NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      207,690
COMMITMENTS
  36,751   30,942   32,935  105,953  116,115  175,639  179,991   32,052   27,700

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -17,218)
    -619    2,214   -9,829   -7,084   -9,431  -17,532  -17,047      314     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     14.9     15.9     51.0     55.9     84.6     86.7     15.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      36       33       31       59       59      116      103
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      713,855
COMMITMENTS
  59,592   53,887  282,173  293,083  340,742  634,848  676,803   79,006   37,052

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -45,687)
   4,874   -4,617  -20,595  -24,760  -18,707  -40,481  -43,919   -5,205   -1,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      7.5     39.5     41.1     47.7     88.9     94.8     11.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      64       46       76       81       73      185      159
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,282
COMMITMENTS
  11,434    3,868      180   71,887   83,949   83,501   87,997    8,781    4,285

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      2,974)
   1,208     -840      180    1,615    2,689    3,003    2,029      -29      945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      4.2      0.2     77.9     91.0     90.5     95.4      9.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       19       24       21       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,009
COMMITMENTS
       0    5,340    3,926   47,924   37,612   51,850   46,878    2,159    7,131

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,967)
       0   -1,178    1,208      666    3,252    1,874    3,282       93   -1,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.9      7.3     88.7     69.6     96.0     86.8      4.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       12       13       13       16
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,239
COMMITMENTS
   5,183    1,068    3,081   38,169   41,715   46,433   45,864    3,806    4,375

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      3,443)
    -266      144     -262    4,373    3,253    3,845    3,135     -402      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      2.1      6.1     76.0     83.0     92.4     91.3      7.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       20       18       23       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,424
COMMITMENTS
     148    1,541    4,995   52,658   50,508   57,801   57,044    8,623    9,380

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,355)
  -1,908     -676    1,910      193     -905      195      329    1,160    1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.3      7.5     79.3     76.0     87.0     85.9     13.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       20       17       22       19
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       29,880
COMMITMENTS
   2,100    2,190        0   27,360   26,474   29,460   28,664      420    1,216

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      7.3      0.0     91.6     88.6     98.6     95.9      1.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       12        9       14       11
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       27,343
COMMITMENTS
   2,100    2,370        0   23,909   23,223   26,009   25,593    1,334    1,750

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      8.7      0.0     87.4     84.9     95.1     93.6      4.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       11       13       13       15
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      981,941
COMMITMENTS
 269,052   67,265  154,808  532,248  742,692  956,108  964,765   25,833   17,176

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     18,844)
   7,252    1,289   -2,461    4,466   12,641    9,257   11,469    9,587    7,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      6.9     15.8     54.2     75.6     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      24        6       28       85       80      116      110
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      137,371
COMMITMENTS
  29,455   41,819   35,355   67,035   56,647  131,845  133,821    5,526    3,550

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      4,916)
  -3,386   -4,024   10,524   -1,034   -3,277    6,104    3,223   -1,188    1,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     30.4     25.7     48.8     41.2     96.0     97.4      4.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10       10       11       21       21       37       36
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,113
COMMITMENTS
   6,456    2,971   11,883   29,458   33,108   47,797   47,963      316      150

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        541)
     969     -508     -243     -215    1,422      511      671       30     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      6.2     24.7     61.2     68.8     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        7        8       27       27       35       37
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,052
COMMITMENTS
   3,200      510    1,456   14,158   16,848   18,814   18,814      238      238

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        256)
      44     -128       86      126      298      256      256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      2.7      7.6     74.3     88.4     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        4       17       17       22       21
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,994
COMMITMENTS
     348    5,792      856    7,790    2,346    8,994    8,994        0        0

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     64.4      9.5     86.6     26.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       13        7       16       10
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,286,514
COMMITMENTS
 169,823   57,821  323,917  720,001  809,960  1213741  1191698   72,774   94,816

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -3,492)
  -2,527   -5,905    1,065   -5,538   -4,302   -7,001   -9,142    3,509    5,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      4.5     25.2     56.0     63.0     94.3     92.6      5.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      89       90      116       77       83      227      236
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,463
COMMITMENTS
   8,476    1,753       75    1,063   10,043    9,614   11,871    2,849      592

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -433)
    -368      351       -9      145     -834     -232     -492     -201       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.0     14.1      0.6      8.5     80.6     77.1     95.2     22.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      69        9        2       10       22       81       33
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,960
COMMITMENTS
   4,558      507       66    1,209    6,656    5,833    7,229    2,127      731

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -755)
    -334        4      -20     -174     -518     -528     -534     -227     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.3      6.4      0.8     15.2     83.6     73.3     90.8     26.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22        4        2        8       16       32       20
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      217,391
COMMITMENTS
  46,886    7,793   41,285  105,949  152,583  194,119  201,660   23,271   15,730

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -9,738)
    -300    1,275   -5,518   -2,990   -6,729   -8,809  -10,973     -929    1,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      3.6     19.0     48.7     70.2     89.3     92.8     10.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      59       28       47       76       84      155      142
 

Updated April 1, 2005