NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   174,829:    18,689     25,491     21,179    105,526    105,891    145,394    152,561:    29,435     22,268
Old  :   174,829:    18,689     25,491     21,179    105,526    105,891    145,394    152,561:    29,435     22,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -1,616:    -8,600      2,538       -924     11,360     -1,161      1,836        453:    -3,452     -2,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       14.6       12.1       60.4       60.6       83.2       87.3:      16.8       12.7
Old  :     100.0:      10.7       14.6       12.1       60.4       60.6       83.2       87.3:      16.8       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        19         29         30         63         63        103        103:
Old  :       120:        19         29         30         63         63        103        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       25.0       31.1       35.1       12.5       15.3       20.1       21.7
Old  :                 18.7       25.0       31.1       35.1       12.5       15.3       20.1       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                    
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  :   489,788:    32,120     67,569    148,960    232,118    232,913    413,198    449,442:    76,590     40,346
Old  :   489,788:    32,120     67,569    148,960    232,118    232,913    413,198    449,442:    76,590     40,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    16,093:    -1,330      9,192      2,496      9,688      2,198     10,854     13,886:     5,239      2,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       13.8       30.4       47.4       47.6       84.4       91.8:      15.6        8.2
Old  :     100.0:       6.6       13.8       30.4       47.4       47.6       84.4       91.8:      15.6        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        39         60         60         84         74        161        159:
Old  :       189:        39         60         60         84         74        161        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       22.9       30.8       34.6        6.5       10.0       10.1       14.8
Old  :                 22.2       22.9       30.8       34.6        6.5       10.0       10.1       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                 
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   108,014:     8,556      9,380        904     88,828     86,807     98,288     97,091:     9,726     10,923
Old  :   108,014:     8,556      9,380        904     88,828     86,807     98,288     97,091:     9,726     10,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     4,552:         0        612         62      3,332      3,272      3,394      3,946:     1,158        606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        8.7        0.8       82.2       80.4       91.0       89.9:       9.0       10.1
Old  :     100.0:       7.9        8.7        0.8       82.2       80.4       91.0       89.9:       9.0       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          2          2         19         24         22         26:
Old  :        31:         1          2          2         19         24         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.4       36.7       82.0       56.5       64.1       36.0       71.9       52.3
Old  :                 68.4       36.7       82.0       56.5       64.1       36.0       71.9       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                 
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    53,934:     9,716      9,554        604     40,661     36,556     50,981     46,714:     2,953      7,220
Old  :    53,934:     9,716      9,554        604     40,661     36,556     50,981     46,714:     2,953      7,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       300:       856        120          0       -308        548        548        668:      -248       -368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       17.7        1.1       75.4       67.8       94.5       86.6:       5.5       13.4
Old  :     100.0:      18.0       17.7        1.1       75.4       67.8       94.5       86.6:       5.5       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          1         12         12         14         15:
Old  :        21:         1          3          1         12         12         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       51.7       83.1       71.9       49.5       50.1       71.7       64.8
Old  :                 57.7       51.7       83.1       71.9       49.5       50.1       71.7       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    53,690:     2,518      4,809      3,643     42,242     42,570     48,403     51,022:     5,287      2,668
Old  :    53,690:     2,518      4,809      3,643     42,242     42,570     48,403     51,022:     5,287      2,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     6,552:     1,035       -254        858      4,719      6,008      6,612      6,612:       -60        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        9.0        6.8       78.7       79.3       90.2       95.0:       9.8        5.0
Old  :     100.0:       4.7        9.0        6.8       78.7       79.3       90.2       95.0:       9.8        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         18         15         20         18:
Old  :        22:         1          2          2         18         15         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       47.8       70.3       73.7       27.3       28.8       41.2       42.6
Old  :                 52.0       47.8       70.3       73.7       27.3       28.8       41.2       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    59,606:     6,408     13,984      2,747     46,697     38,676     55,852     55,407:     3,754      4,199
Old  :    59,606:     6,408     13,984      2,747     46,697     38,676     55,852     55,407:     3,754      4,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     3,666:      -366      2,741        350      3,464        535      3,448      3,626:       218         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       23.5        4.6       78.3       64.9       93.7       93.0:       6.3        7.0
Old  :     100.0:      10.8       23.5        4.6       78.3       64.9       93.7       93.0:       6.3        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          3          3         22         20         25         24:
Old  :        28:         1          3          3         22         20         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       39.6       72.7       62.8       50.5       34.3       63.2       53.3
Old  :                 51.6       39.6       72.7       62.8       50.5       34.3       63.2       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    36,041:     2,476          0        246     32,341     33,391     35,063     33,637:       978      2,404
Old  :    36,041:     2,476          0        246     32,341     33,391     35,063     33,637:       978      2,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        0.0        0.7       89.7       92.6       97.3       93.3:       2.7        6.7
Old  :     100.0:       6.9        0.0        0.7       89.7       92.6       97.3       93.3:       2.7        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         17         17         18         18:
Old  :        20:         1          0          1         17         17         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       45.3       82.9       73.6       43.0       30.4       56.9       47.4
Old  :                 54.4       45.3       82.9       73.6       43.0       30.4       56.9       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    60,503:         0      1,742      3,999     43,750     44,494     47,749     50,235:    12,754     10,268
Old  :    60,503:         0      1,742      3,999     43,750     44,494     47,749     50,235:    12,754     10,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -1,374:         0     -1,290       -358     -2,504        -64     -2,862     -1,712:     1,488        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.9        6.6       72.3       73.5       78.9       83.0:      21.1       17.0
Old  :     100.0:       0.0        2.9        6.6       72.3       73.5       78.9       83.0:      21.1       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          1          1         19         20         20         21:
Old  :        24:         0          1          1         19         20         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       59.0       56.5       71.8       28.3       44.2       42.6       53.0
Old  :                 34.6       59.0       56.5       71.8       28.3       44.2       42.6       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                            
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    74,732:    36,148     24,670        480     32,634     46,530     69,262     71,680:     5,470      3,052
Old  :    74,732:    36,148     24,670        480     32,634     46,530     69,262     71,680:     5,470      3,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       722:       -60        120         60        420        482        420        662:       302         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4       33.0        0.6       43.7       62.3       92.7       95.9:       7.3        4.1
Old  :     100.0:      48.4       33.0        0.6       43.7       62.3       92.7       95.9:       7.3        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          1         18         18         20         20:
Old  :        24:         2          1          1         18         18         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.5       62.5       83.0       79.7       64.4       62.0       70.9       71.9
Old  :                 69.5       62.5       83.0       79.7       64.4       62.0       70.9       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   981,974:   231,571     72,477    162,815    568,352    735,946    962,738    971,238:    19,236     10,736
Old  :   981,974:   231,571     72,477    162,815    568,352    735,946    962,738    971,238:    19,236     10,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     6,782:   -15,983      2,995      5,108     19,302        215      8,427      8,318:    -1,645     -1,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        7.4       16.6       57.9       74.9       98.0       98.9:       2.0        1.1
Old  :     100.0:      23.6        7.4       16.6       57.9       74.9       98.0       98.9:       2.0        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        24          9         31         84         79        120        111:
Old  :       126:        24          9         31         84         79        120        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       22.7       42.1       38.5       23.7       17.6       31.1       29.1
Old  :                 29.3       22.7       42.1       38.5       23.7       17.6       31.1       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   139,803:    21,038     51,791     30,102     87,181     56,284    138,321    138,177:     1,482      1,626
Old  :   139,803:    21,038     51,791     30,102     87,181     56,284    138,321    138,177:     1,482      1,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     2,820:      -290        466      1,700      3,170        850      4,580      3,016:    -1,760       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       37.0       21.5       62.4       40.3       98.9       98.8:       1.1        1.2
Old  :     100.0:      15.0       37.0       21.5       62.4       40.3       98.9       98.8:       1.1        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        11          9         14         28         27         46         43:
Old  :        50:        11          9         14         28         27         46         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       48.5       46.9       67.9       24.9       36.4       36.6       44.6
Old  :                 29.1       48.5       46.9       67.9       24.9       36.4       36.6       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                        
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    59,850:    16,918      2,260     13,269     28,821     44,121     59,008     59,650:       842        200
Old  :    59,850:    16,918      2,260     13,269     28,821     44,121     59,008     59,650:       842        200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     1,091:     1,300       -480        272       -721      1,199        851        991:       240        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        3.8       22.2       48.2       73.7       98.6       99.7:       1.4        0.3
Old  :     100.0:      28.3        3.8       22.2       48.2       73.7       98.6       99.7:       1.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3          4          7         32         28         39         35:
Old  :        41:         3          4          7         32         28         39         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       41.1       70.0       63.3       38.5       33.3       46.0       46.3
Old  :                 52.9       41.1       70.0       63.3       38.5       33.3       46.0       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :    21,977:     3,184        809      1,438     17,311     19,177     21,933     21,424:        44        553
Old  :    21,977:     3,184        809      1,438     17,311     19,177     21,933     21,424:        44        553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -348:         0         78        -44         36        -42         -8         -8:      -340       -340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        3.7        6.5       78.8       87.3       99.8       97.5:       0.2        2.5
Old  :     100.0:      14.5        3.7        6.5       78.8       87.3       99.8       97.5:       0.2        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          2          3         17         18         21         21:
Old  :        27:         2          2          3         17         18         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       52.7       83.3       72.4       61.8       48.8       71.2       61.1
Old  :                 62.8       52.7       83.3       72.4       61.8       48.8       71.2       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :     8,935:       172      5,474        856      7,907      2,605      8,935      8,935:         0          0
Old  :     8,935:       172      5,474        856      7,907      2,605      8,935      8,935:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       61.3        9.6       88.5       29.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.9       61.3        9.6       88.5       29.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          3          2         12          9         15         12:
Old  :        23:         1          3          2         12          9         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       79.9       89.5       96.6       64.7       70.3       83.7       85.6
Old  :                 64.8       79.9       89.5       96.6       64.7       70.3       83.7       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                       
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :     9,650:     3,480      2,900      1,700      4,220      4,670      9,400      9,270:       250        380
Old  :     9,650:     3,480      2,900      1,700      4,220      4,670      9,400      9,270:       250        380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       220:      -200        100          0        440        140        240        240:       -20        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       30.1       17.6       43.7       48.4       97.4       96.1:       2.6        3.9
Old  :     100.0:      36.1       30.1       17.6       43.7       48.4       97.4       96.1:       2.6        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          2          5         15         15         20         20:
Old  :        22:         3          2          5         15         15         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       58.7       80.8       80.4       50.4       49.3       61.1       60.9
Old  :                 61.3       58.7       80.8       80.4       50.4       49.3       61.1       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   791,036:    87,892     90,200    140,233    510,659    489,926    738,784    720,359:    52,252     70,677
Old  :   791,036:    87,892     90,200    140,233    510,659    489,926    738,784    720,359:    52,252     70,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -40,630:   -15,137    -12,744        225     -9,503    -14,364    -24,415    -26,883:   -16,215    -13,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       11.4       17.7       64.6       61.9       93.4       91.1:       6.6        8.9
Old  :     100.0:      11.1       11.4       17.7       64.6       61.9       93.4       91.1:       6.6        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        54         93         95         85         92        201        224:
Old  :       250:        54         93         95         85         92        201        224:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       15.5       31.7       25.5       17.2       12.4       26.4       18.8
Old  :                 20.9       15.5       31.7       25.5       17.2       12.4       26.4       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                      
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    13,181:     8,017      3,190        333      2,118      8,806     10,468     12,329:     2,713        852
Old  :    13,181:     8,017      3,190        333      2,118      8,806     10,468     12,329:     2,713        852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -139:       -82        119         77         -9       -383        -14       -187:      -125         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8       24.2        2.5       16.1       66.8       79.4       93.5:      20.6        6.5
Old  :     100.0:      60.8       24.2        2.5       16.1       66.8       79.4       93.5:      20.6        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        60         20          6         13         22         77         47:
Old  :       116:        60         20          6         13         22         77         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       44.1       36.4       63.0       22.7       44.1       36.4       63.0
Old  :                 22.7       44.1       36.4       63.0       22.7       44.1       36.4       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                       
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :     8,140:     4,875      1,530        146      1,368      5,549      6,389      7,225:     1,751        915
Old  :     8,140:     4,875      1,530        146      1,368      5,549      6,389      7,225:     1,751        915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -1,319:    -1,520        293        141        316     -1,618     -1,063     -1,184:      -256       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.9       18.8        1.8       16.8       68.2       78.5       88.8:      21.5       11.2
Old  :     100.0:      59.9       18.8        1.8       16.8       68.2       78.5       88.8:      21.5       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        20         10          3          7         15         29         26:
Old  :        52:        20         10          3          7         15         29         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       43.7       54.3       61.5       36.4       43.7       54.3       60.9
Old  :                 36.4       43.7       54.3       61.5       36.4       43.7       54.3       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   149,061:    25,140     12,017     11,341     99,760    113,739    136,241    137,097:    12,820     11,964
Old  :   149,061:    25,140     12,017     11,341     99,760    113,739    136,241    137,097:    12,820     11,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -421:    -6,783      2,568        460      9,309     -2,344      2,986        684:    -3,407     -1,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        8.1        7.6       66.9       76.3       91.4       92.0:       8.6        8.0
Old  :     100.0:      16.9        8.1        7.6       66.9       76.3       91.4       92.0:       8.6        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        38         28         38         66         75        122        126:
Old  :       155:        38         28         38         66         75        122        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       16.8       44.5       27.9       25.6       12.9       36.9       19.4
Old  :                 30.6       16.8       44.5       27.9       25.6       12.9       36.9       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 20, 2005