NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      184,610
COMMITMENTS
  40,472   35,433   15,580   96,100  106,294  152,152  157,307   32,458   27,303

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      1,034)
   3,739    2,578   -2,776   -2,024      135   -1,061      -63    2,095    1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     19.2      8.4     52.1     57.6     82.4     85.2     17.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      37       28       23       56       55      110       89
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      473,862
COMMITMENTS
  58,548   52,547  154,638  189,422  238,332  402,608  445,517   71,254   28,345

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     13,651)
   6,123    3,903    6,973    2,138    6,555   15,234   17,431   -1,583   -3,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     11.1     32.6     40.0     50.3     85.0     94.0     15.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      49       43       69       81       69      174      147
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,113
COMMITMENTS
  10,446    4,048        0   74,971   86,115   85,417   90,163    8,696    3,950

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      1,831)
    -988      180     -180    3,084    2,166    1,916    2,166      -85     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      4.3      0.0     79.7     91.5     90.8     95.8      9.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       18       25       19       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,101
COMMITMENTS
   5,743      844    3,175   33,221   36,853   42,139   40,872    4,962    6,229

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -3,138)
     560     -224       94   -4,948   -4,862   -4,294   -4,992    1,156    1,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      1.8      6.7     70.5     78.2     89.5     86.8     10.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       17       15       20       18
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,131
COMMITMENTS
       0    3,527    4,270   45,465   42,854   49,735   50,651   10,396    9,480

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -6,293)
    -148    1,986     -725   -7,193   -7,654   -8,066   -6,393    1,773      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      7.1     75.6     71.3     82.7     84.2     17.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       18       15       20       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      935,649
COMMITMENTS
 272,952   67,790  137,342  501,818  717,672  912,112  922,804   23,537   12,845

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:    -46,292)
   3,900      525  -17,466  -30,430  -25,020  -43,996  -41,961   -2,296   -4,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      7.2     14.7     53.6     76.7     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      19        9       25       75       74      103      101
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      142,847
COMMITMENTS
  34,162   42,884   32,714   70,591   63,258  137,467  138,856    5,380    3,991

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      5,476)
   4,707    1,065   -2,641    3,556    6,611    5,622    5,035     -146      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     30.0     22.9     49.4     44.3     96.2     97.2      3.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        7       12       22       22       39       35
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,865
COMMITMENTS
   8,442    2,860   10,150   26,769   32,395   45,361   45,405      504      460

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        282)
   1,260     -480      390   -1,556       62       94      -28      188      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      6.2     22.1     58.4     70.6     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        7       28       27       35       35
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,995
COMMITMENTS
   3,623      326    1,129   13,005   16,302   17,757   17,757      238      238

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -1,057)
     423     -184     -327   -1,153     -546   -1,057   -1,057        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      1.8      6.3     72.3     90.6     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        4       16       17       20       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      859,819
COMMITMENTS
 173,593   84,881  125,312  488,807  566,573  787,712  776,766   72,107   83,053

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     20,486)
   9,579   -5,341    7,261   -4,491   19,678   12,349   21,598    8,137   -1,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      9.9     14.6     56.8     65.9     91.6     90.3      8.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      79       76       93       76       79      212      205
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,923
COMMITMENTS
   8,824    1,817       75    1,105   10,396   10,004   12,288    2,919      635

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        460)
     348       64        0       42      353      390      417       70       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3     14.1      0.6      8.6     80.4     77.4     95.1     22.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      66       10        2       10       22       78       33
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,641
COMMITMENTS
   4,478      550       86      996    6,232    5,560    6,868    2,081      773

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -307)
     -80       43       26     -213     -424     -267     -355      -40       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6      7.2      1.1     13.0     81.6     72.8     89.9     27.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      22        3        2        7       16       30       20
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      178,811
COMMITMENTS
  49,907    5,964   14,493   91,458  144,155  155,858  164,612   22,953   14,199

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      1,984)
   2,158   -1,280        5   -4,433      666   -2,270     -609    4,254    2,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      3.3      8.1     51.1     80.6     87.2     92.1     12.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      60       22       38       65       84      139      132
 

Updated April 8, 2005