WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      250,929
COMMITMENTS
  42,445   79,061   19,949  164,743  114,168  227,137  213,178   23,792   37,751

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -6,959)
    -995   10,341   -4,164    4,595   -6,182     -564       -5   -6,395   -6,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     31.5      8.0     65.7     45.5     90.5     85.0      9.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      56      108       54       40       52      136      182
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      257,888
COMMITMENTS
  43,440   68,720   24,113  160,148  120,350  227,701  213,183   30,187   44,705

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      55      100       52       40       52      137      173
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      733,168
COMMITMENTS
 125,700   79,548   74,363  405,864  400,333  605,927  554,244  127,241  178,924

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:    -10,391)
 -17,503    3,491      743    8,306  -13,363   -8,454   -9,129   -1,937   -1,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     10.8     10.1     55.4     54.6     82.6     75.6     17.4     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
     120      111      112      204      237      398      409
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      743,559
COMMITMENTS
 143,203   76,057   73,620  397,558  413,696  614,381  563,373  129,178  180,186

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      562)
     143       98      119      194      235      408      405
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,587
COMMITMENTS
   3,290      356       23    1,444    5,762    4,757    6,141    2,830    1,446

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -147)
       2       -4     -182     -136       47     -316     -139      169       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      4.7      0.3     19.0     75.9     62.7     80.9     37.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13        4        3       10       15       25       20
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,734
COMMITMENTS
   3,288      360      205    1,580    5,715    5,073    6,280    2,661    1,454

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12        4        4        9       14       24       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      256,519
COMMITMENTS
  61,850   24,292   17,747  124,635  151,160  204,232  193,199   52,287   63,320

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:    -15,773)
  -8,756      -40      241   -3,669  -15,037  -12,184  -14,836   -3,589     -937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      9.5      6.9     48.6     58.9     79.6     75.3     20.4     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     108       75       72       89      126      238      244
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      272,292
COMMITMENTS
  70,606   24,332   17,506  128,304  166,197  216,416  208,035   55,876   64,257

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     122       74       67       85      124      249      237
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      125,731
COMMITMENTS
  29,503   16,608   12,171   62,644   82,479  104,318  111,258   21,413   14,473

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:    -11,602)
  -5,934    4,927   -4,761    3,777  -13,819   -6,918  -13,653   -4,684    2,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     13.2      9.7     49.8     65.6     83.0     88.5     17.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      39       28       22       40       35       93       78
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      137,333
COMMITMENTS
  35,437   11,681   16,932   58,867   96,298  111,236  124,911   26,097   12,422

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      55       23       34       38       34      114       83
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      574,689
COMMITMENTS
  78,236   85,986    8,103  383,511  322,862  469,850  416,951  104,839  157,738

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     20,317)
     965    2,211    1,795   17,360   16,820   20,120   20,826      197     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     15.0      1.4     66.7     56.2     81.8     72.6     18.2     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      28       30       22       67       77      104      120
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      554,372
COMMITMENTS
  77,271   83,775    6,308  366,151  306,042  449,730  396,125  104,642  158,247

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      27       30       20       64       73      100      114
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      108,509
COMMITMENTS
  20,739    4,540   13,873   43,412   72,817   78,024   91,230   30,485   17,279

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -4,895)
  -1,532    1,950   -4,099    1,353   -5,384   -4,278   -7,533     -617    2,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      4.2     12.8     40.0     67.1     71.9     84.1     28.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      41       12       27       49       41      106       72
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      113,404
COMMITMENTS
  22,271    2,590   17,972   42,059   78,201   82,302   98,763   31,102   14,641

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      46       13       34       54       48      119       87
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,160
COMMITMENTS
   2,719    1,255    1,036    1,990    3,036    5,745    5,327    1,415    1,833

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -503)
    -146      -22     -336      -98     -120     -580     -478       77      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     17.5     14.5     27.8     42.4     80.2     74.4     19.8     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      15        9        9       11       13       32       26
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,663
COMMITMENTS
   2,865    1,277    1,372    2,088    3,156    6,325    5,805    1,338    1,858

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      17       10        9       13       12       35       26
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      368,486
COMMITMENTS
 102,950  113,337    1,435  208,801  145,091  313,186  259,863   55,300  108,623

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      7,837)
  -2,945      624     -704    9,609    6,283    5,960    6,203    1,877    1,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     30.8      0.4     56.7     39.4     85.0     70.5     15.0     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      17       26        4       44       40       62       69
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      360,649
COMMITMENTS
 105,895  112,713    2,139  199,192  138,808  307,226  253,660   53,423  106,989

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      15       29        4       44       41       61       72
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,017,608
COMMITMENTS
 516,550  440,569  107,293  1175865  1053642  1799708  1601504  217,900  416,104

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     10,921)
  28,543   63,637  -14,396   -5,278   -1,353    8,869   47,888    2,052  -36,967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     21.8      5.3     58.3     52.2     89.2     79.4     10.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      49       61       41       87      115      157      196
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,006,687
COMMITMENTS
 488,007  376,932  121,689  1181143  1054995  1790839  1553616  215,848  453,071

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      54       58       42       89      122      161      204
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,521,730
COMMITMENTS
 186,892  440,290   26,581  1171516  744,988  1384989  1211859  136,741  309,871

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     71,485)
 -25,181   35,751    4,802   87,516   26,410   67,137   66,963    4,348    4,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     28.9      1.7     77.0     49.0     91.0     79.6      9.0     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      33       47       25       71       82      116      142
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,450,245
COMMITMENTS
 212,073  404,539   21,779  1084000  718,578  1317852  1144896  132,393  305,349

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      37       42       20       67       80      109      137
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      380,090
COMMITMENTS
 120,241   49,868   44,896  163,079  255,623  328,216  350,387   51,874   29,703

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        382)
   4,786   -4,682    6,180  -11,567    2,416     -601    3,914      983   -3,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     13.1     11.8     42.9     67.3     86.4     92.2     13.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      30       24       31       43       40       87       81
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      379,708
COMMITMENTS
 115,455   54,550   38,716  174,646  253,207  328,817  346,473   50,891   33,235

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      29       21       29       41       37       84       73
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       30,910
COMMITMENTS
   8,732    5,593        2   15,899   17,998   24,633   23,593    6,277    7,317

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        187)
     484      -56        2       11      -34      497      -88     -310      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     18.1      0.0     51.4     58.2     79.7     76.3     20.3     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       10        2       19       11       35       21
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       30,723
COMMITMENTS
   8,248    5,649        0   15,888   18,032   24,136   23,681    6,587    7,042

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14        9        0       19       12       33       21
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       59,122
COMMITMENTS
  11,240   36,108      402   36,599   10,185   48,241   46,695   10,881   12,427

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      4,595)
  -1,316    5,904      -69    7,348   -2,205    5,963    3,630   -1,368      965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     61.1      0.7     61.9     17.2     81.6     79.0     18.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       27        5       18       12       40       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       54,527
COMMITMENTS
  12,556   30,204      471   29,251   12,390   42,278   43,065   12,249   11,462

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      20       27        4       18       13       40       42
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,504
COMMITMENTS
   1,963    5,611    1,004   33,039   28,808   36,006   35,423      498    1,081

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        245)
     -90      565        0      172     -518       82       47      163      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     15.4      2.8     90.5     78.9     98.6     97.0      1.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6       18        4       21       19       30       38
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,259
COMMITMENTS
   2,053    5,046    1,004   32,867   29,326   35,924   35,376      335      883

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6       18        4       21       20       30       39
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,916
COMMITMENTS
   1,681    2,033      609   13,416   11,201   15,706   13,843    4,210    6,073

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -2,992)
    -687     -212       18   -1,960   -2,199   -2,629   -2,393     -363     -599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     10.2      3.1     67.4     56.2     78.9     69.5     21.1     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        8       10       22       16       34       29
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,908
COMMITMENTS
   2,368    2,245      591   15,376   13,400   18,335   16,236    4,573    6,672

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        7        9       21       17       32       30
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       95,169
COMMITMENTS
  15,389   22,811   18,018   48,640   25,914   82,047   66,743   13,122   28,426

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -325)
   1,654     -220   -2,641     -682    1,194   -1,669   -1,667    1,344    1,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     24.0     18.9     51.1     27.2     86.2     70.1     13.8     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      33       54       37       23       34       86      100
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       95,494
COMMITMENTS
  13,735   23,031   20,659   49,322   24,720   83,716   68,410   11,778   27,084

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      35       50       38       25       31       86      101
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,830
COMMITMENTS
   1,040      692        7      341      405    1,388    1,104      442      726

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -224)
     235     -115        2     -141      -57       96     -170     -320      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8     37.8      0.4     18.6     22.1     75.8     60.3     24.2     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        8        2        4        3       11       12
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,054
COMMITMENTS
     805      807        5      482      462    1,292    1,274      762      780

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6       11        2        6        4       13       16
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      130,694
COMMITMENTS
  33,959   38,052   13,075   68,856   53,737  115,890  104,864   14,804   25,830

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -8,681)
     -32    2,993   -3,873   -3,525   -7,218   -7,430   -8,098   -1,251     -583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     29.1     10.0     52.7     41.1     88.7     80.2     11.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      45       69       42       44       71      116      165
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      139,375
COMMITMENTS
  33,991   35,059   16,948   72,381   60,955  123,320  112,962   16,055   26,413

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      59       62       63       54       85      142      192
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,200
COMMITMENTS
   1,102    1,132      285    1,063      951    2,450    2,368    1,750    1,832

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:         98)
     -14      -96       11       -9      -67      -12     -152      110      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     27.0      6.8     25.3     22.6     58.3     56.4     41.7     43.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       17        5       14       13       29       33
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,102
COMMITMENTS
   1,116    1,228      274    1,072    1,018    2,462    2,520    1,640    1,582

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11       16        5       16        9       30       28
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,793
COMMITMENTS
   9,219    3,918    4,029    9,151    7,334   22,399   15,281    5,394   12,512

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,656)
   1,742      -60       17      403    1,526    2,162    1,483      494    1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     14.1     14.5     32.9     26.4     80.6     55.0     19.4     45.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      37       24       26       40       45       95       85
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,137
COMMITMENTS
   7,477    3,978    4,012    8,748    5,808   20,237   13,798    4,900   11,339

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      31       28       22       40       43       88       80
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       92,585
COMMITMENTS
  33,587   19,373      540   27,978   58,661   62,105   78,574   30,480   14,011

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      4,679)
   4,621    2,571        0   -1,407    5,299    3,214    7,870    1,465   -3,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     20.9      0.6     30.2     63.4     67.1     84.9     32.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      24       14        1       20       23       44       38
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       87,906
COMMITMENTS
  28,966   16,802      540   29,385   53,362   58,891   70,704   29,015   17,202

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      24       13        1       22       24       46       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       71,277
COMMITMENTS
   6,045   38,256       34   56,219   12,407   62,298   50,697    8,979   20,580

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        -50)
   1,412    2,297       10   -2,660     -678   -1,238    1,629    1,188   -1,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     53.7      0.0     78.9     17.4     87.4     71.1     12.6     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       19        1        9       11       13       30
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       71,327
COMMITMENTS
   4,633   35,959       24   58,879   13,085   63,536   49,068    7,791   22,259

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       18        1        8       12       12       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       97,200
COMMITMENTS
  75,620    1,411      356   13,432   90,258   89,408   92,025    7,792    5,175

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,417)
     882     -157      156    1,358    2,779    2,396    2,778     -979   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.8      1.5      0.4     13.8     92.9     92.0     94.7      8.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      63        7        2       17       13       80       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       95,783
COMMITMENTS
  74,738    1,568      200   12,074   87,479   87,012   89,247    8,771    6,536

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      57        8        1       17       14       74       23
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       72,461
COMMITMENTS
  11,090   26,599      113   44,467   24,323   55,670   51,035   16,791   21,426

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -1,058)
  -1,287   -2,757       24    1,011    1,374     -252   -1,359     -806      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     36.7      0.2     61.4     33.6     76.8     70.4     23.2     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10       19        3       16       20       29       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       73,519
COMMITMENTS
  12,377   29,356       89   43,456   22,949   55,922   52,394   17,597   21,125

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       18        3       16       19       30       37
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      177,994
COMMITMENTS
  12,768   61,428      769  139,535   83,986  153,072  146,183   24,922   31,811

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     12,713)
   3,431    8,940      333    9,065     -669   12,829    8,604     -116    4,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     34.5      0.4     78.4     47.2     86.0     82.1     14.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      14       33        2       26       23       41       57
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      165,281
COMMITMENTS
   9,337   52,488      436  130,470   84,655  140,243  137,579   25,038   27,702

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15       31        2       24       23       40       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      145,759
COMMITMENTS
  28,507   24,276    1,148   70,541   74,659  100,196  100,083   45,563   45,676

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,165)
   4,099     -323      522   -2,242       58    2,379      257     -214    1,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     16.7      0.8     48.4     51.2     68.7     68.7     31.3     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      31       22       11       23       25       58       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      143,594
COMMITMENTS
  24,408   24,599      626   72,783   74,601   97,817   99,826   45,777   43,768

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      30       28        7       26       27       59       59
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       74,357
COMMITMENTS
   5,110    1,000      770   63,212   66,389   69,092   68,159    5,265    6,198

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,921)
     226        0      -25    1,722    1,569    1,923    1,544       -2      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      1.3      1.0     85.0     89.3     92.9     91.7      7.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       12       16       14       18
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       72,436
COMMITMENTS
   4,884    1,000      795   61,490   64,820   67,169   66,615    5,267    5,821

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       11       16       13       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,869,826
COMMITMENTS
 799,396  1137983  800,949  5349492  4327034  6949837  6265966  919,989  1603860

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:    142,767)
  29,640   91,010  -32,375  119,505    1,013  116,770   59,648   25,997   83,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     14.5     10.2     68.0     55.0     88.3     79.6     11.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      50       66       85      126      138      220      249
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,727,059
COMMITMENTS
 769,756  1046973  833,324  5229987  4326021  6833067  6206318  893,992  1520741

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      43       71       87      121      132      214      245
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      650,761
COMMITMENTS
  52,704   48,547    4,924  463,279  503,936  520,907  557,407  129,854   93,354

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,761)
     766       12      -21   -1,286    1,865     -541    1,856    3,302      905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      7.5      0.8     71.2     77.4     80.0     85.7     20.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      32       33       18       85       64      129      104
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      648,000
COMMITMENTS
  51,938   48,535    4,945  464,565  502,071  521,448  555,551  126,552   92,449

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      33       34       17       86       64      131      103
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,022,076
COMMITMENTS
 192,289  284,588   13,254  521,621  606,099  727,164  903,941  294,912  118,135

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     16,372)
   5,467  -10,348    2,045   16,877   10,444   24,389    2,141   -8,017   14,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     27.8      1.3     51.0     59.3     71.1     88.4     28.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      38       55       21       55       63      107      125
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,005,704
COMMITMENTS
 186,822  294,936   11,209  504,744  595,655  702,775  901,800  302,929  103,904

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      46       62       17       56       60      113      128
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,198
COMMITMENTS
   1,053        0        0    6,930   10,552    7,983   10,552    4,215    1,646

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -143)
    -226     -452        0      -97     -375     -323     -827      180      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.0      0.0     56.8     86.5     65.4     86.5     34.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       17       15       19       15
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,341
COMMITMENTS
   1,279      452        0    7,027   10,927    8,306   11,379    4,035      962

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       17       16       20       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       33,037
COMMITMENTS
   7,324    1,859        5   19,675   28,171   27,004   30,035    6,033    3,002

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -406)
  -1,754      441        5     -596   -1,906   -2,345   -1,460    1,939    1,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2      5.6      0.0     59.6     85.3     81.7     90.9     18.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        1       16       18       21       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       33,443
COMMITMENTS
   9,078    1,418        0   20,271   30,077   29,349   31,495    4,094    1,948

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        3        0       17       19       22       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       48,286
COMMITMENTS
   7,168    8,624        0   27,063   31,729   34,231   40,353   14,055    7,933

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -936)
     488    1,072     -455     -398   -1,055     -365     -438     -571     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     17.9      0.0     56.0     65.7     70.9     83.6     29.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      13       15        0       30       22       43       37
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,222
COMMITMENTS
   6,680    7,552      455   27,461   32,784   34,596   40,791   14,626    8,431

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       15        1       30       22       42       38
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      318,590
COMMITMENTS
 133,283   64,292    1,920  159,845  219,107  295,048  285,319   23,542   33,271

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     10,409)
 -11,531      468       57   19,944    9,321    8,470    9,846    1,939      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     20.2      0.6     50.2     68.8     92.6     89.6      7.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      69       54       11       36       41      114       97
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      308,181
COMMITMENTS
 144,814   63,824    1,863  139,901  209,786  286,578  275,473   21,603   32,708

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      79       49        8       37       45      121       98
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       72,496
COMMITMENTS
  30,047    2,029        0   22,896   61,145   52,943   63,174   19,553    9,322

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     11,596)
   9,498   -1,203        0    1,427   12,990   10,925   11,787      671     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4      2.8      0.0     31.6     84.3     73.0     87.1     27.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15        2        0       12       18       27       20
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       60,900
COMMITMENTS
  20,549    3,232        0   21,469   48,155   42,018   51,387   18,882    9,513

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        3        0       12       18       23       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,811
COMMITMENTS
     452    4,129        0   25,385   20,583   25,837   24,712    4,974    6,099

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:         61)
      -6       57        0      341      227      335      284     -274     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     13.4      0.0     82.4     66.8     83.9     80.2     16.1     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        9        0       28       23       30       32
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,750
COMMITMENTS
     458    4,072        0   25,044   20,356   25,502   24,428    5,248    6,322

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        9        0       28       22       30       31
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      220,704
COMMITMENTS
  14,863   44,041      585  190,825  166,472  206,273  211,098   14,431    9,606

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -5,443)
 -10,204      -15       74    6,508   -4,700   -3,622   -4,641   -1,821     -802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     20.0      0.3     86.5     75.4     93.5     95.6      6.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      19       36        3       30       49       50       87
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      226,147
COMMITMENTS
  25,067   44,056      511  184,317  171,172  209,895  215,739   16,252   10,408

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      25       36        3       32       49       58       87
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,683
COMMITMENTS
  15,278    7,013      571   14,902   25,845   30,751   33,429   13,932   11,254

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:          4)
    -832      286      153       68     -711     -611     -272      615      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     15.7      1.3     33.4     57.8     68.8     74.8     31.2     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      29       12        2       19       20       48       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,679
COMMITMENTS
  16,110    6,727      418   14,834   26,556   31,362   33,701   13,317   10,978

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      29       12        3       19       24       49       38
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       26,508
COMMITMENTS
   6,323      285        0   15,529    8,715   21,852    9,000    4,656   17,508

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,157)
    -182      285        0    1,030      674      848      959      309      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      1.1      0.0     58.6     32.9     82.4     34.0     17.6     66.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        1        0        8        7       18        8
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       25,351
COMMITMENTS
   6,505        0        0   14,499    8,041   21,004    8,041    4,347   17,310

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        0        0        9        5       19        5
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       33,478
COMMITMENTS
   1,503    2,996       29   15,963   24,596   17,495   27,621   15,983    5,857

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,672)
    -112     -555        0      700    2,425      588    1,870    2,084      802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      8.9      0.1     47.7     73.5     52.3     82.5     47.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       12        2       15       20       20       32
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       30,806
COMMITMENTS
   1,615    3,551       29   15,263   22,171   16,907   25,751   13,899    5,055

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       12        1       15       19       19       31
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      123,818
COMMITMENTS
  41,925   12,687   14,667   35,010   85,551   91,602  112,905   32,216   10,913

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,798)
  -1,118    3,047      877    2,286   -1,520    2,045    2,404     -247     -606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     10.2     11.8     28.3     69.1     74.0     91.2     26.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      92       30       27       20       30      122       78
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      122,020
COMMITMENTS
  43,043    9,640   13,790   32,724   87,071   89,557  110,501   32,463   11,519

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      90       23       26       18       36      117       78
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      113,439
COMMITMENTS
  44,439   28,075   15,082   38,976   54,672   98,497   97,829   14,942   15,610

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -4,456)
  -1,771       59   -2,967      613   -2,278   -4,125   -5,186     -331      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     24.7     13.3     34.4     48.2     86.8     86.2     13.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      65       74       56       44       43      155      139
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      117,895
COMMITMENTS
  46,210   28,016   18,049   38,363   56,950  102,622  103,015   15,273   14,880

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      69       73       59       43       41      161      138
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      287,839
COMMITMENTS
 168,613   50,914   19,873   48,576  199,406  237,062  270,193   50,777   17,646

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     43,351)
  49,672   -2,458    1,411   -6,758   44,265   44,325   43,218     -974      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6     17.7      6.9     16.9     69.3     82.4     93.9     17.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
     128       61       28       33       45      181      119
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      244,488
COMMITMENTS
 118,941   53,372   18,462   55,334  155,141  192,737  226,975   51,751   17,513

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
     113       60       30       29       41      157      118
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,224
COMMITMENTS
   5,496    2,284      564    3,285    8,780    9,345   11,628    2,879      596

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:         46)
     163     -240      -25      182      694      320      429     -274     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     18.7      4.6     26.9     71.8     76.4     95.1     23.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      24        3        9        6        6       38       17
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,178
COMMITMENTS
   5,333    2,524      589    3,103    8,086    9,025   11,199    3,153      979

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      23        3       10        6        6       38       18
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       92,305
COMMITMENTS
  21,926    8,480    4,150   48,168   58,266   74,244   70,896   18,061   21,409

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,458)
    -635    1,343      790     -471   -3,118     -316     -985    1,774    2,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      9.2      4.5     52.2     63.1     80.4     76.8     19.6     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      40       17       18       46       49       97       77
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       90,847
COMMITMENTS
  22,561    7,137    3,360   48,639   61,384   74,560   71,881   16,287   18,966

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      41       13       16       47       54       98       78
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       29,956
COMMITMENTS
   3,212    2,478      421   18,900   18,276   22,533   21,175    7,423    8,781

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,540)
     740      475     -161    1,012    1,609    1,591    1,923      949      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      8.3      1.4     63.1     61.0     75.2     70.7     24.8     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        7        2       24       14       35       22
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       27,416
COMMITMENTS
   2,472    2,003      582   17,888   16,667   20,942   19,252    6,474    8,164

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        6        3       22       15       31       23
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       94,924
COMMITMENTS
  20,017   29,715    3,541   61,482   51,393   85,040   84,649    9,884   10,275

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        785)
     -97    3,435      524    2,104   -2,579    2,531    1,380   -1,746     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     31.3      3.7     64.8     54.1     89.6     89.2     10.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      45       68       39       53       47      126      133
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       94,139
COMMITMENTS
  20,114   26,280    3,017   59,378   53,972   82,509   83,269   11,630   10,870

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      49       60       38       54       47      127      127
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,364
COMMITMENTS
  13,064    2,473    1,630   12,724   25,383   27,418   29,486    3,946    1,878

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        173)
    -242      203       -7      597     -206      348      -10     -175      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7      7.9      5.2     40.6     80.9     87.4     94.0     12.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      46       15       17       23       17       77       44
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,191
COMMITMENTS
  13,306    2,270    1,637   12,127   25,589   27,070   29,496    4,121    1,695

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      48       14       16       21       17       77       40
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      126,009
COMMITMENTS
  22,769   22,148    2,344   91,842   95,480  116,955  119,972    9,054    6,037

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -665)
      35   -1,191      366   -1,467   -1,516   -1,066   -2,341      401    1,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     17.6      1.9     72.9     75.8     92.8     95.2      7.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      49       42       15       51       38      109       90
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      126,674
COMMITMENTS
  22,734   23,339    1,978   93,309   96,996  118,021  122,313    8,653    4,361

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      49       48       15       53       37      111       93
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      489,576
COMMITMENTS
 174,115   51,109   36,234  202,135  357,393  412,484  444,736   77,092   44,840

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     36,721)
  19,368    9,048    7,081   11,998   16,911   38,447   33,040   -1,726    3,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     10.4      7.4     41.3     73.0     84.3     90.8     15.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      65       41       43       54       54      153      111
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      452,855
COMMITMENTS
 154,747   42,061   29,153  190,137  340,482  374,037  411,696   78,818   41,159

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      70       30       33       53       55      145       99
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       93,177
COMMITMENTS
  27,198   16,739    7,588   50,756   63,327   85,542   87,654    7,635    5,523

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -512)
     380       52      186      574      131    1,140      369   -1,652     -881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     18.0      8.1     54.5     68.0     91.8     94.1      8.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      91       74       55       91       90      214      200
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       93,689
COMMITMENTS
  26,818   16,687    7,402   50,182   63,196   84,402   87,285    9,287    6,404

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      97       70       54       90       91      217      198
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       26,450
COMMITMENTS
  13,115    2,661    2,652    8,344   19,238   24,111   24,551    2,339    1,899

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        718)
   1,475      256      458     -551      278    1,382      992     -664     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.6     10.1     10.0     31.5     72.7     91.2     92.8      8.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14       15        9        7        6       29       24
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,732
COMMITMENTS
  11,640    2,405    2,194    8,895   18,960   22,729   23,559    3,003    2,173

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        8        6        9        4       33       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      181,744
COMMITMENTS
  35,550   21,486   22,289   87,842  112,404  145,681  156,179   36,063   25,565

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      5,062)
   2,353     -220      600    1,263    3,641    4,216    4,021      846    1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     11.8     12.3     48.3     61.8     80.2     85.9     19.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      30       32       33       59       57      114      100
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      176,682
COMMITMENTS
  33,197   21,706   21,689   86,579  108,763  141,465  152,158   35,217   24,524

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      34       25       34       56       58      110      101
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      527,804
COMMITMENTS
  64,888   75,464  177,589  213,638  245,741  456,115  498,794   71,689   29,010

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     25,710)
  11,959    6,738    9,119    5,058    7,569   26,136   23,426     -426    2,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     14.3     33.6     40.5     46.6     86.4     94.5     13.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      57       44       64      100       85      194      161
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      502,094
COMMITMENTS
  52,929   68,726  168,470  208,580  238,172  429,979  475,368   72,115   26,726

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      51       50       71       95       82      192      162
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,375
COMMITMENTS
   5,250    4,471      740   25,664   23,463   31,654   28,674    3,721    6,701

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -1,049)
   1,300      578     -599   -1,444     -684     -743     -705     -306     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     12.6      2.1     72.5     66.3     89.5     81.1     10.5     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       16       12       18       16
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,424
COMMITMENTS
   3,950    3,893    1,339   27,108   24,147   32,397   29,379    4,027    7,045

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       14       10       16       14
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,411
COMMITMENTS
   6,353   19,204   14,604   93,012   88,013  113,969  121,821   12,442    4,590

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      3,498)
   3,442   -6,244   -1,904     -687    9,608      851    1,460    2,647    2,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     15.2     11.6     73.6     69.6     90.2     96.4      9.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        4       24       28       28       33
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,913
COMMITMENTS
   2,911   25,448   16,508   93,699   78,405  113,118  120,361    9,795    2,552

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        4       24       27       28       32
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,912
COMMITMENTS
  36,820   10,137    2,684   30,729   50,993   70,233   63,814    3,679   10,098

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        706)
   2,568    1,208        0   -2,196     -743      372      465      334      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8     13.7      3.6     41.6     69.0     95.0     86.3      5.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       14       13       16       17
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,206
COMMITMENTS
  34,252    8,929    2,684   32,925   51,736   69,861   63,349    3,345    9,857

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       15       14       17       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,037
COMMITMENTS
     550   13,770    4,571   44,530   34,300   49,651   52,641    5,386    2,396

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      5,303)
     550      920    1,890    1,707    3,339    4,147    6,149    1,156     -846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     25.0      8.3     80.9     62.3     90.2     95.6      9.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        3       18       17       21       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,734
COMMITMENTS
       0   12,850    2,681   42,823   30,961   45,504   46,492    4,230    3,242

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        3       18       16       21       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,997
COMMITMENTS
  10,432    9,751    2,654   38,765   40,353   51,851   52,758    6,146    5,239

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,837)
   2,729      293     -697   -1,394    1,662      638    1,258    2,199    1,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     16.8      4.6     66.8     69.6     89.4     91.0     10.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        4       21       21       25       25
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,160
COMMITMENTS
   7,703    9,458    3,351   40,159   38,691   51,213   51,500    3,947    3,660

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        4       24       21       28       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,074
COMMITMENTS
   1,063        0    1,191   52,132   48,873   54,386   50,064      688    5,010

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -182)
      -6        0       -2     -296       62     -304       60      122     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      2.2     94.7     88.7     98.8     90.9      1.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       21       21       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,256
COMMITMENTS
   1,069        0    1,193   52,428   48,811   54,690   50,004      566    5,252

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       21       21       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,160
COMMITMENTS
       0   13,321      453   54,236   43,343   54,689   57,117    7,471    5,043

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -219)
       0   -1,091      123     -404      844     -281     -124       62      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.4      0.7     87.3     69.7     88.0     91.9     12.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       24       20       25       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,379
COMMITMENTS
       0   14,412      330   54,640   42,499   54,970   57,241    7,409    5,138

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       24       20       25       22
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,270
COMMITMENTS
  26,811   41,677    5,463   55,186   39,959   87,460   87,099    3,810    4,171

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -2,445)
  -9,362   -5,444    1,272    6,433    1,609   -1,657   -2,563     -788      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     45.7      6.0     60.5     43.8     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       19       20       22       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,715
COMMITMENTS
  36,173   47,121    4,191   48,753   38,350   89,117   89,662    4,598    4,053

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       18       20       21       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,212
COMMITMENTS
   3,651    1,065      945   26,573   24,316   31,169   26,326    3,043    7,886

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,393)
     236      865     -351      904      396      789      910      604      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      3.1      2.8     77.7     71.1     91.1     76.9      8.9     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       16       18       20       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       32,819
COMMITMENTS
   3,415      200    1,296   25,669   23,920   30,380   25,416    2,439    7,403

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        2       17       17       21       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,178,264
COMMITMENTS
 313,590   66,992  220,724  625,374  880,103  1159688  1167819   18,576   10,445

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     58,760)
   7,442    5,899   24,287   27,789   30,158   59,518   60,344     -758   -1,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      5.7     18.7     53.1     74.7     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      22       18       35       85       82      121      121
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,119,504
COMMITMENTS
 306,148   61,093  196,437  597,585  849,945  1100170  1107475   19,334   12,029

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      20       16       33       84       80      118      115
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      183,652
COMMITMENTS
  23,188   45,555   58,180   99,528   77,974  180,896  181,709    2,756    1,943

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      4,674)
  -4,160    2,461    2,000    7,254      451    5,094    4,912     -420     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     24.8     31.7     54.2     42.5     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9       12       17       28       28       47       47
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      178,978
COMMITMENTS
  27,348   43,094   56,180   92,274   77,523  175,802  176,797    3,176    2,181

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11        9       17       27       27       45       46
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       78,178
COMMITMENTS
  22,022    4,180   19,482   36,426   54,416   77,930   78,078      248      100

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      5,358)
   2,690      100    1,860      908    4,078    5,458    6,038     -100     -680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      5.3     24.9     46.6     69.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        3        9       37       35       47       44
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,820
COMMITMENTS
  19,332    4,080   17,622   35,518   50,338   72,472   72,040      348      780

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        4       10       38       33       49       43
 
 
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE                Code-064658
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:          780
COMMITMENTS
     280      140       20      360      520      660      680      120      100

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     17.9      2.6     46.2     66.7     84.6     87.2     15.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1        7        9       10       12
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,051
COMMITMENTS
   2,601    2,073    4,012   17,396   17,415   24,009   23,500       42      551

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -741)
       0      210      -36     -623     -325     -659     -151      -82     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      8.6     16.7     72.3     72.4     99.8     97.7      0.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        4        4       19       24       24       29
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,792
COMMITMENTS
   2,601    1,863    4,048   18,019   17,740   24,668   23,651      124    1,141

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        4        4       19       23       24       28
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,630
COMMITMENTS
     540    3,478    2,590    6,906    3,970   10,036   10,038      594      592

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        426)
     -42      -84       63      363      405      384      384       42       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     32.7     24.4     65.0     37.3     94.4     94.4      5.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       17       12       22       15
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,204
COMMITMENTS
     582    3,562    2,527    6,543    3,565    9,652    9,654      552      550

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       18       14       23       17
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,848
COMMITMENTS
   2,149    2,913      567    8,109    7,234   10,825   10,714       23      134

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -1,091)
     261      -58       21     -843     -972     -561   -1,009     -530      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     26.9      5.2     74.8     66.7     99.8     98.8      0.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       11        6       14       11
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,354
COMMITMENTS
   3,280    2,414    2,860    7,034    7,620   13,174   12,894      180      460

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        428)
    -240      720      -80      768     -232      448      408      -20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     18.1     21.4     52.7     57.1     98.7     96.6      1.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        5       16       16       22       21
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,926
COMMITMENTS
   3,520    1,694    2,940    6,266    7,852   12,726   12,486      200      440

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        5       16       15       22       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,306
COMMITMENTS
  11,120      280    1,200    9,650   20,454   21,970   21,934      336      372

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,794)
   1,320        0      -40      550    1,834    1,830    1,794      -36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9      1.3      5.4     43.3     91.7     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        4       21       22       25       27
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,512
COMMITMENTS
   9,800      280    1,240    9,100   18,620   20,140   20,140      372      372

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        4       18       20       22       25
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      887,515
COMMITMENTS
 139,400  104,412  162,445  509,259  533,649  811,104  800,506   76,411   87,009

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     47,336)
  18,339    9,421    1,707   18,808   25,321   38,854   36,449    8,482   10,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     11.8     18.3     57.4     60.1     91.4     90.2      8.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      86       97      104       80       91      232      238
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      840,179
COMMITMENTS
 121,061   94,991  160,738  490,451  508,328  772,250  764,057   67,929   76,122

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      78       85       97       82       94      220      225
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,310
COMMITMENTS
   8,790    4,346      277    2,468    9,020   11,535   13,643    2,775      667

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:         11)
     -57      106       -8       67     -204        2     -106        9      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.4     30.4      1.9     17.2     63.0     80.6     95.3     19.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      57       16        2       12       26       71       43
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,299
COMMITMENTS
   8,847    4,240      285    2,401    9,224   11,533   13,749    2,766      550

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      58       17        3       11       27       72       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,334
COMMITMENTS
   8,655      724        8    1,170   10,373    9,833   11,105    2,501    1,229

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,402)
   1,077     -102        0      212    1,280    1,289    1,178      113      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.2      5.9      0.1      9.5     84.1     79.7     90.0     20.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      27        7        1        7       20       34       28
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,932
COMMITMENTS
   7,578      826        8      958    9,093    8,544    9,927    2,388    1,005

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      26        8        1        5       21       31       30
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      157,071
COMMITMENTS
  49,302    9,233    7,506   83,428  130,472  140,236  147,211   16,835    9,860

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      4,214)
   4,453   -2,642      372     -695    4,429    4,130    2,159       84    2,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      5.9      4.8     53.1     83.1     89.3     93.7     10.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      60       17       32       72       74      148      110
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 08/02/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      152,857
COMMITMENTS
  44,849   11,875    7,134   84,123  126,043  136,106  145,052   16,751    7,805

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

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

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


Updated August 19, 2005