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In heterogeneous and dynamic distributed systems like the grid, detailed monitoring of workload and its resulting system performance (e.g. response time) is required to facilitate performance diagnosis and adaptive performance tuning. In this paper, we present a workload monitoring infrastructure for this purpose. The infrastructure classifies and monitors workload across components in grids based on the open grid service architecture (OGSA) in an end-to-end manner. It provides the abilities to assess what components are involved in processing a work unit, to report time elapsed at these components, and to capture concurrency and isolate which components are critical to overall performance observed. These are enclosed in an automatically constructed Response Time Service Petri Net (RT-SPN) model. A tool is provided to accept queries about work units and visualise corresponding RTSPNs. The infrastructure is also designed and implemented so as to be portable, scalable and lightweight.