WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      297,244
COMMITMENTS
  45,977   82,602   42,766  182,127  131,534  270,870  256,902   26,374   40,342

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      4,739)
   1,861    9,904   -3,315    6,549   -1,453    5,095    5,137     -356     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     27.8     14.4     61.3     44.3     91.1     86.4      8.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      76      103       71       47       56      164      198
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      292,505
COMMITMENTS
  44,116   72,698   46,081  175,578  132,987  265,776  251,765   26,729   40,739

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -5,343)
  -1,769   11,817   -4,248    6,891   -6,630      874      939   -6,217   -6,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     24.9     15.8     60.0     45.5     90.9     86.1      9.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      74      107       75       47       57      164      202
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      933,395
COMMITMENTS
 123,650   92,347  177,250  486,008  438,706  786,908  708,303  146,487  225,092

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      3,875)
 -10,694   32,522   -7,498   29,079  -28,343   10,887   -3,320   -7,012    7,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      9.9     19.0     52.1     47.0     84.3     75.9     15.7     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      591)
     164      112      169      251      255      485      477
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      929,520
COMMITMENTS
 134,343   59,825  184,749  456,929  467,049  776,021  711,623  153,499  217,898

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -4,291)
 -16,464    7,721    1,509   15,903  -17,036      948   -7,805   -5,238    3,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      6.4     19.9     49.2     50.2     83.5     76.6     16.5     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      581)
     166       86      168      248      266      482      471
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,357
COMMITMENTS
   2,926      105      610    1,254    5,122    4,790    5,837    2,567    1,519

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -1,524)
    -296        5      -61     -728   -1,306   -1,085   -1,362     -439     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8      1.4      8.3     17.0     69.6     65.1     79.3     34.9     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12        5        5       10       14       25       21
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,880
COMMITMENTS
   3,222      100      672    1,981    6,428    5,874    7,199    3,006    1,681

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -151)
       4       24     -201     -135       39     -332     -139      181      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      1.1      7.6     22.3     72.4     66.2     81.1     33.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        3        5       11       16       27       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      354,063
COMMITMENTS
  59,262   25,165   73,719  153,387  168,996  286,367  267,879   67,695   86,184

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      5,856)
  -1,948    4,280    5,530    7,139   -6,315   10,721    3,494   -4,864    2,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      7.1     20.8     43.3     47.7     80.9     75.7     19.1     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     115       90      140      114      131      302      300
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      348,206
COMMITMENTS
  61,210   20,885   68,189  146,248  175,311  275,647  264,384   72,560   83,822

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:    -20,539)
 -10,134    1,397   -3,420   -1,511  -19,219  -15,066  -21,243   -5,474      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      6.0     19.6     42.0     50.3     79.2     75.9     20.8     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     127       82      136      110      136      303      295
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      151,242
COMMITMENTS
  20,006   21,933   29,675   82,236   85,463  131,918  137,072   19,324   14,170

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      8,257)
  -5,178    4,980    5,589   10,650     -736   11,061    9,833   -2,805   -1,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     14.5     19.6     54.4     56.5     87.2     90.6     12.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      36       38       35       47       45      104      106
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      142,985
COMMITMENTS
  25,184   16,953   24,086   71,587   86,199  120,856  127,238   22,129   15,747

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:    -11,459)
  -8,129    4,742   -3,560    4,950  -15,416   -6,740  -14,234   -4,720    2,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     11.9     16.8     50.1     60.3     84.5     89.0     15.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      37       31       28       43       41       99       88
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      801,951
COMMITMENTS
  83,507   55,849  135,592  436,158  420,327  655,257  611,768  146,695  190,184

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      9,891)
  15,634  -12,897   -4,551  -21,865   21,635  -10,783    4,187   20,674    5,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      7.0     16.9     54.4     52.4     81.7     76.3     18.3     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      34       28       42       74       88      127      140
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      792,060
COMMITMENTS
  67,873   68,745  140,144  458,023  398,692  666,040  607,581  126,021  184,479

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     36,100)
     137   -6,506   16,310   17,198   24,438   33,646   34,242    2,454    1,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      8.7     17.7     57.8     50.3     84.1     76.7     15.9     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      35       29       45       74       86      126      143
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      120,267
COMMITMENTS
  15,301    5,763   21,039   55,198   75,900   91,539  102,702   28,728   17,565

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -2,080)
  -5,413    1,625      272    7,195   -2,303    2,054     -406   -4,135   -1,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      4.8     17.5     45.9     63.1     76.1     85.4     23.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      39       19       34       53       48      107       91
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      122,347
COMMITMENTS
  20,714    4,138   20,767   48,003   78,203   89,485  103,109   32,863   19,239

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -5,430)
  -2,864    2,115   -3,505    1,698   -7,331   -4,671   -8,721     -759    3,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      3.4     17.0     39.2     63.9     73.1     84.3     26.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      43       14       32       52       47      113       82
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,627
COMMITMENTS
   2,742    1,296    1,343    2,030    3,054    6,115    5,693    1,512    1,934

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:       -155)
     -65       96      -42      -12     -221     -119     -166      -37       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     17.0     17.6     26.6     40.0     80.2     74.6     19.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14       11       10       16       15       36       30
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,782
COMMITMENTS
   2,806    1,200    1,384    2,043    3,274    6,233    5,859    1,549    1,923

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -381)
    -145      -77     -249      -97      -56     -491     -381      110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1     15.4     17.8     26.2     42.1     80.1     75.3     19.9     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      19        6       11       12       16       33       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      372,442
COMMITMENTS
 104,227  101,663    1,131  215,470  159,431  320,828  262,225   51,614  110,217

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      3,695)
   1,277  -11,674     -304    6,669   14,340    7,642    2,362   -3,947    1,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     27.3      0.3     57.9     42.8     86.1     70.4     13.9     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      17       23        3       45       43       63       68
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      368,746
COMMITMENTS
 102,950  113,337    1,435  208,801  145,091  313,186  259,863   55,560  108,883

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      7,875)
  -2,945      624     -704    9,609    6,283    5,960    6,203    1,915    1,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     30.7      0.4     56.6     39.3     84.9     70.5     15.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      17       26        4       44       40       62       69
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,760,958
COMMITMENTS
 433,872  372,085  464,806  1599367  1455327  2498044  2292218  262,914  468,740

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:    -25,316)
 -43,389  -40,596   -5,681   24,673   38,983  -24,398   -7,295     -918  -18,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     13.5     16.8     57.9     52.7     90.5     83.0      9.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      43       72       71      108      133      192      237
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,786,273
COMMITMENTS
 477,261  412,681  470,487  1574694  1416344  2522442  2299512  263,831  486,761

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     47,176)
  25,638   44,363    3,890    5,899   20,232   35,428   68,485   11,748  -21,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     14.8     16.9     56.5     50.8     90.5     82.5      9.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      53       63       70      104      137      188      239
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,819,118
COMMITMENTS
 162,903  399,701  222,561  1276059  868,953  1661524  1491215  157,595  327,903

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:   -112,667)
  10,791  -37,225  -20,182  -98,946  -46,318 -108,337 -103,725   -4,330   -8,942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     22.0     12.2     70.1     47.8     91.3     82.0      8.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      35       49       47       75       92      135      163
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,931,785
COMMITMENTS
 152,113  436,926  242,743  1375005  915,272  1769860  1594940  161,925  336,845

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     96,986)
 -27,313   31,015   18,285   97,331   39,799   88,303   89,098    8,683    7,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     22.6     12.6     71.2     47.4     91.6     82.6      8.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      28       56       46       82       97      141      168
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      605,993
COMMITMENTS
 122,527   40,202  251,098  176,525  279,287  550,150  570,587   55,843   35,406

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      9,864)
   8,697   -6,985   24,770  -22,602   -9,430   10,865    8,355   -1,002    1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      6.6     41.4     29.1     46.1     90.8     94.2      9.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      32       27       39       49       43      101       89
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      596,129
COMMITMENTS
 113,830   47,187  226,328  199,127  288,717  539,285  562,232   56,845   33,897

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     13,993)
   3,405   -4,744   21,125  -11,777    1,052   12,753   17,433    1,241   -3,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      7.9     38.0     33.4     48.4     90.5     94.3      9.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      36       23       40       46       45       98       92
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       33,244
COMMITMENTS
   8,534    6,300      736   16,544   18,568   25,814   25,604    7,430    7,640

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        408)
    -251      562      -18      342      246       72      790      336     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     19.0      2.2     49.8     55.9     77.6     77.0     22.4     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       12        8       20       12       39       28
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       32,836
COMMITMENTS
   8,784    5,738      754   16,203   18,322   25,741   24,814    7,095    8,022

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:         95)
     511      -27       39       -5      -37      544      -25     -449      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     17.5      2.3     49.3     55.8     78.4     75.6     21.6     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       11        8       19       12       38       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,300
COMMITMENTS
  11,579   39,112    3,263   43,527   15,385   58,369   57,760   10,931   11,540

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      5,059)
     774    2,399      253    4,377    3,842    5,404    6,495     -345   -1,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     56.4      4.7     62.8     22.2     84.2     83.3     15.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      22       32       17       20       17       51       57
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       64,241
COMMITMENTS
  10,805   36,712    3,010   39,150   11,543   52,965   51,265   11,276   12,976

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      4,752)
  -1,701    6,201       74    7,736   -2,441    6,109    3,834   -1,356      919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     57.1      4.7     60.9     18.0     82.4     79.8     17.6     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       30       16       18       15       47       52
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       38,335
COMMITMENTS
   2,254    4,712    1,273   34,499   31,576   38,026   37,561      309      774

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,831)
     291     -899      269    1,460    2,768    2,020    2,138     -189     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     12.3      3.3     90.0     82.4     99.2     98.0      0.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7       17        5       21       20       31       39
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,504
COMMITMENTS
   1,963    5,611    1,004   33,039   28,808   36,006   35,423      498    1,081

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6       18        4       21       19       30       38
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,801
COMMITMENTS
   1,397    2,126    2,207   14,540   11,614   18,144   15,947    4,657    6,853

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        288)
     313      368     -194      276      125      395      298     -107      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      9.3      9.7     63.8     50.9     79.6     69.9     20.4     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        6       15       22       17       39       34
 
 
MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,513
COMMITMENTS
   1,084    1,758    2,401   14,264   11,489   17,749   15,649    4,763    6,863

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -3,694)
    -550     -160     -331   -2,418   -2,585   -3,298   -3,076     -396     -618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      7.8     10.7     63.4     51.0     78.8     69.5     21.2     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        9       13       22       17       36       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       94,959
COMMITMENTS
  14,279   21,488   20,125   48,393   25,861   82,797   67,474   12,163   27,485

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -6,323)
  -1,428      748   -2,398     -508   -1,352   -4,334   -3,003   -1,989   -3,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     22.6     21.2     51.0     27.2     87.2     71.1     12.8     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      36       48       46       27       31       99       96
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      101,282
COMMITMENTS
  15,707   20,740   22,522   48,901   27,214   87,130   70,476   14,152   30,806

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -159)
   1,641     -182   -2,432     -686    1,103   -1,478   -1,512    1,320    1,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     20.5     22.2     48.3     26.9     86.0     69.6     14.0     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      33       57       47       29       34      101      104
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,843
COMMITMENTS
   1,040      692        7      341      405    1,388    1,104      455      738

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -485)
     239      -77     -222     -141      -57     -124     -356     -360     -129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.4     37.6      0.4     18.5     22.0     75.3     59.9     24.7     40.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        8        2        4        3       11       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      146,767
COMMITMENTS
  34,578   42,025   18,340   75,578   57,863  128,496  118,227   18,271   28,540

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      3,253)
   1,284    5,185     -857    1,044     -758    1,470    3,570    1,783     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     28.6     12.5     51.5     39.4     87.6     80.6     12.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      50       69       51       60       83      136      184
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      143,514
COMMITMENTS
  33,294   36,840   19,197   74,534   58,621  127,025  114,657   16,489   28,857

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:    -12,145)
   1,410    3,651   -7,771   -4,078   -7,355  -10,439  -11,475   -1,707     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     25.7     13.4     51.9     40.8     88.5     79.9     11.5     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      45       72       54       57       80      137      181
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,606
COMMITMENTS
     898    1,352      432    1,218      724    2,547    2,508    2,058    2,098

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:         21)
    -122      227      -26       84     -317      -65     -116       86      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     29.4      9.4     26.4     15.7     55.3     54.4     44.7     45.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       19        6       15       11       29       33
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,584
COMMITMENTS
   1,020    1,125      458    1,134    1,041    2,612    2,624    1,972    1,961

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        138)
     -45     -131       59        4      -24       18      -96      120      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     24.5     10.0     24.7     22.7     57.0     57.2     43.0     42.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       19        6       15       14       30       35
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,429
COMMITMENTS
  10,599    3,951    6,810    9,680    8,816   27,090   19,577    6,339   13,852

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,718)
   1,483    1,182      105     -239      577    1,349    1,864      369     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     11.8     20.4     29.0     26.4     81.0     58.6     19.0     41.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      41       24       30       59       55      119       98
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,711
COMMITMENTS
   9,117    2,768    6,705    9,919    8,239   25,741   17,713    5,970   13,998

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,661)
   1,698     -164      206      359    1,476    2,262    1,517      398    1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      8.7     21.1     31.3     26.0     81.2     55.9     18.8     44.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      41       25       29       60       55      121       97
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      117,038
COMMITMENTS
  45,327   18,548    1,295   32,900   78,308   79,522   98,151   37,516   18,887

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     17,806)
  10,793   -1,213      -55    3,581   17,925   14,319   16,658    3,487    1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     15.8      1.1     28.1     66.9     67.9     83.9     32.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      26       15        3       26       27       53       44
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       99,232
COMMITMENTS
  34,534   19,761    1,350   29,318   60,382   65,203   81,493   34,029   17,739

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      4,206)
   4,646    2,812     -341   -1,974    4,854    2,331    7,325    1,875   -3,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8     19.9      1.4     29.5     60.8     65.7     82.1     34.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      24       15        3       23       24       48       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       67,410
COMMITMENTS
   6,485   34,107      407   48,828   15,343   55,720   49,857   11,690   17,553

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -4,411)
     440   -4,149      373   -7,391    2,936   -6,578     -840    2,167   -3,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     50.6      0.6     72.4     22.8     82.7     74.0     17.3     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       16        2        7       11       13       27
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       71,821
COMMITMENTS
   6,045   38,256       34   56,219   12,407   62,298   50,697    9,523   21,124

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -336)
   1,412    2,443     -269   -2,660     -678   -1,517    1,496    1,181   -1,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     53.3      0.0     78.3     17.3     86.7     70.6     13.3     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       19        1        9       11       13       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       99,095
COMMITMENTS
  75,044      858      262   15,027   92,175   90,333   93,295    8,762    5,800

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,636)
    -694     -542     -166    1,595    1,917      736    1,209      901      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.7      0.9      0.3     15.2     93.0     91.2     94.1      8.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      63        5        3       17       14       81       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       97,459
COMMITMENTS
  75,737    1,400      428   13,432   90,258   89,597   92,086    7,862    5,373

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,414)
     887     -157      217    1,358    2,779    2,462    2,839   -1,048   -1,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.7      1.4      0.4     13.8     92.6     91.9     94.5      8.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      64        6        3       17       13       81       22
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       76,127
COMMITMENTS
  20,468   18,208      776   34,538   36,214   55,781   55,198   20,346   20,929

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        928)
   9,374   -8,386       15  -10,243   11,663     -854    3,292    1,783   -2,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     23.9      1.0     45.4     47.6     73.3     72.5     26.7     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15       15        3       17       24       33       41
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       75,199
COMMITMENTS
  11,094   26,594      761   44,781   24,551   56,635   51,906   18,564   23,293

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -1,653)
  -1,287   -2,811     -272      702    1,121     -856   -1,962     -797      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     35.4      1.0     59.6     32.6     75.3     69.0     24.7     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      11       19        4       17       20       31       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      195,062
COMMITMENTS
  10,471   39,202    5,123  147,883  122,186  163,476  166,511   31,586   28,551

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:    -10,226)
    -235  -22,711      113  -13,489   19,735  -13,611   -2,864    3,385   -7,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     20.1      2.6     75.8     62.6     83.8     85.4     16.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      10       30        7       27       33       42       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      205,288
COMMITMENTS
  10,706   61,913    5,010  161,372  102,452  177,087  169,375   28,201   35,913

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     11,937)
   3,753    9,055     -674    8,886     -899   11,966    7,483      -29    4,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     30.2      2.4     78.6     49.9     86.3     82.5     13.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      12       36        6       28       29       44       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      175,793
COMMITMENTS
  26,335   26,584   13,720   80,716   83,966  120,770  124,270   55,022   51,523

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      4,192)
  -1,779    2,380      809    3,605    3,512    2,635    6,701    1,557   -2,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     15.1      7.8     45.9     47.8     68.7     70.7     31.3     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      32       35       26       29       26       74       74
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      171,601
COMMITMENTS
  28,114   24,204   12,911   77,110   80,454  118,136  117,569   53,465   54,032

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -1,433)
   3,982     -737   -1,950   -2,923   -1,442     -892   -4,130     -541    2,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     14.1      7.5     44.9     46.9     68.8     68.5     31.2     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      31       31       23       27       27       70       69
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:        9,004
COMMITMENTS
   4,581        0        0    3,125    8,020    7,706    8,020    1,298      984

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.9      0.0      0.0     34.7     89.1     85.6     89.1     14.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        0        5       10       12       10
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       74,357
COMMITMENTS
   5,110    1,000      770   63,212   66,389   69,092   68,159    5,265    6,198

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       12       16       14       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,206,863
COMMITMENTS
 744,900  1009087  4037144  7427024  6456721 12209067 11502952  997,796  1703911

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:   -229,264)
  76,842   44,597 -291,400   32,329   38,325 -182,228 -208,478  -47,036  -20,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      7.6     30.6     56.2     48.9     92.4     87.1      7.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      59       67      108      141      150      256      277
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,436,127
COMMITMENTS
 668,058  964,491  4328543  7394695  6418396 12391296 11711430  1044831  1724697

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:    513,965)
  -6,953    6,646  246,384  255,708  180,816  495,138  433,846   18,827   80,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      7.2     32.2     55.0     47.8     92.2     87.2      7.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      60       70      103      142      148      252      273
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      731,200
COMMITMENTS
  55,862   53,659   47,054  480,467  520,934  583,382  621,647  147,818  109,554

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      8,669)
   2,773    6,193    2,261     -848    1,393    4,186    9,847    4,484   -1,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      7.3      6.4     65.7     71.2     79.8     85.0     20.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      58       37       63       99       71      185      143
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      722,531
COMMITMENTS
  53,089   47,466   44,793  481,315  519,540  579,197  611,800  143,334  110,731

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,042)
     474    1,662    1,082   -2,161    1,725     -604    4,470    1,647   -3,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      6.6      6.2     66.6     71.9     80.2     84.7     19.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      49       41       58       94       70      175      137
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,076,505
COMMITMENTS
 200,007  337,782   28,124  585,504  629,610  813,634  995,515  262,871   80,990

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     21,122)
   6,643   51,795    2,078   48,471    9,165   57,192   63,038  -36,070  -41,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     31.4      2.6     54.4     58.5     75.6     92.5     24.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      48       60       34       63       64      130      139
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,055,383
COMMITMENTS
 193,364  285,987   26,046  537,032  620,445  756,442  932,478  298,941  122,905

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     12,523)
   5,508  -10,286     -125   15,457   10,222   20,839     -190   -8,316   12,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     27.1      2.5     50.9     58.8     71.7     88.4     28.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      40       54       32       57       66      119      130
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,323
COMMITMENTS
   1,053        0        0    6,439   10,551    7,492   10,551    4,831    1,772

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        125)
       0        0        0     -491       -1     -491       -1      616      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.0      0.0     52.3     85.6     60.8     85.6     39.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       15       15       17       15
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,198
COMMITMENTS
   1,053        0        0    6,930   10,552    7,983   10,552    4,215    1,646

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       17       15       19       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       32,397
COMMITMENTS
   7,266    1,604        0   18,671   27,737   25,937   29,341    6,460    3,056

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:       -640)
     -58     -255       -5   -1,004     -434   -1,067     -694      427       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      5.0      0.0     57.6     85.6     80.1     90.6     19.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        4        0       15       19       19       23
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       33,037
COMMITMENTS
   7,324    1,859        5   19,675   28,171   27,004   30,035    6,033    3,002

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        1       16       18       21       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,572
COMMITMENTS
   7,176   10,783      419   29,458   34,646   37,054   45,849   17,518    8,722

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      5,667)
      -1    2,278       -6    2,236    2,664    2,228    4,936    3,439      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     19.8      0.8     54.0     63.5     67.9     84.0     32.1     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      13       16        2       33       28       48       44
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       48,904
COMMITMENTS
   7,177    8,506      426   27,222   31,982   34,825   40,913   14,079    7,991

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -918)
     447    1,046     -418     -370   -1,046     -341     -418     -576     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     17.4      0.9     55.7     65.4     71.2     83.7     28.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14       14        2       32       25       47       40
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      324,520
COMMITMENTS
 116,728   75,214    2,782  184,983  194,873  304,493  272,869   20,028   51,651

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      5,296)
 -16,555   10,931      620   24,882  -24,440    8,946  -12,889   -3,650   18,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     23.2      0.9     57.0     60.0     93.8     84.1      6.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      60       63       16       44       38      114      108
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      319,224
COMMITMENTS
 133,283   64,283    2,162  160,101  219,313  295,546  285,758   23,678   33,466

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     10,384)
 -11,531      482       23   19,926    9,329    8,418    9,834    1,966      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.8     20.1      0.7     50.2     68.7     92.6     89.5      7.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      69       54       12       37       41      116       97
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       75,027
COMMITMENTS
  27,090      786        0   23,815   65,167   50,905   65,953   24,122    9,075

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,356)
  -2,957   -1,243        0      671    3,846   -2,286    2,603    3,642   -1,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      1.0      0.0     31.7     86.9     67.8     87.9     32.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      15        1        0       12       22       27       23
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       73,671
COMMITMENTS
  30,047    2,029        0   23,144   61,320   53,191   63,349   20,480   10,322

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     11,645)
   9,498   -1,203        0    1,645   13,011   11,143   11,808      501     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8      2.8      0.0     31.4     83.2     72.2     86.0     27.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15        2        0       13       19       28       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       32,014
COMMITMENTS
     220    4,338        0   27,736   22,214   27,956   26,552    4,058    5,462

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,189)
    -232      209        0    2,349    1,630    2,117    1,838     -928     -649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     13.6      0.0     86.6     69.4     87.3     82.9     12.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1       10        0       30       27       31       37
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,825
COMMITMENTS
     452    4,129        0   25,387   20,584   25,839   24,713    4,986    6,111

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:         52)
      -6       57        0      340      228      334      285     -282     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     13.4      0.0     82.4     66.8     83.8     80.2     16.2     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        9        0       28       24       30       33
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      230,214
COMMITMENTS
  12,935   46,883    2,812  202,246  169,797  217,993  219,492   12,221   10,722

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      7,333)
  -1,983    2,572    1,295   10,569    2,863    9,881    6,730   -2,547      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     20.4      1.2     87.9     73.8     94.7     95.3      5.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      21       42       14       35       51       62      101
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      222,881
COMMITMENTS
  14,918   44,311    1,517  191,677  166,934  208,112  212,762   14,768   10,119

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -5,283)
 -10,357      113      225    6,557   -4,568   -3,575   -4,230   -1,708   -1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     19.9      0.7     86.0     74.9     93.4     95.5      6.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      20       38       11       30       50       55       94
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,746
COMMITMENTS
  18,892    9,824      748   16,961   29,386   36,601   39,958   14,145   10,788

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      5,343)
   3,864    2,811      -73    1,339    3,341    5,130    6,079      213     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     19.4      1.5     33.4     57.9     72.1     78.7     27.9     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29       16        3       20       21       51       39
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,403
COMMITMENTS
  15,028    7,013      821   15,622   26,045   31,471   33,879   13,932   11,524

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     15.4      1.8     34.4     57.4     69.3     74.6     30.7     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      28       12        3       19       21       48       36
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       28,589
COMMITMENTS
   6,599      268        0   17,477    9,437   24,076    9,705    4,513   18,884

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,081)
     276      -17        0    1,948      722    2,224      705     -143    1,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      0.9      0.0     61.1     33.0     84.2     33.9     15.8     66.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        1        0        9        8       18        9
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       26,508
COMMITMENTS
   6,323      285        0   15,529    8,715   21,852    9,000    4,656   17,508

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        1        0        8        7       18        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       35,614
COMMITMENTS
   2,218    2,502        0   16,425   24,240   18,643   26,742   16,971    8,872

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,131)
     715     -494      -29      462     -356    1,148     -879      983    3,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      7.0      0.0     46.1     68.1     52.3     75.1     47.7     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        9        0       15       20       18       29
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       33,483
COMMITMENTS
   1,503    2,996       29   15,963   24,596   17,495   27,621   15,988    5,862

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       12        2       15       20       20       32
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      137,300
COMMITMENTS
  40,297   15,918   23,407   35,528   85,070   99,232  124,395   38,067   12,905

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -2,007)
  -2,178    3,067     -630     -838   -4,503   -3,646   -2,066    1,639       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3     11.6     17.0     25.9     62.0     72.3     90.6     27.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      97       39       49       27       36      139      111
 
 
SILVER - COMMODITY EXCHANGE INC.                                     Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      139,307
COMMITMENTS
  42,475   12,851   24,037   36,366   89,573  102,878  126,461   36,429   12,846

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,269)
  -1,041    3,263    1,373    1,556   -2,360    1,888    2,276     -618   -1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      9.2     17.3     26.1     64.3     73.9     90.8     26.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      99       39       52       25       34      143      107
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      110,988
COMMITMENTS
  41,770   24,948   15,180   39,960   57,116   96,910   97,244   14,078   13,744

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -7,168)
  -3,161   -1,993   -3,145      513      766   -5,794   -4,372   -1,374   -2,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6     22.5     13.7     36.0     51.5     87.3     87.6     12.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      79       62       50       43       42      150      132
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                            Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      118,156
COMMITMENTS
  44,931   26,941   18,325   39,448   56,350  102,704  101,616   15,452   16,540

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -5,062)
  -2,017      265   -3,324      651   -2,328   -4,691   -5,388     -371      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0     22.8     15.5     33.4     47.7     86.9     86.0     13.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      69       75       64       44       43      161      146
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      404,108
COMMITMENTS
 209,234   46,187   62,305   70,705  272,116  342,244  380,609   61,864   23,499

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     62,716)
  41,184      400   11,756    4,653   48,207   57,594   60,363    5,122    2,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.8     11.4     15.4     17.5     67.3     84.7     94.2     15.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     159       63       68       37       54      227      158
 
 
GOLD - COMMODITY EXCHANGE INC.                                       Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      341,392
COMMITMENTS
 168,050   45,787   50,550   66,051  223,909  284,651  320,246   56,741   21,146

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     46,140)
  48,821   -4,094    4,287   -5,908   45,387   47,200   45,580   -1,060      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2     13.4     14.8     19.3     65.6     83.4     93.8     16.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
     151       57       60       41       47      213      147
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       14,417
COMMITMENTS
   5,689    2,238      490    4,015    9,156   10,194   11,884    4,223    2,533

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,193)
     193      -46      -74      730      376      849      256    1,344    1,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.5     15.5      3.4     27.8     63.5     70.7     82.4     29.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      24        4       10        6        5       40       17
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,224
COMMITMENTS
   5,496    2,284      564    3,285    8,780    9,345   11,628    2,879      596

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      24        3        9        6        6       38       17
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      101,268
COMMITMENTS
  21,830    7,172    8,488   52,624   63,831   82,942   79,491   18,326   21,777

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        773)
   1,713     -888     -843      701    3,141    1,571    1,410     -798     -637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      7.1      8.4     52.0     63.0     81.9     78.5     18.1     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      39       15       22       57       54      107       83
 
 
WHEAT - KANSAS CITY BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      100,495
COMMITMENTS
  20,117    8,060    9,331   51,923   60,691   81,371   78,081   19,124   22,414

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,337)
  -1,028    1,393      893     -372   -3,482     -507   -1,196    1,844    2,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      8.0      9.3     51.7     60.4     81.0     77.7     19.0     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      37       20       22       54       51      106       82
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       34,060
COMMITMENTS
   2,215    3,814      716   22,207   20,066   25,138   24,596    8,922    9,464

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,879)
    -886    1,185      138    2,557    1,744    1,809    3,066    1,070     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     11.2      2.1     65.2     58.9     73.8     72.2     26.2     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        9        3       25       17       35       27
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                   Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       31,181
COMMITMENTS
   3,101    2,629      578   19,650   18,323   23,329   21,530    7,852    9,651

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,870)
     639      558      -89    1,410    1,578    1,960    2,047      910      823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      8.4      1.9     63.0     58.8     74.8     69.0     25.2     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        8        2       24       16       35       24
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      145,468
COMMITMENTS
  19,866   33,775   34,045   77,192   63,409  131,103  131,228   14,365   14,239

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      7,059)
     267   10,205    1,730    4,073   -6,872    6,070    5,063      989    1,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     23.2     23.4     53.1     43.6     90.1     90.2      9.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      81       67       57       70       62      175      165
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      138,408
COMMITMENTS
  19,599   23,569   32,314   73,119   70,281  125,032  126,165   13,376   12,244

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        596)
     288    1,662    1,397      975   -1,791    2,660    1,268   -2,064     -672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     17.0     23.3     52.8     50.8     90.3     91.2      9.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      66       61       57       73       64      166      158
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       46,744
COMMITMENTS
   9,315    4,054   11,613   20,548   28,460   41,476   44,126    5,268    2,618

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        870)
  -3,005      936    2,240    1,970   -1,950    1,204    1,226     -334     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      8.7     24.8     44.0     60.9     88.7     94.4     11.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      46       30       26       27       27       84       73
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       45,874
COMMITMENTS
  12,320    3,117    9,373   18,579   30,410   40,272   42,901    5,602    2,973

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,065)
     -99      623      310      950     -310    1,161      623      -96      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      6.8     20.4     40.5     66.3     87.8     93.5     12.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      42       30       24       26       25       86       63
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      145,815
COMMITMENTS
  24,708   37,917   11,852   98,151   87,766  134,710  137,534   11,105    8,281

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      9,744)
   4,784   16,392    1,303    2,809   -9,862    8,897    7,833      848    1,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     26.0      8.1     67.3     60.2     92.4     94.3      7.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      55       57       30       50       36      121      112
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      136,071
COMMITMENTS
  19,924   21,525   10,548   95,341   97,628  125,814  129,701   10,257    6,370

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -7,246)
   1,050   -1,740   -3,399   -4,139   -2,779   -6,488   -7,918     -758      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     15.8      7.8     70.1     71.7     92.5     95.3      7.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      48       50       31       52       40      120      105
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      598,297
COMMITMENTS
 179,672   19,682   99,254  234,212  428,045  513,138  546,980   85,158   51,316

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:    -27,251)
 -10,829    1,444   -5,527   -2,984  -17,734  -19,339  -21,816   -7,912   -5,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      3.3     16.6     39.1     71.5     85.8     91.4     14.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      82       29       52       65       59      172      120
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      625,548
COMMITMENTS
 190,501   18,237  104,781  237,196  445,779  532,478  568,796   93,070   56,752

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     36,716)
  16,352    1,707   12,186   11,089   18,092   39,627   31,986   -2,911    4,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      2.9     16.8     37.9     71.3     85.1     90.9     14.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      84       29       58       64       58      175      123
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      115,922
COMMITMENTS
  21,557   16,548   25,949   58,706   66,123  106,213  108,620    9,709    7,302

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -8,521)
  -3,006    1,027   -5,740      166   -4,000   -8,579   -8,712       59      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     14.3     22.4     50.6     57.0     91.6     93.7      8.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      97       87       93       92       91      235      230
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      124,443
COMMITMENTS
  24,563   15,521   31,689   58,540   70,122  114,793  117,332    9,650    7,111

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -312)
    -487      146    1,070    1,387     -154    1,970    1,062   -2,283   -1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     12.5     25.5     47.0     56.3     92.2     94.3      7.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     124       96      119      104       99      285      263
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,300
COMMITMENTS
   5,078    2,955    3,208    9,826   11,115   18,112   17,279    2,188    3,021

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -7,238)
  -8,064      287      -75    1,260   -8,222   -6,879   -8,010     -358      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     14.6     15.8     48.4     54.8     89.2     85.1     10.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13       14       10        9        5       28       25
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,537
COMMITMENTS
  13,142    2,668    3,283    8,566   19,338   24,991   25,289    2,546    2,249

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        660)
   1,359      232      517     -486      249    1,390      998     -730     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.7      9.7     11.9     31.1     70.2     90.8     91.8      9.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      19       13       11        9        7       36       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      245,480
COMMITMENTS
  40,488   23,185   54,172  104,571  135,782  199,232  213,140   46,248   32,341

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     18,401)
   5,162    1,779    6,084    4,879    9,652   16,125   17,515    2,276      887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      9.4     22.1     42.6     55.3     81.2     86.8     18.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      41       26       32       63       59      121      102
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      227,079
COMMITMENTS
  35,327   21,406   48,088   99,692  126,131  183,107  195,625   43,972   31,454

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      9,817)
   4,052    1,339    2,207    1,635    4,444    7,894    7,990    1,924    1,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      9.4     21.2     43.9     55.5     80.6     86.1     19.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      36       30       36       60       57      117      104
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      942,891
COMMITMENTS
  64,523   82,519  416,227  382,307  402,057  863,057  900,803   79,834   42,089

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     57,683)
   4,259    1,247   26,919   24,818   20,728   55,996   48,894    1,686    8,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      8.8     44.1     40.5     42.6     91.5     95.5      8.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      73       47       86      101       92      218      183
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      885,209
COMMITMENTS
  60,264   81,272  389,308  357,489  381,329  807,061  851,908   78,148   33,300

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     50,280)
  11,123    6,275   27,581   11,308   14,347   50,013   48,203      267    2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      9.2     44.0     40.4     43.1     91.2     96.2      8.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      62       52       79      103       93      213      179
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,939
COMMITMENTS
   3,436    4,837    1,764   28,658   23,503   33,858   30,104    4,081    7,835

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,564)
  -1,814      366    1,024    2,994       40    2,204    1,430      360    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     12.7      4.6     75.5     61.9     89.2     79.3     10.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        2       17       12       20       16
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,375
COMMITMENTS
   5,250    4,471      740   25,664   23,463   31,654   28,674    3,721    6,701

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       16       12       18       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      127,255
COMMITMENTS
  12,451   16,004   12,776   90,618   93,817  115,845  122,597   11,410    4,658

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        844)
   6,098   -3,200   -1,828   -2,394    5,804    1,876      776   -1,032       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     12.6     10.0     71.2     73.7     91.0     96.3      9.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        4       24       27       28       32
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,411
COMMITMENTS
   6,353   19,204   14,604   93,012   88,013  113,969  121,821   12,442    4,590

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        4       24       28       28       33
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,760
COMMITMENTS
  24,117   13,157    2,684   45,184   51,587   71,985   67,428    3,775    8,332

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,848)
 -12,703    3,020        0   14,455      594    1,752    3,614       96   -1,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8     17.4      3.5     59.6     68.1     95.0     89.0      5.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        1       18       14       20       18
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,912
COMMITMENTS
  36,820   10,137    2,684   30,729   50,993   70,233   63,814    3,679   10,098

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       14       13       16       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,009
COMMITMENTS
       0   19,006    3,140   51,060   37,203   54,200   59,349    5,809      660

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      4,972)
    -550    5,236   -1,431    6,530    2,903    4,549    6,708      423   -1,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     31.7      5.2     85.1     62.0     90.3     98.9      9.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        4        4       18       19       22       23
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,037
COMMITMENTS
     550   13,770    4,571   44,530   34,300   49,651   52,641    5,386    2,396

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        3       18       17       21       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,010
COMMITMENTS
  11,990   12,075    3,655   41,565   40,334   57,210   56,064    4,800    5,946

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      4,013)
   1,558    2,324    1,001    2,800      -19    5,359    3,306   -1,346      707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     19.5      5.9     67.0     65.0     92.3     90.4      7.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        6       21       21       27       28
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,997
COMMITMENTS
  10,432    9,751    2,654   38,765   40,353   51,851   52,758    6,146    5,239

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        4       21       21       25       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,533
COMMITMENTS
     397        0    1,801   53,709   49,844   55,907   51,645      626    4,888

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,459)
    -666        0      610    1,577      971    1,521    1,581      -62     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      3.2     95.0     88.2     98.9     91.4      1.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       22       22       23       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,074
COMMITMENTS
   1,063        0    1,191   52,132   48,873   54,386   50,064      688    5,010

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       21       21       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,816
COMMITMENTS
       0   15,995      240   56,065   43,716   56,305   59,951    8,511    4,865

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,656)
       0    2,674     -213    1,829      373    1,616    2,834    1,040     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     24.7      0.4     86.5     67.4     86.9     92.5     13.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       24       20       25       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,160
COMMITMENTS
       0   13,321      453   54,236   43,343   54,689   57,117    7,471    5,043

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       24       20       25       22
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,538
COMMITMENTS
  23,745   10,801    5,463   49,794   61,424   79,002   77,688    3,536    4,850

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -8,732)
  -3,066  -30,876        0   -5,392   21,465   -8,458   -9,411     -274      679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     13.1      6.6     60.3     74.4     95.7     94.1      4.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        3       19       21       22       25
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,270
COMMITMENTS
  26,811   41,677    5,463   55,186   39,959   87,460   87,099    3,810    4,171

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       19       20       22       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,007
COMMITMENTS
   3,013    1,023    2,061   30,060   25,786   35,134   28,870    2,873    9,137

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      3,795)
    -638      -42    1,116    3,487    1,470    3,965    2,544     -170    1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      2.7      5.4     79.1     67.8     92.4     76.0      7.6     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       16       17       20       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,212
COMMITMENTS
   3,651    1,065      945   26,573   24,316   31,169   26,326    3,043    7,886

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       16       18       20       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,212,777
COMMITMENTS
 326,100   68,268  230,994  633,989  899,984  1191083  1199246   21,694   13,531

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     34,513)
  12,510    1,276   10,270    8,615   19,881   31,395   31,427    3,118    3,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      5.6     19.0     52.3     74.2     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      22       17       36       86       80      123      118
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,178,264
COMMITMENTS
 313,590   66,992  220,724  625,374  880,103  1159688  1167819   18,576   10,445

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      22       18       35       85       82      121      121
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      190,499
COMMITMENTS
  25,419   38,607   63,439  100,125   86,060  188,983  188,106    1,516    2,393

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      6,847)
   2,231   -6,948    5,259      597    8,086    8,087    6,397   -1,240      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     20.3     33.3     52.6     45.2     99.2     98.7      0.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       10       19       30       29       51       49
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      183,652
COMMITMENTS
  23,188   45,555   58,180   99,528   77,974  180,896  181,709    2,756    1,943

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9       12       17       28       28       47       47
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       87,477
COMMITMENTS
  21,787    2,867   22,485   42,857   61,825   87,129   87,177      348      300

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,218)
     -46   -1,376      -79    2,242    3,473    2,118    2,018      100      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      3.3     25.7     49.0     70.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        5       10       40       39       51       50
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       85,259
COMMITMENTS
  21,833    4,243   22,564   40,614   58,352   85,011   85,159      248      100

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      6,397)
   2,362     -199    2,354    1,788    4,923    6,503    7,077     -106     -680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      5.0     26.5     47.6     68.4     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        4       10       38       38       49       48
 
 
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE                Code-064658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:          780
COMMITMENTS
     280      140       20      360      520      660      680      120      100

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1        7        9       10       12
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,582
COMMITMENTS
   2,666    3,064    4,136   18,738   17,621   25,540   24,821       42      761

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,531)
      65      991      124    1,342      206    1,531    1,321        0      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     12.0     16.2     73.2     68.9     99.8     97.0      0.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        5        4       19       24       24       29
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,051
COMMITMENTS
   2,601    2,073    4,012   17,396   17,415   24,009   23,500       42      551

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        4        4       19       24       24       29
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,257
COMMITMENTS
     540    3,354    2,842    7,605    5,003   10,987   11,199    1,270    1,058

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,627)
       0     -124      252      699    1,033      951    1,161      676      466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     27.4     23.2     62.0     40.8     89.6     91.4     10.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       17       14       22       17
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,630
COMMITMENTS
     540    3,478    2,590    6,906    3,970   10,036   10,038      594      592

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       17       12       22       15
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,866
COMMITMENTS
   2,151    2,913      567    8,617    7,744   11,335   11,224      531      642

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,018)
       2        0        0      508      510      510      510      508      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     24.5      4.8     72.6     65.3     95.5     94.6      4.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       11        6       14       11
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,848
COMMITMENTS
   2,149    2,913      567    8,109    7,234   10,825   10,714       23      134

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       11        6       14       11
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,302
COMMITMENTS
   3,100    3,414    3,120    8,922    8,508   15,142   15,042      160      260

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,948)
    -180    1,000      260    1,888      888    1,968    2,148      -20     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     22.3     20.4     58.3     55.6     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        6       17       19       23       25
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,354
COMMITMENTS
   3,280    2,414    2,860    7,034    7,620   13,174   12,894      180      460

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        5       16       16       22       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,076
COMMITMENTS
  12,390      280    2,010   10,200   22,434   24,600   24,724      476      352

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,770)
   1,270        0      810      550    1,980    2,630    2,790      140      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.4      1.1      8.0     40.7     89.5     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        4       22       23       26       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,306
COMMITMENTS
  11,120      280    1,200    9,650   20,454   21,970   21,934      336      372

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        4       21       22       25       27
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,560,459
COMMITMENTS
 167,863   86,920  466,199  847,477  908,667  1481539  1461785   78,920   98,674

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:    107,945)
  12,942     -340   50,848   50,841   54,847  114,631  105,355   -6,687    2,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      5.6     29.9     54.3     58.2     94.9     93.7      5.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      88      114      131       85       97      260      269
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,452,515
COMMITMENTS
 154,921   87,259  415,351  796,636  853,820  1366908  1356430   85,607   96,085

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     75,127)
  18,337    9,999   20,930   28,155   35,582   67,421   66,510    7,706    8,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      6.0     28.6     54.8     58.8     94.1     93.4      5.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      86      120      131       83       95      254      272
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,444
COMMITMENTS
   8,598    5,063      572    2,568    8,189   11,738   13,824    2,706      620

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        134)
    -192      717      295      100     -831      203      181      -69      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.5     35.1      4.0     17.8     56.7     81.3     95.7     18.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      57       18        5       12       25       72       46
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,310
COMMITMENTS
   8,790    4,346      277    2,468    9,020   11,535   13,643    2,775      667

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      57       16        2       12       26       71       43
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,667
COMMITMENTS
   8,117      641        8    1,020   10,005    9,145   10,654    2,522    1,013

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:       -676)
    -538      -84        0     -150     -368     -688     -452       12     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.6      5.5      0.1      8.7     85.8     78.4     91.3     21.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      28        6        1        7       22       35       29
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,343
COMMITMENTS
   8,655      725        8    1,170   10,373    9,833   11,106    2,510    1,238

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.1      5.9      0.1      9.5     84.0     79.7     90.0     20.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      27        7        1        7       20       34       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      201,443
COMMITMENTS
  50,651    7,368   34,965   95,053  145,610  180,669  187,943   20,774   13,500

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     11,457)
   1,668   -2,117    7,487      697    4,859    9,851   10,229    1,606    1,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      3.7     17.4     47.2     72.3     89.7     93.3     10.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      65       17       41       75       79      155      125
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      189,985
COMMITMENTS
  48,983    9,485   27,478   94,357  140,751  170,818  177,714   19,168   12,272

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      8,738)
   4,320   -2,194    3,137    1,139    5,610    8,596    6,553      142    2,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      5.0     14.5     49.7     74.1     89.9     93.5     10.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      61       22       41       75       77      157      122
 

Updated August 26, 2005