NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders - Futures Only, May 3, 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  :   171,362:    25,276     24,412     22,555     93,541    102,338    141,372    149,305:    29,990     22,057
Old  :   171,362:    25,276     24,412     22,555     93,541    102,338    141,372    149,305:    29,990     22,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -9,753:    -4,584     -1,718      2,671     -4,924     -7,471     -6,837     -6,518:    -2,916     -3,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       14.2       13.2       54.6       59.7       82.5       87.1:      17.5       12.9
Old  :     100.0:      14.8       14.2       13.2       54.6       59.7       82.5       87.1:      17.5       12.9
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  :       123:        29         26         33         59         57        109         98:
Old  :       123:        29         26         33         59         57        109         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       25.6       30.3       35.9       14.8       18.1       21.9       25.4
Old  :                 18.8       25.6       30.3       35.9       14.8       18.1       21.9       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                    
Commitments of Traders - Futures Only, May 3, 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  :   471,994:    35,196     54,236    150,999    215,984    230,578    402,179    435,813:    69,815     36,181
Old  :   471,994:    35,196     54,236    150,999    215,984    230,578    402,179    435,813:    69,815     36,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -9,318:    -1,515      9,163    -10,732      5,471    -11,485     -6,776    -13,054:    -2,542      3,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       11.5       32.0       45.8       48.9       85.2       92.3:      14.8        7.7
Old  :     100.0:       7.5       11.5       32.0       45.8       48.9       85.2       92.3:      14.8        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        36         60         67         83         72        160        162:
Old  :       186:        36         60         67         83         72        160        162:
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  :                 21.6       23.2       30.8       36.7        6.8       10.3       10.5       15.1
Old  :                 21.6       23.2       30.8       36.7        6.8       10.3       10.5       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                 
Commitments of Traders - Futures Only, May 3, 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  :   101,393:    11,068        644      4,764     77,663     88,900     93,495     94,308:     7,898      7,085
Old  :   101,393:    11,068        644      4,764     77,663     88,900     93,495     94,308:     7,898      7,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     1,511:      -376     -2,288      3,006       -344        133      2,286        851:      -775        660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        0.6        4.7       76.6       87.7       92.2       93.0:       7.8        7.0
Old  :     100.0:      10.9        0.6        4.7       76.6       87.7       92.2       93.0:       7.8        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          1          2         17         25         20         27:
Old  :        32:         2          1          2         17         25         20         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       38.0       79.4       56.1       64.7       36.8       72.3       52.5
Old  :                 64.8       38.0       79.4       56.1       64.7       36.8       72.3       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                 
Commitments of Traders - Futures Only, May 3, 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  :    52,900:     8,860      9,434        604     40,235     35,274     49,699     45,312:     3,201      7,588
Old  :    52,900:     8,860      9,434        604     40,235     35,274     49,699     45,312:     3,201      7,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -4,286:     1,498     -2,230          0     -5,284     -4,105     -3,786     -6,335:      -500      2,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       17.8        1.1       76.1       66.7       93.9       85.7:       6.1       14.3
Old  :     100.0:      16.7       17.8        1.1       76.1       66.7       93.9       85.7:       6.1       14.3
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  :        20:         1          3          1         12         11         14         14:
Old  :        20:         1          3          1         12         11         14         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  :                 57.3       52.7       82.6       72.9       50.0       51.1       71.5       66.3
Old  :                 57.3       52.7       82.6       72.9       50.0       51.1       71.5       66.3
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 - Futures Only, May 3, 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  :    45,387:     2,510      2,851      2,860     33,885     36,644     39,255     42,355:     6,132      3,032
Old  :    45,387:     2,510      2,851      2,860     33,885     36,644     39,255     42,355:     6,132      3,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       587:     2,510     -1,320       -279       -866      3,224      1,365      1,625:      -778     -1,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        6.3        6.3       74.7       80.7       86.5       93.3:      13.5        6.7
Old  :     100.0:       5.5        6.3        6.3       74.7       80.7       86.5       93.3:      13.5        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          3         15         15         18         18:
Old  :        20:         1          2          3         15         15         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       48.8       69.9       73.7       21.2       24.4       31.9       35.8
Old  :                 52.8       48.8       69.9       73.7       21.2       24.4       31.9       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       
Commitments of Traders - Futures Only, May 3, 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  :    52,280:     6,710     12,083      2,255     39,470     33,840     48,435     48,178:     3,845      4,102
Old  :    52,280:     6,710     12,083      2,255     39,470     33,840     48,435     48,178:     3,845      4,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -4,892:     2,142      5,561     -2,609     -3,315     -5,264     -3,782     -2,312:    -1,110     -2,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       23.1        4.3       75.5       64.7       92.6       92.2:       7.4        7.8
Old  :     100.0:      12.8       23.1        4.3       75.5       64.7       92.6       92.2:       7.4        7.8
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  :        28:         2          3          3         19         19         23         23:
Old  :        28:         2          3          3         19         19         23         23:
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  :                 53.3       44.5       70.3       66.7       48.8       38.5       60.7       54.8
Old  :                 53.3       44.5       70.3       66.7       48.8       38.5       60.7       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, May 3, 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  :    62,394:         0      3,154      4,449     46,738     45,101     51,187     52,704:    11,207      9,690
Old  :    62,394:         0      3,154      4,449     46,738     45,101     51,187     52,704:    11,207      9,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       706:         0        242       -186       -318        106       -504        162:     1,210        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.1        7.1       74.9       72.3       82.0       84.5:      18.0       15.5
Old  :     100.0:       0.0        5.1        7.1       74.9       72.3       82.0       84.5:      18.0       15.5
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  :        26:         0          2          2         19         20         21         22:
Old  :        26:         0          2          2         19         20         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  :                 36.8       61.8       58.9       73.4       28.8       46.5       41.7       54.3
Old  :                 36.8       61.8       58.9       73.4       28.8       46.5       41.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                            
Commitments of Traders - Futures Only, May 3, 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  :    69,429:    36,508     18,818        120     28,103     47,138     64,731     66,076:     4,698      3,353
Old  :    69,429:    36,508     18,818        120     28,103     47,138     64,731     66,076:     4,698      3,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -1,957:       346      2,630        120     -2,663     -4,490     -2,197     -1,740:       240       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6       27.1        0.2       40.5       67.9       93.2       95.2:       6.8        4.8
Old  :     100.0:      52.6       27.1        0.2       40.5       67.9       93.2       95.2:       6.8        4.8
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  :        22:         2          1          1         15         16         17         18:
Old  :        22:         2          1          1         15         16         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       58.7       86.7       79.8       68.8       58.2       73.4       71.6
Old  :                 73.7       58.7       86.7       79.8       68.8       58.2       73.4       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, May 3, 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  :   964,588:   274,338     74,025    138,729    528,085    737,287    941,152    950,041:    23,436     14,547
Old  :   964,588:   274,338     74,025    138,729    528,085    737,287    941,152    950,041:    23,436     14,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -36,895:       238      2,847     -5,908    -30,846    -36,962    -36,516    -40,023:      -379      3,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        7.7       14.4       54.7       76.4       97.6       98.5:       2.4        1.5
Old  :     100.0:      28.4        7.7       14.4       54.7       76.4       97.6       98.5:       2.4        1.5
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  :       120:        22          8         29         81         77        114        107:
Old  :       120:        22          8         29         81         77        114        107:
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  :                 32.1       22.8       44.1       38.3       27.1       18.0       34.4       29.6
Old  :                 32.1       22.8       44.1       38.3       27.1       18.0       34.4       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders - Futures Only, May 3, 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  :   130,899:    18,883     53,319     24,284     83,577     50,254    126,744    127,857:     4,155      3,042
Old  :   130,899:    18,883     53,319     24,284     83,577     50,254    126,744    127,857:     4,155      3,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -27,070:   -10,440      7,477     -9,665     -4,825     -8,261    -24,930    -10,449:    -2,140    -16,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       40.7       18.6       63.8       38.4       96.8       97.7:       3.2        2.3
Old  :     100.0:      14.4       40.7       18.6       63.8       38.4       96.8       97.7:       3.2        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  :        43:         8         10         15         23         23         39         40:
Old  :        43:         8         10         15         23         23         39         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       50.6       48.3       68.6       25.1       37.2       38.0       46.2
Old  :                 29.3       50.6       48.3       68.6       25.1       37.2       38.0       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                        
Commitments of Traders - Futures Only, May 3, 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  :    56,036:    17,058      2,760     11,153     27,274     42,054     55,485     55,967:       551         69
Old  :    56,036:    17,058      2,760     11,153     27,274     42,054     55,485     55,967:       551         69
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       623:     2,540      1,500     -1,110     -1,114        224        316        614:       307          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        4.9       19.9       48.7       75.0       99.0       99.9:       1.0        0.1
Old  :     100.0:      30.4        4.9       19.9       48.7       75.0       99.0       99.9:       1.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4          4          7         32         29         39         37:
Old  :        42:         4          4          7         32         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  :                 54.8       41.6       70.3       64.0       39.8       33.5       47.2       47.3
Old  :                 54.8       41.6       70.3       64.0       39.8       33.5       47.2       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders - Futures Only, May 3, 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  :    21,990:     2,042        643      1,591     18,075     18,965     21,708     21,199:       282        791
Old  :    21,990:     2,042        643      1,591     18,075     18,965     21,708     21,199:       282        791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -849:      -419        318       -190       -284     -1,021       -893       -893:        44         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        2.9        7.2       82.2       86.2       98.7       96.4:       1.3        3.6
Old  :     100.0:       9.3        2.9        7.2       82.2       86.2       98.7       96.4:       1.3        3.6
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  :        27:         2          2          4         17         18         21         22:
Old  :        27:         2          2          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  :                 65.8       51.9       81.8       71.1       63.7       48.0       70.0       60.1
Old  :                 65.8       51.9       81.8       71.1       63.7       48.0       70.0       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :     8,719:       172      5,474        856      7,691      2,389      8,719      8,719:         0          0
Old  :     8,719:       172      5,474        856      7,691      2,389      8,719      8,719:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -693:       -84       -845          0       -609        152       -693       -693:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       62.8        9.8       88.2       27.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.0       62.8        9.8       88.2       27.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          3          2         11          7         14         10:
Old  :        20:         1          3          2         11          7         14         10:
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  :                 66.4       81.9       91.7       99.0       66.3       72.0       85.8       87.7
Old  :                 66.4       81.9       91.7       99.0       66.3       72.0       85.8       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                       
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :     9,220:     3,500      2,560      1,640      3,720      4,540      8,860      8,740:       360        480
Old  :     9,220:     3,500      2,560      1,640      3,720      4,540      8,860      8,740:       360        480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       27.8       17.8       40.3       49.2       96.1       94.8:       3.9        5.2
Old  :     100.0:      38.0       27.8       17.8       40.3       49.2       96.1       94.8:       3.9        5.2
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  :        22:         3          2          4         14         14         19         18:
Old  :        22:         3          2          4         14         14         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       58.4       78.7       80.7       48.2       48.4       59.4       60.7
Old  :                 61.0       58.4       78.7       80.7       48.2       48.4       59.4       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders - Futures Only, May 3, 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  :   810,793:   107,003     98,600    134,592    511,576    502,606    753,171    735,798:    57,622     74,995
Old  :   810,793:   107,003     98,600    134,592    511,576    502,606    753,171    735,798:    57,622     74,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       291:   -14,603      3,002      8,940      3,191    -17,626     -2,472     -5,684:     2,763      5,975
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.2       16.6       63.1       62.0       92.9       90.8:       7.1        9.2
Old  :     100.0:      13.2       12.2       16.6       63.1       62.0       92.9       90.8:       7.1        9.2
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  :       264:        63         97        100         86         86        213        225:
Old  :       264:        63         97        100         86         86        213        225:
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  :                 20.6       18.3       31.3       29.4       14.8       12.7       24.0       19.8
Old  :                 20.6       18.3       31.3       29.4       14.8       12.7       24.0       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                      
Commitments of Traders - Futures Only, May 3, 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  :    13,235:     8,586      2,773        319      1,563      9,435     10,468     12,527:     2,767        708
Old  :    13,235:     8,586      2,773        319      1,563      9,435     10,468     12,527:     2,767        708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -146:      -154         97        169        108       -581        123       -315:      -269        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.9       21.0        2.4       11.8       71.3       79.1       94.7:      20.9        5.3
Old  :     100.0:      64.9       21.0        2.4       11.8       71.3       79.1       94.7:      20.9        5.3
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  :       118:        63         18          7         11         25         79         48:
Old  :       118:        63         18          7         11         25         79         48:
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  :                 22.3       44.2       33.6       61.2       22.3       44.2       33.6       61.2
Old  :                 22.3       44.2       33.6       61.2       22.3       44.2       33.6       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                       
Commitments of Traders - Futures Only, May 3, 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  :     8,684:     5,898      1,167         93        843      6,695      6,834      7,955:     1,850        729
Old  :     8,684:     5,898      1,167         93        843      6,695      6,834      7,955:     1,850        729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -496:      -356         89         88        -51       -612       -319       -435:      -177        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.9       13.4        1.1        9.7       77.1       78.7       91.6:      21.3        8.4
Old  :     100.0:      67.9       13.4        1.1        9.7       77.1       78.7       91.6:      21.3        8.4
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  :        54:        25          8          2          4         18         30         27:
Old  :        54:        25          8          2          4         18         30         27:
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  :                 37.0       51.6       53.2       65.9       37.0       51.6       52.3       65.9
Old  :                 37.0       51.6       53.2       65.9       37.0       51.6       52.3       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders - Futures Only, May 3, 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  :   146,520:    33,496      7,350      9,737     89,092    117,159    132,325    134,246:    14,195     12,274
Old  :   146,520:    33,496      7,350      9,737     89,092    117,159    132,325    134,246:    14,195     12,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -13,234:    -4,923        148       -283     -3,949    -10,478     -9,155    -10,613:    -4,079     -2,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        5.0        6.6       60.8       80.0       90.3       91.6:       9.7        8.4
Old  :     100.0:      22.9        5.0        6.6       60.8       80.0       90.3       91.6:       9.7        8.4
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  :       158:        50         21         37         61         73        127        118:
Old  :       158:        50         21         37         61         73        127        118:
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  :                 28.9       18.5       42.3       30.8       26.0       12.2       37.8       21.2
Old  :                 28.9       18.5       42.3       30.8       26.0       12.2       37.8       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 6, 2005