NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   211,287:    29,779     25,535     36,748    112,346    123,033    178,873    185,316:    32,414     25,971
Old  :   211,287:    29,779     25,535     36,748    112,346    123,033    178,873    185,316:    32,414     25,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     9,062:       653     -3,547      1,982      6,124     11,631      8,758     10,065:       304     -1,003
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       12.1       17.4       53.2       58.2       84.7       87.7:      15.3       12.3
Old  :     100.0:      14.1       12.1       17.4       53.2       58.2       84.7       87.7:      15.3       12.3
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  :       125:        37         21         33         59         59        111        100:
Old  :       125:        37         21         33         59         59        111        100:
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  :                 19.4       27.5       31.8       38.8       13.3       17.6       20.6       24.7
Old  :                 19.4       27.5       31.8       38.8       13.3       17.6       20.6       24.7
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :   764,026:    38,590     51,248    309,176    333,880    365,818    681,647    726,243:    82,379     37,783
Old  :   764,026:    38,590     51,248    309,176    333,880    365,818    681,647    726,243:    82,379     37,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    17,860:    -7,874      1,531      4,515      7,815      7,198      4,456     13,244:    13,404      4,616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        6.7       40.5       43.7       47.9       89.2       95.1:      10.8        4.9
Old  :     100.0:       5.1        6.7       40.5       43.7       47.9       89.2       95.1:      10.8        4.9
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  :       200:        51         54         85         87         79        186        177:
Old  :       200:        51         54         85         87         79        186        177:
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  :                 20.0       21.5       31.7       34.4        4.3        6.8        6.6       10.7
Old  :                 20.0       21.5       31.7       34.4        4.3        6.8        6.6       10.7
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :    96,832:    10,446      4,690          0     78,505     88,093     88,951     92,783:     7,881      4,049
Old  :    96,832:    10,446      4,690          0     78,505     88,093     88,951     92,783:     7,881      4,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     1,096:         0        952          0      1,423        231      1,423      1,183:      -327        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        4.8        0.0       81.1       91.0       91.9       95.8:       8.1        4.2
Old  :     100.0:      10.8        4.8        0.0       81.1       91.0       91.9       95.8:       8.1        4.2
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  :        33:         1          2          0         19         26         20         28:
Old  :        33:         1          2          0         19         26         20         28:
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  :                 63.2       38.7       79.4       58.0       62.5       37.3       71.1       52.9
Old  :                 63.2       38.7       79.4       58.0       62.5       37.3       71.1       52.9
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :    55,713:     5,738     11,478        604     45,852     35,306     52,194     47,388:     3,519      8,325
Old  :    55,713:     5,738     11,478        604     45,852     35,306     52,194     47,388:     3,519      8,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     4,474:     3,548      7,430     -3,444      3,017        983      3,121      4,969:     1,353       -495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       20.6        1.1       82.3       63.4       93.7       85.1:       6.3       14.9
Old  :     100.0:      10.3       20.6        1.1       82.3       63.4       93.7       85.1:       6.3       14.9
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  :        21:         1          3          1         11         13         13         16:
Old  :        21:         1          3          1         11         13         13         16:
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  :                 53.5       55.0       82.0       72.7       46.9       53.9       75.3       70.3
Old  :                 53.5       55.0       82.0       72.7       46.9       53.9       75.3       70.3
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :    42,660:         0      4,892      2,060     33,752     31,700     35,812     38,652:     6,848      4,008
Old  :    42,660:         0      4,892      2,060     33,752     31,700     35,812     38,652:     6,848      4,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.5        4.8       79.1       74.3       83.9       90.6:      16.1        9.4
Old  :     100.0:       0.0       11.5        4.8       79.1       74.3       83.9       90.6:      16.1        9.4
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  :        20:         0          3          3         14         13         17         16:
Old  :        20:         0          3          3         14         13         17         16:
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  :                 49.3       51.8       68.9       77.3       18.5       20.0       26.4       30.5
Old  :                 49.3       51.8       68.9       77.3       18.5       20.0       26.4       30.5
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :    53,510:     5,311      4,394      3,931     38,148     38,501     47,390     46,826:     6,120      6,684
Old  :    53,510:     5,311      4,394      3,931     38,148     38,501     47,390     46,826:     6,120      6,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     4,211:    -1,228      2,020      1,029      2,940      1,375      2,741      4,424:     1,470       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        8.2        7.3       71.3       72.0       88.6       87.5:      11.4       12.5
Old  :     100.0:       9.9        8.2        7.3       71.3       72.0       88.6       87.5:      11.4       12.5
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  :        24:         3          2          4         18         15         22         20:
Old  :        24:         3          2          4         18         15         22         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  :                 56.3       42.8       70.0       66.1       53.1       38.0       62.2       55.7
Old  :                 56.3       42.8       70.0       66.1       53.1       38.0       62.2       55.7
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :    62,519:         0      2,914      4,943     47,976     45,330     52,919     53,187:     9,600      9,332
Old  :    62,519:         0      2,914      4,943     47,976     45,330     52,919     53,187:     9,600      9,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     1,221:         0       -182        182        705      1,066        887      1,066:       334        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.7        7.9       76.7       72.5       84.6       85.1:      15.4       14.9
Old  :     100.0:       0.0        4.7        7.9       76.7       72.5       84.6       85.1:      15.4       14.9
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  :        25:         0          2          2         20         19         22         21:
Old  :        25:         0          2          2         20         19         22         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  :                 35.3       60.5       58.9       71.8       28.2       45.0       40.8       52.1
Old  :                 35.3       60.5       58.9       71.8       28.2       45.0       40.8       52.1
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :    56,010:    18,288      6,394          0     32,726     46,584     51,014     52,978:     4,996      3,032
Old  :    56,010:    18,288      6,394          0     32,726     46,584     51,014     52,978:     4,996      3,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       11.4        0.0       58.4       83.2       91.1       94.6:       8.9        5.4
Old  :     100.0:      32.7       11.4        0.0       58.4       83.2       91.1       94.6:       8.9        5.4
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  :        20:         2          1          0         14         13         16         14:
Old  :        20:         2          1          0         14         13         16         14:
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  :                 63.0       50.2       82.1       77.1       58.0       48.9       64.8       65.8
Old  :                 63.0       50.2       82.1       77.1       58.0       48.9       64.8       65.8
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :   979,254:   278,636     67,971    149,697    527,475    750,076    955,808    967,744:    23,446     11,510
Old  :   979,254:   278,636     67,971    149,697    527,475    750,076    955,808    967,744:    23,446     11,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    23,551:       488      3,090      6,175     17,482     14,925     24,145     24,190:      -594       -639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        6.9       15.3       53.9       76.6       97.6       98.8:       2.4        1.2
Old  :     100.0:      28.5        6.9       15.3       53.9       76.6       97.6       98.8:       2.4        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  :       122:        22          8         29         82         79        113        111:
Old  :       122:        22          8         29         82         79        113        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  :                 32.2       22.8       45.0       38.4       26.9       19.2       35.0       30.8
Old  :                 32.2       22.8       45.0       38.4       26.9       19.2       35.0       30.8
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :   147,854:    26,841     56,914     30,565     86,070     56,951    143,476    144,430:     4,378      3,424
Old  :   147,854:    26,841     56,914     30,565     86,070     56,951    143,476    144,430:     4,378      3,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     6,913:    -3,734      7,284        -51     10,514       -520      6,729      6,713:       184        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       38.5       20.7       58.2       38.5       97.0       97.7:       3.0        2.3
Old  :     100.0:      18.2       38.5       20.7       58.2       38.5       97.0       97.7:       3.0        2.3
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  :        46:        10         10         15         24         24         43         40:
Old  :        46:        10         10         15         24         24         43         40:
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       51.9       47.5       70.8       21.1       35.2       30.7       41.3
Old  :                 29.3       51.9       47.5       70.8       21.1       35.2       30.7       41.3
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :    54,399:    14,787      3,285     11,543     27,878     39,465     54,208     54,294:       191        106
Old  :    54,399:    14,787      3,285     11,543     27,878     39,465     54,208     54,294:       191        106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     6,108:     5,003        299        353        845      5,530      6,200      6,182:       -93        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        6.0       21.2       51.2       72.5       99.6       99.8:       0.4        0.2
Old  :     100.0:      27.2        6.0       21.2       51.2       72.5       99.6       99.8:       0.4        0.2
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  :        40:         4          4          8         31         29         39         37:
Old  :        40:         4          4          8         31         29         39         37:
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  :                 53.1       43.1       72.7       65.9       37.4       38.2       46.3       48.0
Old  :                 53.1       43.1       72.7       65.9       37.4       38.2       46.3       48.0
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :    21,828:     2,705        325      2,001     16,840     19,220     21,546     21,546:       282        282
Old  :    21,828:     2,705        325      2,001     16,840     19,220     21,546     21,546:       282        282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     1,032:       -60        -44        484        564        548        988        988:        44         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        1.5        9.2       77.1       88.1       98.7       98.7:       1.3        1.3
Old  :     100.0:      12.4        1.5        9.2       77.1       88.1       98.7       98.7:       1.3        1.3
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  :        26:         3          1          4         17         18         21         22:
Old  :        26:         3          1          4         17         18         21         22:
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  :                 69.0       53.3       82.5       72.0       62.4       47.9       67.1       60.3
Old  :                 69.0       53.3       82.5       72.0       62.4       47.9       67.1       60.3
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 with Delta-adjusted Options and Futures Combined, April 19, 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  : 1,276,556:   132,657     58,915    314,565    759,996    823,909  1,207,218  1,197,390:    69,338     79,166
Old  : 1,276,556:   132,657     58,915    314,565    759,996    823,909  1,207,218  1,197,390:    69,338     79,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :   -66,062:   -31,580     -5,737    -48,652     23,942     -6,342    -56,290    -60,730:    -9,772     -5,332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        4.6       24.6       59.5       64.5       94.6       93.8:       5.4        6.2
Old  :     100.0:      10.4        4.6       24.6       59.5       64.5       94.6       93.8:       5.4        6.2
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  :       275:        82         88        111         86         92        226        239:
Old  :       275:        82         88        111         86         92        226        239:
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  :                 20.2       21.2       29.7       33.5        8.5        8.8       13.2       13.5
Old  :                 20.2       21.2       29.7       33.5        8.5        8.8       13.2       13.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :    26,899:       367          0      7,205     16,126     16,454     23,698     23,659:     3,201      3,240
Old  :    26,899:       367          0      7,205     16,126     16,454     23,698     23,659:     3,201      3,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        0.0       26.8       60.0       61.2       88.1       88.0:      11.9       12.0
Old  :     100.0:       1.4        0.0       26.8       60.0       61.2       88.1       88.0:      11.9       12.0
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  :        21:         2          0          6         14         14         20         20:
Old  :        21:         2          0          6         14         14         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  :                 36.5       44.2       60.4       64.2       22.2       22.5       24.5       24.4
Old  :                 36.5       44.2       60.4       64.2       22.2       22.5       24.5       24.4
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :    13,165:     8,763      2,256        197      1,193     10,130     10,153     12,583:     3,012        582
Old  :    13,165:     8,763      2,256        197      1,193     10,130     10,153     12,583:     3,012        582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :       225:      -228        278        118        120       -306         10         90:       215        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6       17.1        1.5        9.1       76.9       77.1       95.6:      22.9        4.4
Old  :     100.0:      66.6       17.1        1.5        9.1       76.9       77.1       95.6:      22.9        4.4
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  :       112:        64         11          6         11         24         80         40:
Old  :       112:        64         11          6         11         24         80         40:
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  :                 23.2       41.6       33.4       61.7       23.2       41.6       33.4       61.7
Old  :                 23.2       41.6       33.4       61.7       23.2       41.6       33.4       61.7
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :     8,264:     5,386      1,007          6        901      6,525      6,293      7,538:     1,971        726
Old  :     8,264:     5,386      1,007          6        901      6,525      6,293      7,538:     1,971        726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :       647:       752        307        -80        -25        428        647        655:         0         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.2       12.2        0.1       10.9       79.0       76.1       91.2:      23.9        8.8
Old  :     100.0:      65.2       12.2        0.1       10.9       79.0       76.1       91.2:      23.9        8.8
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:        24          6          1          8         16         33         22:
Old  :        50:        24          6          1          8         16         33         22:
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  :                 33.9       52.1       48.8       69.1       33.9       51.9       48.8       68.9
Old  :                 33.9       52.1       48.8       69.1       33.9       51.9       48.8       68.9
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 with Delta-adjusted Options and Futures Combined, April 19, 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  :   210,670:    35,130      5,883     44,469    106,530    142,208    186,129    192,560:    24,541     18,110
Old  :   210,670:    35,130      5,883     44,469    106,530    142,208    186,129    192,560:    24,541     18,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    -7,744:    -3,306       -774       -374     -2,886     -6,955     -6,567     -8,103:    -1,177        359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        2.8       21.1       50.6       67.5       88.4       91.4:      11.6        8.6
Old  :     100.0:      16.7        2.8       21.1       50.6       67.5       88.4       91.4:      11.6        8.6
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  :       166:        54         20         41         72         85        140        133:
Old  :       166:        54         20         41         72         85        140        133:
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  :                 22.6       16.8       33.8       27.5       17.2       10.4       25.7       16.9
Old  :                 22.6       16.8       33.8       27.5       17.2       10.4       25.7       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 22, 2005