WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      291,000
COMMITMENTS
  46,895   60,466   49,401  169,354  141,138  265,649  251,004   25,351   39,996

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -301)
  -4,081    6,051     -734    4,770   -6,612      -46   -1,295     -255      995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     20.8     17.0     58.2     48.5     91.3     86.3      8.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      79       92       75       44       54      164      189


WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      291,300
COMMITMENTS
  50,976   54,415   50,135  164,585  147,750  265,695  252,299   25,605   39,001

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     18,343)
   3,233   -1,876   10,696    2,930    8,062   16,858   16,882    1,485    1,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     18.7     17.2     56.5     50.7     91.2     86.6      8.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      81       92       80       44       60      171      195


CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      933,138
COMMITMENTS
 148,737   48,100  182,820  446,610  488,606  778,166  719,526  154,972  213,612

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    -19,268)
  -8,362   -6,251   -7,633    1,439    5,167  -14,556   -8,717   -4,711  -10,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      5.2     19.6     47.9     52.4     83.4     77.1     16.6     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      586)
     174       85      180      230      265      485      473


CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      952,406
COMMITMENTS
 157,098   54,351  190,453  445,171  483,438  792,723  728,243  159,683  224,163

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     79,452)
  42,184  -10,046   15,450    4,597   66,944   62,230   72,347   17,223    7,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      5.7     20.0     46.7     50.8     83.2     76.5     16.8     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
     178       89      173      220      268      470      474


OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,267
COMMITMENTS
   3,669       15      741    2,251    6,770    6,660    7,526    2,607    1,741

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -125)
     175      -49      -24     -109      -97       42     -170     -167       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6      0.2      8.0     24.3     73.1     71.9     81.2     28.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      15        2        5       10       15       26       21


OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,392
COMMITMENTS
   3,494       65      765    2,360    6,867    6,618    7,696    2,774    1,696

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        521)
     470      -21      -33      -41      366      395      312      126      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2      0.7      8.1     25.1     73.1     70.5     81.9     29.5     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15        2        6       11       16       26       24


SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      365,988
COMMITMENTS
  68,925   21,579   67,758  151,563  192,011  288,246  281,348   77,742   84,640

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    -31,144)
   3,958    2,185  -19,217   -8,061  -10,409  -23,319  -27,442   -7,824   -3,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      5.9     18.5     41.4     52.5     78.8     76.9     21.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
     121       79      127      121      136      312      284


SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      397,132
COMMITMENTS
  64,967   19,394   86,975  159,623  202,420  311,566  308,790   85,566   88,342

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -1,124)
  -4,757   -2,386    4,641      415   -1,208      299    1,046   -1,423   -2,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      4.9     21.9     40.2     51.0     78.5     77.8     21.5     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     144       73      133      130      142      328      298


MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,187
COMMITMENTS
  13,059    4,696    1,340        0      768   14,399    6,804    4,788   12,383

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9       12       10        0        3       14       20


SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      153,142
COMMITMENTS
  34,141   10,289   24,923   66,218  103,589  125,282  138,802   27,859   14,340

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    -12,414)
  -2,739     -304   -3,060   -4,460   -8,673  -10,258  -12,037   -2,156     -377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      6.7     16.3     43.2     67.6     81.8     90.6     18.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      51       21       29       43       41      111       83


SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      165,556
COMMITMENTS
  36,879   10,593   27,983   70,678  112,263  135,540  150,839   30,015   14,717

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -4,341)
     723    1,293      503   -2,384   -5,989   -1,157   -4,193   -3,183     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      6.4     16.9     42.7     67.8     81.9     91.1     18.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      56       24       31       44       44      119       87


U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      737,661
COMMITMENTS
  76,242   65,643  115,043  420,215  379,019  611,500  559,705  126,162  177,956

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    -37,716)
  -8,072   -2,619  -16,023  -12,383   -7,290  -36,479  -25,932   -1,237  -11,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      8.9     15.6     57.0     51.4     82.9     75.9     17.1     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      28       34       39       68       81      117      133


U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      775,378
COMMITMENTS
  84,314   68,262  131,067  432,598  386,308  647,979  585,637  127,399  189,740

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:    -14,693)
  -6,996  -15,596    1,576    5,723     -362      303  -14,383  -14,996     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      8.8     16.9     55.8     49.8     83.6     75.5     16.4     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      29       34       38       74       81      124      132


SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      131,182
COMMITMENTS
  25,346    1,252   21,273   49,940   92,340   96,559  114,866   34,623   16,317

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -8,340)
    -174     -245   -1,687   -4,526   -4,184   -6,387   -6,116   -1,953   -2,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      1.0     16.2     38.1     70.4     73.6     87.6     26.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      46       12       32       55       55      118       90


SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      139,522
COMMITMENTS
  25,520    1,497   22,960   54,466   96,524  102,946  120,982   36,576   18,540

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        911)
    -958   -1,422    1,366     -694      -12     -287      -68    1,198      980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      1.1     16.5     39.0     69.2     73.8     86.7     26.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      42       14       31       58       56      118       92


ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,065
COMMITMENTS
   3,192    1,252    1,375    1,999    3,391    6,566    6,018    1,499    2,047

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        464)
     176     -144      108      180      376      464      339       -0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6     15.5     17.1     24.8     42.0     81.4     74.6     18.6     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      21        8       12       12       13       36       30


ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,601
COMMITMENTS
   3,016    1,396    1,268    1,819    3,015    6,102    5,679    1,499    1,922

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        354)
    -136      -64      141      223      264      228      340      126       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7     18.4     16.7     23.9     39.7     80.3     74.7     19.7     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      20       10        9       11       13       33       30


2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      360,252
COMMITMENTS
 103,350  105,406    1,917  200,517  144,855  305,784  252,178   54,468  108,074

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -7,428)
   1,163   -3,049    1,795   -9,866   -5,474   -6,908   -6,728     -520     -700

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

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


2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      367,680
COMMITMENTS
 102,187  108,455      122  210,383  150,329  312,692  258,906   54,988  108,774

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -2,865)
   4,489       34       31  -11,936   -4,120   -7,416   -4,055    4,551    1,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     29.5      0.0     57.2     40.9     85.0     70.4     15.0     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      13       27        2       45       42       60       69


10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,582,373
COMMITMENTS
 376,397  381,122  456,334  1512808  1301225  2345538  2138681  236,835  443,692

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -593)
 -11,544    4,437  -13,991   24,640  -15,712     -895  -25,267      302   24,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     14.8     17.7     58.6     50.4     90.8     82.8      9.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      48       67       72       98      132      182      235


10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,582,966
COMMITMENTS
 387,941  376,685  470,325  1488167  1316937  2346433  2163947  236,533  419,019

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     43,611)
 -36,567   -6,998   52,519   39,856   13,108   55,808   58,630  -12,197  -15,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     14.6     18.2     57.6     51.0     90.8     83.8      9.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      42       81       73      110      140      200      246


5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,643,963
COMMITMENTS
 161,962  347,349  195,761  1137806  795,361  1495529  1338471  148,433  305,491

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     60,758)
  -3,558   58,986    3,217   81,062      715   80,721   62,918  -19,963   -2,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     21.1     11.9     69.2     48.4     91.0     81.4      9.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      30       48       43       73       89      128      155


5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,583,204
COMMITMENTS
 165,520  288,363  192,544  1056744  794,646  1414808  1275553  168,396  307,651

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     92,631)
  24,661   48,999   12,239   61,623    8,430   98,523   69,668   -5,892   22,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     18.2     12.2     66.7     50.2     89.4     80.6     10.6     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      36       46       49       79       93      141      162


30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      676,441
COMMITMENTS
 126,611   69,455  225,137  261,723  341,998  613,472  636,590   62,969   39,850

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     49,350)
  20,998   -2,925   24,698   12,434   30,815   58,130   52,587   -8,781   -3,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     10.3     33.3     38.7     50.6     90.7     94.1      9.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      35       28       44       58       52      115      102


30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      627,091
COMMITMENTS
 105,613   72,380  200,439  249,289  311,184  555,341  584,003   71,750   43,088

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     72,338)
  17,355   10,459   22,554   26,853   28,918   66,762   61,930    5,576   10,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     11.5     32.0     39.8     49.6     88.6     93.1     11.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      33       28       43       57       53      112      102


DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       31,532
COMMITMENTS
   7,895    5,182      590   15,597   17,712   24,081   23,484    7,451    8,047

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,862)
   1,045      420       45      -99      694      990    1,159      871      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     16.4      1.9     49.5     56.2     76.4     74.5     23.6     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16        9        6       18       12       36       25


DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       29,670
COMMITMENTS
   6,850    4,762      545   15,696   17,018   23,091   22,325    6,579    7,345

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -853)
     -64        9      -77     -147     -300     -288     -368     -564     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     16.0      1.8     52.9     57.4     77.8     75.2     22.2     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13        9        6       18       11       34       23


DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       57,295
COMMITMENTS
  10,494   27,566    2,889   31,257   14,958   44,639   45,413   12,655   11,881

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      3,433)
   1,918    2,549      454     -285      -46    2,086    2,957    1,347      476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     48.1      5.0     54.6     26.1     77.9     79.3     22.1     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       30       15       16       19       43       54


DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       53,862
COMMITMENTS
   8,576   25,017    2,435   31,542   15,004   42,553   42,457   11,309   11,405

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -602)
    -437      -56     -870     -446      178   -1,753     -748    1,151      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     46.4      4.5     58.6     27.9     79.0     78.8     21.0     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      16       30       13       15       16       39       51


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

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

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

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


INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,110
COMMITMENTS
   3,754    5,348    1,023   32,031   29,839   36,808   36,210      302      900

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7       17        4       18       22       28       40


MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,496
COMMITMENTS
   1,551    1,612    2,470   16,420   14,068   20,442   18,150    5,054    7,346

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        878)
     427       54       96      272      749      795      899       83      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      6.3      9.7     64.4     55.2     80.2     71.2     19.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        2       11       26       20       38       32


MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,618
COMMITMENTS
   1,125    1,558    2,374   16,149   13,319   19,647   17,251    4,971    7,367

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,368)
     -76      -34      120    1,028      933    1,072    1,018      295      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      6.3      9.6     65.6     54.1     79.8     70.1     20.2     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        2        9       26       20       36       30


LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       99,201
COMMITMENTS
  13,783   24,504   23,437   49,682   23,633   86,902   71,574   12,299   27,627

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -4,552)
     910     -315   -6,355    1,249    1,323   -4,195   -5,347     -357      794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     24.7     23.6     50.1     23.8     87.6     72.2     12.4     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      34       53       44       28       29       93      105


LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      103,753
COMMITMENTS
  12,873   24,819   29,792   48,432   22,309   91,097   76,920   12,656   26,833

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      3,142)
     415     -437    3,986     -761     -619    3,640    2,930     -499      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     23.9     28.7     46.7     21.5     87.8     74.1     12.2     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      35       57       49       25       29       97      108


FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,490
COMMITMENTS
     508      870      254      640      381    1,402    1,505    1,088      985

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -169)
      51     -104        9      -72      -63      -12     -158     -157      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     34.9     10.2     25.7     15.3     56.3     60.4     43.7     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8       15        9        8        5       22       23


FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,659
COMMITMENTS
     458      975      245      712      444    1,415    1,664    1,245      996

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -296)
     -59      -80      -30      -10     -159      -99     -268     -196      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     36.7      9.2     26.8     16.7     53.2     62.6     46.8     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10       14        9        9        5       24       23


LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      151,492
COMMITMENTS
  31,006   36,346   20,299   79,631   62,245  130,936  118,890   20,556   32,602

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -5,175)
      69     -139   -3,221     -584   -1,256   -3,736   -4,616   -1,440     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     24.0     13.4     52.6     41.1     86.4     78.5     13.6     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      50       71       62       73       98      155      209


LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      156,668
COMMITMENTS
  30,937   36,486   23,520   80,215   63,501  134,672  123,506   21,996   33,161

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      7,655)
   2,572      791    2,800    2,021    3,273    7,393    6,864      262      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     23.3     15.0     51.2     40.5     86.0     78.8     14.0     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      55       73       64       76      102      162      216


RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,809
COMMITMENTS
     905    1,034      202    1,065    1,037    2,172    2,273    1,636    1,536

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        358)
     -40      231       80      203      -93      243      218      115      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     27.1      5.3     28.0     27.2     57.0     59.7     43.0     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       16        7       15       11       27       31


RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,451
COMMITMENTS
     946      802      122      862    1,130    1,929    2,054    1,522    1,397

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -348)
     100     -129      -75     -140       52     -116     -152     -232     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     23.3      3.5     25.0     32.8     55.9     59.5     44.1     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       10        6       13       11       24       23


FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,059
COMMITMENTS
   7,058    3,303    5,939    9,395    5,577   22,392   14,819    5,668   13,240

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -156)
    -415      368       80      236     -574      -99     -126      -56      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     11.8     21.2     33.5     19.9     79.8     52.8     20.2     47.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      35       32       25       53       46      105       88


FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,215
COMMITMENTS
   7,473    2,935    5,859    9,159    6,151   22,491   14,945    5,724   13,270

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        142)
  -2,370      499      744    1,209      323     -417    1,566      559   -1,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     10.4     20.8     32.5     21.8     79.7     53.0     20.3     47.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      40       25       28       53       50      108       91


CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       96,991
COMMITMENTS
  32,674   14,325    1,604   28,500   64,342   62,778   80,271   34,213   16,720

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -888)
  -4,054    4,444       71    3,160   -3,408     -823    1,107      -65   -1,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     14.8      1.7     29.4     66.3     64.7     82.8     35.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      25       10        5       26       26       52       40


CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       97,879
COMMITMENTS
  36,727    9,881    1,533   25,341   67,750   63,601   79,164   34,278   18,716

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -998)
    -172   -2,784      -95   -1,296    3,227   -1,564      348      566   -1,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     10.1      1.6     25.9     69.2     65.0     80.9     35.0     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      28        9        5       24       25       54       37


SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       74,581
COMMITMENTS
   4,604   41,033        1   62,539    8,799   67,144   49,833    7,437   24,748

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,417)
  -1,415   -1,478        0    3,472    1,115    2,057     -363     -640    1,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     55.0      0.0     83.9     11.8     90.0     66.8     10.0     33.2

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


SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       73,164
COMMITMENTS
   6,019   42,511        1   59,067    7,684   65,087   50,196    8,077   22,968

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      3,054)
   3,028    1,572        1    1,145    1,479    4,174    3,052   -1,120        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     58.1      0.0     80.7     10.5     89.0     68.6     11.0     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2       27        1        9        8       11       36


MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       97,329
COMMITMENTS
  75,573    1,848      184   13,155   89,532   88,912   91,564    8,417    5,765

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      2,443)
     856   -2,529     -121    1,957    5,267    2,692    2,617     -249     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.6      1.9      0.2     13.5     92.0     91.4     94.1      8.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      61        7        2       17       14       79       22


MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       94,885
COMMITMENTS
  74,717    4,377      305   11,198   84,265   86,220   88,947    8,665    5,939

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -5,685)
  -4,574     -511       82   -1,173   -5,243   -5,665   -5,672      -20      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.7      4.6      0.3     11.8     88.8     90.9     93.7      9.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      64        5        3       15       14       79       22


BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       78,903
COMMITMENTS
  12,336   32,484      899   46,762   24,156   59,997   57,539   18,906   21,364

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -1,874)
     976   -4,736        4   -2,399    1,946   -1,419   -2,787     -455      913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     41.2      1.1     59.3     30.6     76.0     72.9     24.0     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      13       22        3       19       20       34       43


BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       80,777
COMMITMENTS
  11,360   37,220      895   49,161   22,211   61,416   60,326   19,361   20,451

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      3,499)
   2,052    5,349      -60      782     -448    2,774    4,841      725   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     46.1      1.1     60.9     27.5     76.0     74.7     24.0     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      11       24        3       20       20       33       45


JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      189,281
COMMITMENTS
   5,687   56,365    5,853  150,559   93,896  162,100  156,114   27,182   33,167

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -6,964)
  -1,437  -12,470      380   -4,354    8,432   -5,410   -3,657   -1,554   -3,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     29.8      3.1     79.5     49.6     85.6     82.5     14.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      12       33        7       26       27       42       63


JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      196,245
COMMITMENTS
   7,124   68,835    5,473  154,913   85,464  167,510  159,771   28,735   36,474

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      7,387)
  -1,583   -5,405     -388    7,297   10,650    5,327    4,857    2,060    2,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     35.1      2.8     78.9     43.5     85.4     81.4     14.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      14       40        7       29       30       46       74


EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      173,666
COMMITMENTS
  24,486   33,674   13,953   79,335   72,178  117,774  119,805   55,892   53,861

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      2,910)
   1,370   -1,607    1,259   -2,998    4,497     -369    4,149    3,279   -1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     19.4      8.0     45.7     41.6     67.8     69.0     32.2     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      31       36       25       28       30       72       78


EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      170,756
COMMITMENTS
  23,116   35,281   12,694   82,333   67,681  118,143  115,656   52,612   55,100

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      3,569)
  -1,525    3,219      334    2,290    1,889    1,099    5,443    2,470   -1,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     20.7      7.4     48.2     39.6     69.2     67.7     30.8     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      24       39       21       32       32       68       80


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

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

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

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


1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       60,913
COMMITMENTS
   9,372    1,000      360   47,036   54,223   56,768   55,583    4,145    5,330

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       10       15       13       17


3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   12,305,205
COMMITMENTS
 675,418  974,456  3831994  6817556  5897966 11324968 10704416  980,237  1600789

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    487,729)
   5,005  105,110  252,211  197,393   72,481  454,610  429,803   33,119   57,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      7.9     31.1     55.4     47.9     92.0     87.0      8.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      64       66      102      139      142      247      268


3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,817,476
COMMITMENTS
 670,412  869,346  3579782  6620163  5825485 10870358 10274613  947,118  1542863

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -9,736)
   5,553  131,053   63,263   -9,446  -83,919   59,370  110,397  -69,105 -120,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      7.4     30.3     56.0     49.3     92.0     86.9      8.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      64       65      102      141      147      251      271


S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      715,934
COMMITMENTS
  54,426   44,609   36,101  485,697  516,177  576,224  596,886  139,711  119,048

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,129)
  -2,712    3,531    1,869    2,181     -934    1,338    4,467     -210   -3,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      6.2      5.0     67.8     72.1     80.5     83.4     19.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      43       38       50       93       66      166      124


S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      714,806
COMMITMENTS
  57,137   41,077   34,232  483,516  517,110  574,885  592,420  139,920  122,386

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:    -11,375)
   2,315     -756   -8,146   -7,564   -6,050  -13,396  -14,953    2,021    3,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      5.7      4.8     67.6     72.3     80.4     82.9     19.6     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      43       35       49       93       67      164      123


E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      979,716
COMMITMENTS
 154,915  251,040   17,277  470,186  616,878  642,377  885,195  337,339   94,521

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      6,173)
  17,355   11,480    1,038  -14,683   -1,010    3,711   11,508    2,462   -5,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     25.6      1.8     48.0     63.0     65.6     90.4     34.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      43       58       31       56       64      121      131


E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      973,544
COMMITMENTS
 137,560  239,560   16,238  484,869  617,888  638,666  873,687  334,877   99,857

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:    -11,697)
  22,310  -11,235  -11,255  -39,364   17,131  -28,309   -5,359   16,612   -6,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     24.6      1.7     49.8     63.5     65.6     89.7     34.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      36       58       30       55       63      113      129


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

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

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

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


S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,266
COMMITMENTS
   1,060      337        0    6,543   10,960    7,603   11,297    4,663      969

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       14       16       16       17


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

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

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

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


E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       30,841
COMMITMENTS
   8,875    1,584        0   17,455   25,387   26,330   26,971    4,511    3,870

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        3        0       16       19       24       22


NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,922
COMMITMENTS
   6,854    8,506      420   27,091   32,830   34,366   41,757   15,557    8,166

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,797)
    -640    1,402      320      828      824      509    2,547    1,288     -750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     17.0      0.8     54.3     65.8     68.8     83.6     31.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      12       15        2       32       24       45       40


NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       48,125
COMMITMENTS
   7,494    7,104      101   26,263   32,005   33,857   39,210   14,268    8,915

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -2,565)
     979   -1,682       21     -169     -893      831   -2,554   -3,397      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     14.8      0.2     54.6     66.5     70.4     81.5     29.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      13       12        1       30       24       43       37


NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      289,410
COMMITMENTS
 123,874   61,050    2,560  140,985  189,338  267,419  252,948   21,991   36,462

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     22,439)
  24,230  -11,259      407   -3,696   30,525   20,940   19,672    1,499    2,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.8     21.1      0.9     48.7     65.4     92.4     87.4      7.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      75       55        9       35       44      116      102


NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      266,971
COMMITMENTS
  99,644   72,309    2,153  144,682  158,813  246,479  233,276   20,492   33,696

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      7,542)
  28,116   -3,408   -1,265  -16,463   37,271   10,388   32,597   -2,846  -25,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     27.1      0.8     54.2     59.5     92.3     87.4      7.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      70       54       11       36       42      112      101


AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       61,960
COMMITMENTS
  20,643    3,300        0   22,896   46,558   43,539   49,858   18,422   12,103

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -2,579)
   4,434   -6,153       -7   -9,217    7,737   -4,790    1,577    2,211   -4,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3      5.3      0.0     37.0     75.1     70.3     80.5     29.7     19.5

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


AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       64,539
COMMITMENTS
  16,209    9,453        7   32,113   38,820   48,329   48,280   16,211   16,259

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -831)
  -1,659      141        0    2,832     -894    1,173     -753   -2,003      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     14.6      0.0     49.8     60.2     74.9     74.8     25.1     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        9        1       16       16       24       25


RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       29,114
COMMITMENTS
     468    4,134        0   23,347   19,134   23,815   23,269    5,299    5,845

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2       10        0       28       22       30       32


RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       29,276
COMMITMENTS
     778    4,244        0   23,433   19,290   24,211   23,535    5,065    5,741

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        168)
     -22      194        0       93   -1,607       71   -1,413       97    1,581

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3       10        0       28       22       31       32


RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      223,271
COMMITMENTS
  23,987   42,627    1,260  185,288  169,751  210,535  213,638   12,736    9,633

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -2,601)
  -2,174     -734      -98       66     -502   -2,206   -1,334     -395   -1,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     19.1      0.6     83.0     76.0     94.3     95.7      5.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      23       41       10       32       50       61       95


RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      225,872
COMMITMENTS
  26,161   43,361    1,358  185,222  170,253  212,741  214,972   13,131   10,901

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -3,766)
    -720     -578     -599   -2,145       10   -3,463   -1,167     -302   -2,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     19.2      0.6     82.0     75.4     94.2     95.2      5.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      26       37       11       35       48       67       90


NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,422
COMMITMENTS
  13,561    6,602      665   14,493   24,020   28,719   31,287   12,703   10,135

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     15.9      1.6     35.0     58.0     69.3     75.5     30.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      27       12        4       17       22       46       37


NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,330
COMMITMENTS
  13,164    7,083      661   13,040   22,170   26,865   29,914   11,465    8,416

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     18.5      1.7     34.0     57.8     70.1     78.0     29.9     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      26       13        4       16       21       44       37


NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       22,289
COMMITMENTS
   5,592        0       70   12,129    5,694   17,791    5,764    4,498   16,525

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        0        1        9        3       18        4


3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       29,026
COMMITMENTS
   1,511    2,342       33   14,787   22,374   16,331   24,749   12,695    4,277

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      8.1      0.1     50.9     77.1     56.3     85.3     43.7     14.7

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


3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       28,964
COMMITMENTS
   1,153    2,366      107   14,289   22,338   15,549   24,811   13,415    4,153

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        629)
    -142       55     -334      981      339      505       60      124      569

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       10        2       13       19       17       30


SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      137,598
COMMITMENTS
  41,100   19,328   21,675   37,981   81,704  100,755  122,707   36,842   14,891

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -8,458)
  -2,836   -2,765     -850   -3,715   -4,687   -7,402   -8,302   -1,057     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     14.0     15.8     27.6     59.4     73.2     89.2     26.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      87       39       47       24       35      131      102


SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      146,056
COMMITMENTS
  43,936   22,093   22,525   41,696   86,391  108,157  131,009   37,899   15,047

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      5,022)
   1,889    2,848    1,505    1,492      549    4,886    4,903      136      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1     15.1     15.4     28.5     59.1     74.1     89.7     25.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      98       40       49       27       35      144      107


COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      118,631
COMMITMENTS
  42,765   24,419   20,386   39,108   58,210  102,259  103,015   16,372   15,616

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      2,906)
   2,699    2,556      202       -5      -14    2,895    2,744       11      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     20.6     17.2     33.0     49.1     86.2     86.8     13.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      69       70       59       45       43      156      140


COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      115,725
COMMITMENTS
  40,067   21,863   20,184   39,113   58,224   99,364  100,271   16,360   15,453

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      5,017)
   3,194    1,046      844     -249    1,707    3,789    3,597    1,228    1,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6     18.9     17.4     33.8     50.3     85.9     86.6     14.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      69       61       52       43       40      145      130


GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      298,630
COMMITMENTS
 112,823   57,339   43,092   80,207  172,186  236,122  272,617   62,508   26,013

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    -32,032)
  -3,899   -2,223  -14,214  -14,585  -13,163  -32,698  -29,601      666   -2,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8     19.2     14.4     26.9     57.7     79.1     91.3     20.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
     125       62       59       41       43      195      143


GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      330,662
COMMITMENTS
 116,722   59,562   57,306   94,792  185,349  268,820  302,217   61,841   28,444

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,262)
  -7,935   12,036      951   10,066  -16,960    3,082   -3,973   -1,820    5,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3     18.0     17.3     28.7     56.1     81.3     91.4     18.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
     130       75       69       45       47      215      157


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

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

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

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


VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,922
COMMITMENTS
   4,932    2,432      594    2,585    7,482    8,111   10,508    3,811    1,414

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      23        2       10        6        6       38       17


WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       93,831
COMMITMENTS
  18,465    7,167    6,819   52,129   61,749   77,413   75,735   16,418   18,096

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,293)
  -1,928    1,071      551    3,651    1,826    2,274    3,447     -981   -2,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      7.6      7.3     55.6     65.8     82.5     80.7     17.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      36       16       17       57       61      103       87


WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       92,538
COMMITMENTS
  20,393    6,096    6,269   48,478   59,924   75,139   72,288   17,399   20,250

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      3,659)
   1,283     -416     -487    2,612    5,411    3,409    4,509      250     -850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      6.6      6.8     52.4     64.8     81.2     78.1     18.8     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      39       15       16       52       58       99       81


WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       27,459
COMMITMENTS
   2,132    2,425      663   18,554   16,169   21,349   19,257    6,110    8,202

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        734)
    -294    1,073      -98    1,196     -943      804       31      -70      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      8.8      2.4     67.6     58.9     77.7     70.1     22.3     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        8        3       24       18       33       27


WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       26,725
COMMITMENTS
   2,426    1,352      761   17,357   17,112   20,545   19,226    6,180    7,499

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -354)
     115     -174      200     -884     -276     -569     -250      216     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      5.1      2.8     64.9     64.0     76.9     71.9     23.1     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        9        5       22       21       33       30


COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      136,655
COMMITMENTS
  20,189   23,483   29,779   71,552   71,124  121,520  124,386   15,134   12,268

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      2,783)
     229    4,543      394    2,107   -2,634    2,730    2,302       53      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     17.2     21.8     52.4     52.0     88.9     91.0     11.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      66       58       52       76       64      165      153


COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      133,871
COMMITMENTS
  19,961   18,940   29,385   69,445   73,758  118,791  122,084   15,081   11,788

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        735)
    -120    8,573   -1,107    1,417   -8,147      189     -681      546    1,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     14.1     22.0     51.9     55.1     88.7     91.2     11.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      68       52       49       72       61      162      141


FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       45,357
COMMITMENTS
  12,766    2,024    8,913   17,752   32,115   39,432   43,052    5,925    2,305

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -776)
  -1,462     -119      153      654     -471     -655     -436     -121     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      4.5     19.7     39.1     70.8     86.9     94.9     13.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      55       19       24       26       24       93       56


FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       46,133
COMMITMENTS
  14,228    2,143    8,760   17,098   32,585   40,087   43,489    6,047    2,645

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -3,365)
  -4,084      195     -989    2,267   -2,243   -2,806   -3,037     -558     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8      4.6     19.0     37.1     70.6     86.9     94.3     13.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      56       20       23       22       25       91       56


COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      146,407
COMMITMENTS
  21,282   26,153   14,247  100,172   99,904  135,702  140,304   10,705    6,103

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      3,405)
     140    1,421      878    2,302    1,532    3,321    3,832       84     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     17.9      9.7     68.4     68.2     92.7     95.8      7.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      62       46       37       54       39      128      114


COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      143,002
COMMITMENTS
  21,143   24,731   13,369   97,870   98,371  132,381  136,472   10,620    6,530

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,491)
    -424    1,539     -110      741   -1,072      207      357    1,284    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     17.3      9.3     68.4     68.8     92.6     95.4      7.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      57       49       32       53       40      125      110


SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      553,358
COMMITMENTS
 155,349   17,390   83,543  228,809  406,964  467,700  507,897   85,658   45,461

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     28,652)
  13,937   -8,876    4,980    6,604   35,200   25,522   31,304    3,131   -2,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      3.1     15.1     41.3     73.5     84.5     91.8     15.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      84       22       44       63       56      163      107


SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      524,706
COMMITMENTS
 141,411   26,266   78,563  222,204  371,764  442,179  476,593   82,527   48,113

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     18,723)
   6,330   -7,904    9,898      878   15,346   17,107   17,340    1,616    1,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      5.0     15.0     42.3     70.9     84.3     90.8     15.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      77       29       52       59       53      158      115


COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      123,554
COMMITMENTS
  23,097   15,475   30,023   58,424   69,115  111,544  114,613   12,009    8,941

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -1,869)
    -238     -505      -52     -194      114     -484     -443   -1,385   -1,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     12.5     24.3     47.3     55.9     90.3     92.8      9.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     119       90      106      105       93      273      246


COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      125,423
COMMITMENTS
  23,335   15,979   30,075   58,618   69,001  112,028  115,056   13,395   10,367

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      4,426)
  -2,395    1,156    3,041    2,684     -862    3,329    3,334    1,097    1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     12.7     24.0     46.7     55.0     89.3     91.7     10.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     119       95      107      103       96      278      249


U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,589
COMMITMENTS
  16,582    1,792    2,787    6,378   22,315   25,747   26,893    3,842    2,696

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -517)
  -1,041       21       62      -11   -1,315     -990   -1,231      473      715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.0      6.1      9.4     21.6     75.4     87.0     90.9     13.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      33        6       10        8        5       47       17


U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       30,106
COMMITMENTS
  17,623    1,770    2,725    6,389   23,630   26,737   28,125    3,369    1,981

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,117)
     623      376       75    1,688      687    2,387    1,138   -1,270      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.5      5.9      9.1     21.2     78.5     88.8     93.4     11.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      33        6       10        8        5       47       17


NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      212,277
COMMITMENTS
  26,716   16,981   42,864  100,349  120,673  169,929  180,518   42,348   31,759

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -6,349)
  -3,397   -3,308   -4,120      308      220   -7,208   -7,208      859      859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      8.0     20.2     47.3     56.8     80.1     85.0     19.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      28       29       38       60       57      113      101


NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      218,626
COMMITMENTS
  30,113   20,289   46,983  100,041  120,453  177,137  187,726   41,489   30,900

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -7,098)
  -1,569   -4,534   -3,911    4,763    6,993     -716   -1,453   -6,382   -5,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      9.3     21.5     45.8     55.1     81.0     85.9     19.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      30       30       35       63       60      118      101


NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      802,901
COMMITMENTS
  37,153   71,436  342,744  344,269  356,378  724,166  770,558   78,735   32,343

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    -35,970)
  -4,378   -6,179  -11,772  -19,197  -16,381  -35,348  -34,331     -622   -1,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      8.9     42.7     42.9     44.4     90.2     96.0      9.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      55       55       80       96       86      199      175


NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      838,871
COMMITMENTS
  41,531   77,615  354,515  363,467  372,759  759,513  804,890   79,358   33,981

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     14,091)
    -920    1,162    9,445    6,832    5,992   15,357   16,599   -1,265   -2,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      9.3     42.3     43.3     44.4     90.5     95.9      9.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      60       50       79       99       88      203      174


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

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

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

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


PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,062
COMMITMENTS
   8,053    3,870    1,462   23,638   23,850   33,153   29,182    4,909    8,880

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        2       17       12       20       16


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

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

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

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


M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,105
COMMITMENTS
   3,464   29,142   15,291   98,751   79,162  117,506  123,595   10,599    4,510

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        5       25       26       30       31


TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,429
COMMITMENTS
  32,951   11,347    2,684   39,550   57,331   75,185   71,362    4,244    8,067

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

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

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


TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,509
COMMITMENTS
  27,917   11,347    2,684   38,028   49,433   68,629   63,464    3,880    9,045

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       15       14       17       18


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

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

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

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


MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,797
COMMITMENTS
       0   10,072    5,153   47,821   38,076   52,974   53,301    3,823    3,496

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        2       18       17       20       21


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

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

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

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


PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,576
COMMITMENTS
   1,866   15,382    7,183   50,006   34,293   59,055   56,858    4,521    6,718

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        6       24       20       30       26


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

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

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

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


NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,457
COMMITMENTS
       0      397    1,410   44,111   38,656   45,521   40,463      936    5,994

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

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

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


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

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

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

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


SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,407
COMMITMENTS
       0   13,201      605   53,186   44,459   53,791   58,265    9,616    5,142

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       22       20       23       22


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

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

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

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


DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,055
COMMITMENTS
  46,055   50,823    4,453   46,744   43,020   97,252   98,296    5,803    4,759

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       17       21       20       24


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

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

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

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


WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,776
COMMITMENTS
     780    4,714    1,077   28,591   22,201   30,448   27,992    6,328    8,784

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

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

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


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

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

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

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


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

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

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

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


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

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

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

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


HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,140,001
COMMITMENTS
 295,321   62,869  211,984  615,120  852,485  1122425  1127338   17,576   12,663

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      21       17       34       84       80      120      116


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

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

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

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


HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      187,150
COMMITMENTS
  27,895   36,186   61,271   95,946   86,398  185,112  183,855    2,038    3,295

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13        7       17       27       28       46       46


PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       79,395
COMMITMENTS
  21,341    5,027   20,323   37,162   53,765   78,826   79,116      569      279

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,917)
     384      192      986      666      860    2,036    2,038     -119     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      6.3     25.6     46.8     67.7     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        5       11       38       36       49       47


PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       77,478
COMMITMENTS
  20,957    4,835   19,337   36,496   52,905   76,790   77,078      687      400

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      2,678)
  -1,202     -450    1,424    2,180    1,476    2,401    2,450      277      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      6.2     25.0     47.1     68.3     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        6       10       37       34       47       44


NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,384
COMMITMENTS
   3,027    1,425    4,082   19,151   19,736   26,260   25,243      124    1,141

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

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

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


NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,384
COMMITMENTS
   3,153    1,179    4,202   17,925   20,412   25,280   25,793    1,104      591

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        3       19       22       24       25


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

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

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

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


NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,852
COMMITMENTS
     780    3,788    2,437    7,083    4,077   10,300   10,302      552      550

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        4       16       15       21       19


NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,939
COMMITMENTS
   1,888    2,971      546    8,952    8,206   11,386   11,723      553      216

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       10        8       13       13


NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,939
COMMITMENTS
   2,398    2,971      546    8,442    7,696   11,386   11,213      553      726

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       10        8       13       13


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

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

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

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


ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,236
COMMITMENTS
   3,260    1,624    2,640    5,936    7,402   11,836   11,666      400      570

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        4       16       15       22       19


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

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

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

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


PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,150
COMMITMENTS
   9,610      280    1,170    8,890   17,720   19,670   19,170      480      980

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       18       20       22       24


CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,301,954
COMMITMENTS
 119,164   72,855  355,477  763,194  799,656  1237835  1227989   64,118   73,965

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -1,255)
  -2,765    6,515   10,265    1,045  -10,352    8,546    6,429   -9,801   -7,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      5.6     27.3     58.6     61.4     95.1     94.3      4.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      73       99      115       84       92      230      243


CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,303,209
COMMITMENTS
 121,928   66,340  345,212  762,149  810,008  1229289  1221560   73,919   81,649

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:    -71,337)
 -12,356   -2,677  -31,134  -21,419  -30,383  -64,909  -64,194   -6,428   -7,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      5.1     26.5     58.5     62.2     94.3     93.7      5.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      75       95      117       82       93      230      247


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

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

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

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


PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,868
COMMITMENTS
   8,476    5,527       26    2,562    7,073   11,064   12,626    2,804    1,242

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      58       23        2       11       24       70       48


PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,816
COMMITMENTS
   5,576      762        9    1,051    7,160    6,636    7,931    2,180      885

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        942)
   1,436     -108     -102     -493    1,386      841    1,176      101     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.2      8.6      0.1     11.9     81.2     75.3     90.0     24.7     10.0

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


PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,874
COMMITMENTS
   4,140      870      111    1,544    5,774    5,795    6,755    2,079    1,119

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.6     11.0      1.4     19.6     73.3     73.6     85.8     26.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        8        2        9       12       25       22


UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      178,625
COMMITMENTS
  38,948   11,133   22,559   98,172  133,553  159,678  167,245   18,947   11,380

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -9,257)
  -2,736    1,915   -5,381      552   -4,314   -7,564   -7,780   -1,693   -1,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      6.2     12.6     55.0     74.8     89.4     93.6     10.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      52       22       35       74       77      144      116


UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      187,882
COMMITMENTS
  41,684    9,218   27,939   97,620  137,867  167,243  175,024   20,639   12,858

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -5,972)
  -5,050    3,110   -1,656    5,168   -1,929   -1,538     -475   -4,433   -5,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      4.9     14.9     52.0     73.4     89.0     93.2     11.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      59       19       33       75       77      148      116


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Updated August 5, 2005