NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      202,224
COMMITMENTS
  29,126   29,082   34,766  106,222  111,402  170,114  175,250   32,110   26,974

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:    -11,461)
 -11,586   -4,032    1,784      513   -6,839   -9,289   -9,087   -2,172   -2,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     14.4     17.2     52.5     55.1     84.1     86.7     15.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      29       29       29       59       57      109       95
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      746,165
COMMITMENTS
  46,464   49,717  304,661  326,065  358,620  677,190  712,999   68,975   33,167

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:       -726)
 -16,178   -8,796    9,301   15,112     -491    8,236       13   -8,961     -739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      6.7     40.8     43.7     48.1     90.8     95.6      9.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      54       52       85       86       79      186      176
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,736
COMMITMENTS
  10,446    3,738        0   77,082   87,862   87,528   91,600    8,208    4,136

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      1,623)
       0     -310        0    2,111    1,747    2,111    1,437     -488      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      3.9      0.0     80.5     91.8     91.4     95.7      8.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       18       26       19       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,239
COMMITMENTS
   2,190    4,048    4,048   42,835   34,323   49,073   42,419    2,166    8,820

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -2,770)
   2,190   -1,292      122   -5,089   -3,289   -2,777   -4,459        7    1,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      7.9      7.9     83.6     67.0     95.8     82.8      4.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       11       12       13       15
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,299
COMMITMENTS
   6,539    2,374    2,902   35,208   37,126   44,649   42,402    4,650    6,897

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      2,198)
     796    1,530     -273    1,987      273    2,510    1,530     -312      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      4.8      5.9     71.4     75.3     90.6     86.0      9.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       18       15       21       18
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,298
COMMITMENTS
       0    3,096    4,761   47,271   44,264   52,032   52,121    9,266    9,177

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      1,167)
       0     -431      491    1,806    1,410    2,297    1,470   -1,130     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      7.8     77.1     72.2     84.9     85.0     15.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       20       18       22       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      955,703
COMMITMENTS
 278,148   64,881  143,522  509,993  735,151  931,663  943,554   24,040   12,149

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     20,054)
   5,196   -2,909    6,180    8,175   17,479   19,551   20,750      503     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      6.8     15.0     53.4     76.9     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      19        9       25       78       75      106      102
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      140,941
COMMITMENTS
  30,575   49,630   30,616   75,556   57,471  136,747  137,717    4,194    3,224

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -1,906)
  -3,587    6,746   -2,098    4,965   -5,787     -720   -1,139   -1,186     -767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     35.2     21.7     53.6     40.8     97.0     97.7      3.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11        8       12       24       24       42       37
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,291
COMMITMENTS
   9,784    2,985   11,191   27,033   33,935   48,007   48,111      284      180

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        139)
   1,588      107     -521     -675      944      392      531     -253     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      6.2     23.2     56.0     70.3     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        8       32       29       40       37
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       20,796
COMMITMENTS
   2,765      369    1,517   16,276   18,672   20,558   20,558      238      238

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      2,801)
    -858       43      388    3,271    2,370    2,801    2,801        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      1.8      7.3     78.3     89.8     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        4       17       17       21       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,342,618
COMMITMENTS
 164,237   64,652  363,217  736,054  830,251  1263508  1258120   79,110   84,498

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      7,880)
 -15,081   10,118   22,992    3,340  -14,296   11,250   18,814   -3,370  -10,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      4.8     27.1     54.8     61.8     94.1     93.7      5.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      91       96      125       90       91      245      258
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,940
COMMITMENTS
   8,991    1,978       79    1,073   10,436   10,143   12,493    2,797      447

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:         17)
     167      161        4      -32       40      139      205     -122     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.5     15.3      0.6      8.3     80.6     78.4     96.5     21.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      68       11        2        9       23       79       35
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,617
COMMITMENTS
   4,634      700       86      926    6,097    5,646    6,883    1,971      734

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        -36)
     156      150        0      -70     -135       86       15     -122      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.8      9.2      1.1     12.2     80.0     74.1     90.4     25.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      23        4        2        8       15       32       20
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      218,414
COMMITMENTS
  38,437    6,656   44,844  109,416  149,163  192,696  200,663   25,717   17,751

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -7,942)
 -11,002     -263   -1,316    6,734   -4,824   -5,584   -6,403   -2,358   -1,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      3.0     20.5     50.1     68.3     88.2     91.9     11.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      58       22       44       66       84      139      136
 

Updated April 15, 2005