,927    1,776    4,037       42   -2,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     21.7      0.1     46.4     56.2     75.6     78.0     24.4     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       14        3       17       26       34       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      178,245
COMMITMENTS
   7,941   55,606    1,142  157,079  108,008  166,162  164,756   12,083   13,489

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     11,707)
  -1,417   14,882      216   28,165    6,868   26,964   21,966  -15,257  -10,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     31.2      0.6     88.1     60.6     93.2     92.4      6.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      13       35        3       25       28       40       64
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      166,538
COMMITMENTS
   9,358   40,724      926  128,914  101,140  139,198  142,790   27,340   23,748

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -385)
  -3,065    1,916       -1    3,158   -1,830       92       85     -477     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     24.5      0.6     77.4     60.7     83.6     85.7     16.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14       28        4       25       27       41       57
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      153,731
COMMITMENTS
  26,465   30,084    1,169   90,759   88,098  118,393  119,351   35,338   34,380

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      8,642)
   2,227       80      151   12,972   15,097   15,350   15,328   -6,708   -6,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     19.6      0.8     59.0     57.3     77.0     77.6     23.0     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      30       28       10       26       29       59       64
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      145,089
COMMITMENTS
  24,238   30,004    1,018   77,787   73,001  103,043  104,023   42,046   41,066

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -3,329)
  -3,051    3,299      107    4,216   -4,536    1,272   -1,130   -4,601   -2,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     20.7      0.7     53.6     50.3     71.0     71.7     29.0     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      27       29       10       26       25       56       61
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:        9,410
COMMITMENTS
   4,877        0        0    3,252    8,195    8,129    8,195    1,281    1,215

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        406)
     296        0        0      127      175      423      175      -17      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8      0.0      0.0     34.6     87.1     86.4     87.1     13.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        0        6       10       13       10
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,518,040
COMMITMENTS
 974,636  983,041  971,158  5571256  4890203  7517050  6844402  1000990  1673638

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:    374,971)
  52,352   -4,031  118,912  104,415  157,180  275,679  272,061   99,292  102,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     11.5     11.4     65.4     57.4     88.2     80.4     11.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      49       64       91      127      140      228      250
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,143,069
COMMITMENTS
 922,284  987,072  852,246  5466841  4733023  7241371  6572341  901,698  1570728

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    122,710)
 105,625  -49,700  -26,400    7,729  209,157   86,954  133,057   35,756  -10,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     12.1     10.5     67.1     58.1     88.9     80.7     11.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      53       68       92      125      143      228      257
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      662,008
COMMITMENTS
  49,747   60,308    9,806  467,856  499,768  527,409  569,882  134,599   92,126

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      6,101)
  -1,361    5,968    3,466     -808   -5,299    1,297    4,135    4,804    1,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      9.1      1.5     70.7     75.5     79.7     86.1     20.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      36       36       19       87       60      134      104
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      655,907
COMMITMENTS
  51,108   54,340    6,340  468,664  505,067  526,112  565,747  129,795   90,160

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        677)
  -3,249    3,508       44    5,627     -127    2,422    3,425   -1,745   -2,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      8.3      1.0     71.5     77.0     80.2     86.3     19.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      32       33       18       87       62      132      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,103,644
COMMITMENTS
 182,576  323,436   29,119  655,194  639,930  866,889  992,485  236,755  111,159

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     12,317)
 -10,790   -1,080    4,162   42,748    2,685   36,120    5,767  -23,803    6,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     29.3      2.6     59.4     58.0     78.5     89.9     21.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      45       60       24       58       68      119      136
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,091,327
COMMITMENTS
 193,366  324,516   24,957  612,446  637,245  830,769  986,718  260,558  104,609

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     45,940)
  -6,263  -13,096    9,376   40,464   22,088   43,577   18,368    2,363   27,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     29.7      2.3     56.1     58.4     76.1     90.4     23.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      42       57       21       58       65      114      129
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,834
COMMITMENTS
   1,029      530        0    6,851   10,225    7,880   10,755    4,954    2,079

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        503)
    -230      530        0      423     -330      193      200      310      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      4.1      0.0     53.4     79.7     61.4     83.8     38.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       16       14       18       15
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,331
COMMITMENTS
   1,259        0        0    6,428   10,555    7,687   10,555    4,644    1,776

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:          8)
     206        0        0      -11        4      195        4     -187        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      0.0      0.0     52.1     85.6     62.3     85.6     37.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        0       15       15       18       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       34,496
COMMITMENTS
   7,439    2,167        1   19,144   30,093   26,584   32,261    7,912    2,235

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      1,401)
     810      545        1     -479    1,165      332    1,711    1,069     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      6.3      0.0     55.5     87.2     77.1     93.5     22.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        4        1       19       18       24       23
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       33,095
COMMITMENTS
   6,629    1,622        0   19,623   28,928   26,252   30,550    6,843    2,545

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        698)
    -637       18        0      952    1,191      315    1,209      383     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      4.9      0.0     59.3     87.4     79.3     92.3     20.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        4        0       16       20       20       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       57,968
COMMITMENTS
   6,064   16,117        0   30,636   33,000   36,700   49,117   21,268    8,851

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      1,115)
    -176    2,517        0      -17   -1,455     -193    1,062    1,308       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     27.8      0.0     52.8     56.9     63.3     84.7     36.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      10       20        0       31       27       41       47
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,853
COMMITMENTS
   6,240   13,600        0   30,653   34,455   36,893   48,055   19,960    8,798

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,900)
    -936    2,718        0    1,374       45      438    2,763    2,462      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     23.9      0.0     53.9     60.6     64.9     84.5     35.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      11       18        0       33       27       44       45
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      334,946
COMMITMENTS
 106,294   91,565    1,519  211,265  173,821  319,078  266,905   15,868   68,041

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     -2,869)
 -13,810   17,384   -1,009   15,990  -27,426    1,171  -11,051   -4,040    8,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     27.3      0.5     63.1     51.9     95.3     79.7      4.7     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      59       74       12       43       37      109      116
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      337,815
COMMITMENTS
 120,104   74,181    2,528  195,275  201,247  317,907  277,956   19,908   59,859

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     13,931)
   3,376     -979      -54   10,594    6,566   13,916    5,533       15    8,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     22.0      0.7     57.8     59.6     94.1     82.3      5.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      69       61       13       42       36      118      103
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       61,099
COMMITMENTS
  14,142    3,277        0   35,242   49,984   49,384   53,261   11,715    7,838

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        911)
    -519      486        0    8,258    3,735    7,739    4,221   -6,828   -3,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      5.4      0.0     57.7     81.8     80.8     87.2     19.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        4        0       17       16       27       20
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       60,188
COMMITMENTS
  14,661    2,791        0   26,984   46,249   41,645   49,040   18,543   11,148

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -13,613)
 -12,429    2,005        0    3,207  -18,755   -9,222  -16,750   -4,391    3,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      4.6      0.0     44.8     76.8     69.2     81.5     30.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        4        0       15       17       26       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,215
COMMITMENTS
     780    6,222        0   31,168   24,695   31,948   30,917    5,267    6,298

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      1,108)
     560    1,059        0      348     -513      908      546      200      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     16.7      0.0     83.8     66.4     85.8     83.1     14.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2       15        0       29       24       31       39
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,107
COMMITMENTS
     220    5,163        0   30,820   25,208   31,040   30,371    5,067    5,736

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      4,109)
       0      825        0    3,085    2,995    3,085    3,820    1,024      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     14.3      0.0     85.4     69.8     86.0     84.1     14.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1       12        0       30       25       31       37
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      249,807
COMMITMENTS
  16,476   54,063      896  220,521  183,458  237,893  238,417   11,914   11,390

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      5,099)
   3,695    5,673      242     -254     -693    3,683    5,222    1,416     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     21.6      0.4     88.3     73.4     95.2     95.4      4.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      19       42        7       32       49       55       94
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      244,708
COMMITMENTS
  12,781   48,390      654  220,775  184,151  234,210  233,195   10,498   11,513

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     17,585)
    -774    1,328       30   19,731   15,102   18,987   16,460   -1,402    1,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     19.8      0.3     90.2     75.3     95.7     95.3      4.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      14       41        4       35       50       52       92
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       54,201
COMMITMENTS
  19,541   12,930      357   18,239   31,240   38,137   44,527   16,064    9,674

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     -2,422)
  -1,107    1,160     -104     -891     -727   -2,102      329     -320   -2,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     23.9      0.7     33.7     57.6     70.4     82.2     29.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      21       20        3       21       23       44       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,623
COMMITMENTS
  20,648   11,770      461   19,130   31,967   40,239   44,198   16,384   12,425

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      6,597)
   1,506    1,946      -37    2,889    2,781    4,358    4,690    2,239    1,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     20.8      0.8     33.8     56.5     71.1     78.1     28.9     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      27       18        3       22       23       51       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       31,533
COMMITMENTS
   6,556    1,889      179   19,178   11,367   25,913   13,435    5,620   18,098

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        849)
    -732      998      -60      594      389     -198    1,327    1,047     -478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      6.0      0.6     60.8     36.0     82.2     42.6     17.8     57.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        5        3       10       10       20       18
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       30,684
COMMITMENTS
   7,288      891      239   18,584   10,978   26,111   12,108    4,573   18,576

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,095)
     689      623      239    1,107    1,541    2,035    2,403       60     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      2.9      0.8     60.6     35.8     85.1     39.5     14.9     60.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        2        3       10        9       21       14
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       37,445
COMMITMENTS
   1,710    3,070       45   18,619   25,155   20,374   28,270   17,071    9,175

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     -1,132)
     457      568       45     -224     -216      278      397   -1,410   -1,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      8.2      0.1     49.7     67.2     54.4     75.5     45.6     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3       11        1       17       22       21       33
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       38,577
COMMITMENTS
   1,253    2,502        0   18,843   25,371   20,096   27,873   18,481   10,704

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,968)
    -965        0        0    2,418    1,131    1,453    1,131    1,515    1,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      6.5      0.0     48.8     65.8     52.1     72.3     47.9     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        9        0       16       22       19       31
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      120,303
COMMITMENTS
  43,817   32,167    7,952   35,083   67,188   86,852  107,307   33,451   12,996

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      4,172)
   3,650   16,677   -3,899    5,287   -9,282    5,038    3,496     -866      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     26.7      6.6     29.2     55.8     72.2     89.2     27.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      92       42       21       23       26      121       85
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      116,131
COMMITMENTS
  40,167   15,490   11,851   29,796   76,470   81,814  103,811   34,317   12,320

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -5,175)
     -32     -371   -1,460   -4,372   -4,555   -5,864   -6,386      689    1,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     13.3     10.2     25.7     65.8     70.4     89.4     29.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      91       30       23       21       30      120       77
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      104,766
COMMITMENTS
  37,291   27,936   12,956   40,412   50,927   90,659   91,819   14,107   12,947

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      2,158)
  -1,067      440    2,158    1,575      379    2,666    2,977     -508     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     26.7     12.4     38.6     48.6     86.5     87.6     13.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      65       63       42       41       37      140      116
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      102,608
COMMITMENTS
  38,358   27,496   10,798   38,837   50,548   87,993   88,842   14,615   13,766

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -2,453)
  -2,911      990     -364     -487   -4,552   -3,762   -3,926    1,309    1,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     26.8     10.5     37.8     49.3     85.8     86.6     14.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      65       69       47       40       37      141      123
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      291,894
COMMITMENTS
 158,841   49,008   23,232   58,835  198,485  240,908  270,725   50,986   21,169

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:    -39,910)
 -48,057    1,797     -224   10,464  -43,760  -37,817  -42,187   -2,093    2,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     16.8      8.0     20.2     68.0     82.5     92.7     17.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     127       57       32       30       43      176      119
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      331,804
COMMITMENTS
 206,898   47,211   23,456   48,371  242,245  278,725  312,912   53,079   18,892

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        171)
  -1,660   -3,740      942    2,256    2,764    1,538      -34   -1,367      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.4     14.2      7.1     14.6     73.0     84.0     94.3     16.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
     142       60       35       30       50      194      129
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,290
COMMITMENTS
   4,695    2,290      520    2,643    6,024    7,858    8,834    1,432      456

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        838)
   1,000       13      -23       33    1,100    1,010    1,090     -172     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     24.7      5.6     28.4     64.8     84.6     95.1     15.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        3       11        6        6       33       19
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        8,452
COMMITMENTS
   3,695    2,277      543    2,610    4,924    6,848    7,744    1,604      708

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -5,965)
  -1,994       39       53   -1,405   -4,232   -3,346   -4,140   -2,619   -1,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     26.9      6.4     30.9     58.3     81.0     91.6     19.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16        3       11        6        6       32       19
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       96,340
COMMITMENTS
  27,286    6,674    3,862   49,230   68,230   80,378   78,766   15,962   17,574

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     -1,824)
  -1,035     -821      218     -251      309   -1,068     -294     -756   -1,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      6.9      4.0     51.1     70.8     83.4     81.8     16.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      52       13       22       41       58      100       89
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       98,164
COMMITMENTS
  28,321    7,495    3,644   49,481   67,921   81,446   79,060   16,718   19,104

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      4,445)
   5,223     -884      449     -604    6,652    5,068    6,217     -623   -1,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      7.6      3.7     50.4     69.2     83.0     80.5     17.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      51       14       19       47       64      106       91
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       30,904
COMMITMENTS
   2,050    5,180      573   19,527   17,487   22,150   23,240    8,754    7,664

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     -2,985)
     406      730        7   -2,696   -3,175   -2,283   -2,438     -702     -547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     16.8      1.9     63.2     56.6     71.7     75.2     28.3     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7       11        3       25       19       34       32
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       33,889
COMMITMENTS
   1,644    4,450      566   22,223   20,662   24,433   25,678    9,456    8,211

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      1,140)
    -765      768       83      873      652      191    1,503      949     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     13.1      1.7     65.6     61.0     72.1     75.8     27.9     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       10        4       24       16       32       29
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      104,379
COMMITMENTS
  20,011   43,617    3,947   67,875   45,540   91,833   93,104   12,546   11,275

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        -96)
    -551      246      344      864      448      657    1,038     -753   -1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     41.8      3.8     65.0     43.6     88.0     89.2     12.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      57       77       42       51       45      132      143
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      104,475
COMMITMENTS
  20,562   43,371    3,603   67,011   45,092   91,176   92,066   13,299   12,409

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,698)
     -53    3,018      -13      775     -312      709    2,693    1,989        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     41.5      3.4     64.1     43.2     87.3     88.1     12.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      56       75       39       53       45      133      140
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       24,768
COMMITMENTS
   7,898    4,801    1,491   12,356   16,706   21,745   22,998    3,023    1,770

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     -1,180)
    -651      547      274      -84   -1,651     -461     -830     -719     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     19.4      6.0     49.9     67.4     87.8     92.9     12.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      32       28       16       26       17       65       56
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       25,948
COMMITMENTS
   8,549    4,254    1,217   12,440   18,357   22,206   23,828    3,742    2,120

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -4,174)
  -2,349    1,023   -1,080     -679   -4,566   -4,108   -4,623      -66      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     16.4      4.7     47.9     70.7     85.6     91.8     14.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      32       28       16       25       16       66       53
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      132,061
COMMITMENTS
  25,533   39,194    2,692   95,036   82,625  123,261  124,511    8,800    7,550

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      2,206)
    -308       65      279    2,773      803    2,744    1,147     -538    1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     29.7      2.0     72.0     62.6     93.3     94.3      6.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      46       54       15       52       34      108       97
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,855
COMMITMENTS
  25,841   39,129    2,413   92,263   81,822  120,517  123,364    9,338    6,491

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -2,729)
    -353    1,563     -443   -1,638   -2,744   -2,434   -1,624     -295   -1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     30.1      1.9     71.1     63.0     92.8     95.0      7.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      54       53       12       51       33      111       95
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      474,985
COMMITMENTS
 163,292   46,148   45,565  187,051  337,694  395,908  429,407   79,077   45,578

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      9,456)
   6,944   -3,079   12,527  -13,469   -3,819    6,002    5,629    3,454    3,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4      9.7      9.6     39.4     71.1     83.4     90.4     16.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      71       37       45       57       50      157      109
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      465,529
COMMITMENTS
 156,348   49,227   33,038  200,520  341,513  389,906  423,778   75,623   41,751

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -7,354)
  -9,453   -2,413     -739   -1,059   -5,375  -11,251   -8,527    3,897    1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     10.6      7.1     43.1     73.4     83.8     91.0     16.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      62       33       40       57       51      147      103
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       82,756
COMMITMENTS
  20,194   19,211    7,265   47,182   49,483   74,641   75,959    8,115    6,797

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:       -973)
  -2,682      313    1,355      566   -3,202     -761   -1,534     -212      561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     23.2      8.8     57.0     59.8     90.2     91.8      9.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      81       70       33       88       80      188      171
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       83,729
COMMITMENTS
  22,876   18,898    5,910   46,616   52,685   75,402   77,493    8,327    6,236

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -7,809)
  -1,316      866      -39   -6,437   -8,583   -7,792   -7,756      -17      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     22.6      7.1     55.7     62.9     90.1     92.6      9.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      86       66       32       80       78      186      164
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       17,497
COMMITMENTS
   6,512    2,522    2,410    6,530   10,323   15,452   15,255    2,045    2,242

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     -2,672)
     670     -850      226   -3,207   -1,364   -2,311   -1,988     -361     -684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     14.4     13.8     37.3     59.0     88.3     87.2     11.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       15        7        9        4       25       21
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,169
COMMITMENTS
   5,842    3,372    2,184    9,737   11,687   17,763   17,243    2,406    2,926

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        902)
     615      273     -269      158      632      504      636      398      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     16.7     10.8     48.3     57.9     88.1     85.5     11.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13       13        9        5        3       24       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      183,008
COMMITMENTS
  31,336   21,995   24,087   90,556  111,400  145,979  157,482   37,029   25,526

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     -8,164)
  -3,977    2,238   -1,161   -3,431  -10,356   -8,569   -9,279      405    1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     12.0     13.2     49.5     60.9     79.8     86.1     20.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      35       32       38       60       57      122      103
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      191,172
COMMITMENTS
  35,313   19,757   25,248   93,987  121,756  154,548  166,761   36,624   24,411

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -1,051)
  -5,549   -2,899    1,664    2,842      523   -1,043     -712       -8     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     10.3     13.2     49.2     63.7     80.8     87.2     19.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      32       29       35       63       58      120      100
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      497,961
COMMITMENTS
  60,483   69,679  149,740  218,364  248,675  428,587  468,094   69,374   29,867

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:    -30,065)
 -11,773   -7,627  -17,330   -2,124   -7,332  -31,227  -32,289    1,162    2,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     14.0     30.1     43.9     49.9     86.1     94.0     13.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      60       48       67       94       80      194      158
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      528,026
COMMITMENTS
  72,256   77,306  167,070  220,488  256,007  459,814  500,383   68,212   27,643

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -14,532)
  -3,703      517   -6,171   -1,379    2,651  -11,253   -3,003   -3,279  -11,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     14.6     31.6     41.8     48.5     87.1     94.8     12.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      59       50       75       97       86      201      172
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,736
COMMITMENTS
   2,688    3,799    2,549   33,052   28,747   38,289   35,095    3,447    6,641

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      1,658)
     612      120      430      890    1,634    1,932    2,184     -274     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      9.1      6.1     79.2     68.9     91.7     84.1      8.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       20       18       22       22
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,078
COMMITMENTS
   2,076    3,679    2,119   32,162   27,113   36,357   32,911    3,721    7,167

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,139)
  -1,360   -1,158      355    3,504    3,610    2,499    2,807     -360     -668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      9.2      5.3     80.2     67.7     90.7     82.1      9.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       18       14       21       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,424
COMMITMENTS
  10,131    5,360    5,312   84,845   96,734  100,288  107,406   12,136    5,018

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      2,336)
   3,338     -372     -442     -866    2,510    2,030    1,696      306      640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      4.8      4.7     75.5     86.0     89.2     95.5     10.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        4       25       27       30       32
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,088
COMMITMENTS
   6,793    5,732    5,754   85,711   94,224   98,258  105,710   11,830    4,378

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -17,167)
  -5,658  -10,272   -7,022   -4,907      407  -17,587  -16,887      420     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.2      5.2     77.9     85.6     89.3     96.0     10.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        4       25       27       29       32
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,049
COMMITMENTS
  17,492   14,567    2,684   51,618   51,516   71,794   68,767    4,255    7,282

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      4,882)
   2,282    1,624        0    2,660    3,754    4,942    5,378      -60     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     19.2      3.5     67.9     67.7     94.4     90.4      5.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       20       16       22       20
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,167
COMMITMENTS
  15,210   12,943    2,684   48,958   47,762   66,852   63,389    4,315    7,778

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -4,593)
  -8,907     -214        0    3,774   -3,825   -5,133   -4,039      540     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     18.2      3.8     68.8     67.1     93.9     89.1      6.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       19       15       21       19
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,776
COMMITMENTS
       0   20,142    3,440   61,899   42,860   65,339   66,442    3,437    2,334

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      5,318)
       0   -4,103     -242    6,137    9,998    5,895    5,653     -577     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     29.3      5.0     90.0     62.3     95.0     96.6      5.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        4       22       22       26       26
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,458
COMMITMENTS
       0   24,245    3,682   55,762   32,862   59,444   60,789    4,014    2,669

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      3,449)
       0    5,239      542    4,702   -4,341    5,244    1,440   -1,795    2,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     38.2      5.8     87.9     51.8     93.7     95.8      6.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        4       21       19       25       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,144
COMMITMENTS
  14,123   14,241    2,762   41,106   41,031   57,991   58,034    6,153    6,110

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      1,565)
     720      324     -201     -659      618     -140      741    1,705      824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     22.2      4.3     64.1     64.0     90.4     90.5      9.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        5       20       19       25       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,579
COMMITMENTS
  13,403   13,917    2,963   41,765   40,413   58,131   57,293    4,448    5,286

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        569)
   1,413    1,842     -692      200       79      921    1,229     -352     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     22.2      4.7     66.7     64.6     92.9     91.6      7.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        6       20       21       26       28
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,043
COMMITMENTS
       0    2,219    1,946   60,351   53,566   62,297   57,731      746    5,312

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      3,872)
       0      182    1,092    3,148    2,474    4,240    3,748     -368      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      3.1     95.7     85.0     98.8     91.6      1.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       21       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,171
COMMITMENTS
       0    2,037      854   57,203   51,092   58,057   53,983    1,114    5,188

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,638)
    -397    2,037     -947    3,494    1,248    2,150    2,338      488      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      1.4     96.7     86.3     98.1     91.2      1.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       22       23       23
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,662
COMMITMENTS
       0   15,457      522   60,634   47,620   61,156   63,599    7,506    5,063

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      2,950)
       0     -494      212    2,765    2,619    2,977    2,337      -27      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     22.5      0.8     88.3     69.4     89.1     92.6     10.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       24       22       26       24
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,712
COMMITMENTS
       0   15,951      310   57,869   45,001   58,179   61,262    7,533    4,450

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        896)
       0      -44       70    1,804    1,285    1,874    1,311     -978     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     24.3      0.5     88.1     68.5     88.5     93.2     11.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       24       22       25       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,824
COMMITMENTS
  25,531      835    4,133   42,378   65,350   72,042   70,318    3,782    5,506

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      2,520)
     740   -1,506     -368    2,762    4,458    3,134    2,584     -614      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7      1.1      5.5     55.9     86.2     95.0     92.7      5.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        3       21       22       24       26
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,304
COMMITMENTS
  24,791    2,341    4,501   39,616   60,892   68,908   67,734    4,396    5,570

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -9,234)
   1,046   -8,460     -962  -10,178     -532  -10,094   -9,954      860      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      3.2      6.1     54.0     83.1     94.0     92.4      6.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        4       20       21       24       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,353
COMMITMENTS
   1,067    3,583    2,780   36,357   25,897   40,204   32,260    2,149   10,093

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      3,573)
  -1,034    1,088       52    4,421    1,477    3,439    2,617      134      956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      8.5      6.6     85.8     61.1     94.9     76.2      5.1     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       20       18       24       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,780
COMMITMENTS
   2,101    2,495    2,728   31,936   24,420   36,765   29,643    2,015    9,137

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        773)
    -912    1,472      667    1,876   -1,366    1,631      773     -858        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      6.4      7.0     82.4     63.0     94.8     76.4      5.2     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       17       17       21       19
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,930
COMMITMENTS
   1,712    8,112    1,379   36,779   36,761   39,870   46,252   14,060    7,678

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      3,577)
       0    3,538      260    1,886       64    2,146    3,862    1,431     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     15.0      2.6     68.2     68.2     73.9     85.8     26.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       11       12       14       15
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,353
COMMITMENTS
   1,712    4,574    1,119   34,893   36,697   37,724   42,390   12,629    7,963

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      9.1      2.2     69.3     72.9     74.9     84.2     25.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       12       13       14       15
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,806
COMMITMENTS
   3,274        0        0   43,132   46,332   46,406   46,332      400      474

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.0      0.0     92.2     99.0     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        0       14       16       17       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       33,588
COMMITMENTS
   4,684        0        0   27,702   32,518   32,386   32,518    1,202    1,070

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      0.0      0.0     82.5     96.8     96.4     96.8      3.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        0       14       19       17       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,210,931
COMMITMENTS
 317,274   53,903  233,048  639,527  911,431  1189849  1198382   21,082   12,549

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:    -36,558)
  -9,685  -18,943   -2,332  -25,774  -15,280  -37,791  -36,555    1,233       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      4.5     19.2     52.8     75.3     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      25       10       34       82       79      116      115
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,247,489
COMMITMENTS
 326,959   72,846  235,380  665,301  926,711  1227640  1234937   19,849   12,552

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     34,712)
     859    4,578    4,386   31,312   26,727   36,557   35,691   -1,845     -979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      5.8     18.9     53.3     74.3     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      22       16       36       91       83      127      122
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      191,661
COMMITMENTS
  41,771   39,205   52,561   94,939   96,346  189,271  188,112    2,390    3,549

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:    -10,743)
  10,034    1,085  -11,982   -9,858   -1,233  -11,806  -12,130    1,063    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     20.5     27.4     49.5     50.3     98.8     98.1      1.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11        9       17       29       30       47       49
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      202,404
COMMITMENTS
  31,737   38,120   64,543  104,797   97,579  201,077  200,242    1,327    2,162

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     11,905)
   6,318     -487    1,104    4,672   11,519   12,094   12,136     -189     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     18.8     31.9     51.8     48.2     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11       12       19       32       33       53       54
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       85,984
COMMITMENTS
  25,082    5,740   19,802   40,795   60,025   85,679   85,567      305      417

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:      3,450)
   1,040    2,300   -1,060    3,353    2,233    3,333    3,473      117      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      6.7     23.0     47.4     69.8     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        7       10       37       35       47       47
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       82,534
COMMITMENTS
  24,042    3,440   20,862   37,442   57,792   82,346   82,094      188      440

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,712)
   1,840      640    1,660     -628      272    2,872    2,572     -160      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      4.2     25.3     45.4     70.0     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        5       11       37       35       48       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,053
COMMITMENTS
   2,158    4,746    3,218   19,278   17,932   24,654   25,896    2,399    1,157

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:          2)
    -508      -88      -42     -218     -180     -768     -310      770      312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     17.5     11.9     71.3     66.3     91.1     95.7      8.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        5        4       20       24       25       29
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,051
COMMITMENTS
   2,666    4,834    3,260   19,496   18,112   25,422   26,206    1,629      845

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      1,469)
       0    1,770     -876      758      491     -118    1,385    1,587       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     17.9     12.1     72.1     67.0     94.0     96.9      6.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        5        4       19       25       24       30
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,194
COMMITMENTS
     582    4,236    2,128    8,212    4,814   10,922   11,178    1,272    1,016

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        628)
      42      882     -714    1,306        0      634      168       -6      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     34.7     17.5     67.3     39.5     89.6     91.7     10.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        3       20       13       25       17
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,566
COMMITMENTS
     540    3,354    2,842    6,906    4,814   10,288   11,010    1,278      556

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -691)
       0        0        0     -699     -189     -699     -189        8     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     29.0     24.6     59.7     41.6     89.0     95.2     11.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       18       14       23       17
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,957
COMMITMENTS
   2,403    3,039      399    9,132    8,385   11,934   11,823       23      134

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        -42)
      84        0      -84      -42       42      -42      -42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     25.4      3.3     76.4     70.1     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       12        9       15       14
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,999
COMMITMENTS
   2,319    3,039      483    9,174    8,343   11,976   11,865       23      134

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        133)
     168      126      -84      557      599      641      641     -508     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     25.3      4.0     76.5     69.5     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       12        8       15       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,862
COMMITMENTS
   3,360    3,074    3,000   10,342   10,558   16,702   16,632      160      230

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        580)
    -100        0       60      500      500      460      560      120       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     18.2     17.8     61.3     62.6     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        6       20       17       26       23
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,282
COMMITMENTS
   3,460    3,074    2,940    9,842   10,058   16,242   16,072       40      210

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        980)
     360     -340     -180      920    1,550    1,100    1,030     -120      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     18.9     18.1     60.4     61.8     99.8     98.7      0.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        6       19       19       25       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,076
COMMITMENTS
  11,380      280    1,950   10,960   22,214   24,290   24,444      786      632

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:        430)
    -110        0       30       90      -80       10      -50      420      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4      1.1      7.8     43.7     88.6     96.9     97.5      3.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        4       23       23       28       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,646
COMMITMENTS
  11,490      280    1,920   10,870   22,294   24,280   24,494      366      152

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -430)
    -900        0      -90      670     -140     -320     -230     -110     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6      1.1      7.8     44.1     90.5     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        4       22       23       27       28
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      914,422
COMMITMENTS
 142,591  123,231  167,179  532,610  537,190  842,380  827,600   72,042   86,822

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     18,332)
   2,142   -1,498     -810   10,279    6,503   11,611    4,195    6,721   14,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     13.5     18.3     58.2     58.7     92.1     90.5      7.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      75       98       96       74       85      213      220
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      896,090
COMMITMENTS
 140,449  124,729  167,989  522,331  530,687  830,769  823,405   65,321   72,685

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -61,677)
 -14,014   10,661  -13,013  -30,640  -47,996  -57,667  -50,348   -4,010  -11,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     13.9     18.7     58.3     59.2     92.7     91.9      7.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      78       92       92       74       85      212      218
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,799
COMMITMENTS
   8,360    5,881      656    3,220    7,315   12,236   13,852    2,563      947

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:       -107)
    -118      458     -282      432     -363       32     -187     -139       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     39.7      4.4     21.8     49.4     82.7     93.6     17.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      53       16        4       16       25       73       42
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,906
COMMITMENTS
   8,478    5,423      938    2,788    7,678   12,204   14,039    2,702      867

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        462)
    -120      360      366      220     -511      466      215       -4      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9     36.4      6.3     18.7     51.5     81.9     94.2     18.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      53       17        8       13       26       74       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,835
COMMITMENTS
   7,435      706       67    1,105    9,185    8,607    9,958    2,228      877

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:       -457)
    -209        5       59       85     -406      -65     -342     -392     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.6      6.5      0.6     10.2     84.8     79.4     91.9     20.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      24        6        2        8       21       33       29
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,292
COMMITMENTS
   7,644      701        8    1,020    9,591    8,672   10,300    2,620      992

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -367)
    -473       60        0        0     -414     -473     -354      106      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.7      6.2      0.1      9.0     84.9     76.8     91.2     23.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      27        6        1        7       20       34       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 08/30/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      153,802
COMMITMENTS
  39,758    7,202    7,224   88,346  126,167  135,328  140,593   18,474   13,209

CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST:     -2,640)
  -8,152    1,087   -1,410    5,798   -5,882   -3,764   -6,205    1,124    3,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      4.7      4.7     57.4     82.0     88.0     91.4     12.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      52       20       27       63       66      127      102
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      156,442
COMMITMENTS
  47,910    6,115    8,634   82,548  132,049  139,092  146,798   17,350    9,644

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -4,478)
  -3,254   -1,144     -667       35   -1,848   -3,886   -3,659     -592     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      3.9      5.5     52.8     84.4     88.9     93.8     11.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      60       14       30       63       67      134      101
 

Updated September 9, 2005