NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   210,426:    35,893     29,324     38,111    102,898    114,464    176,903    181,900:    33,523     28,526
Old  :   210,426:    35,893     29,324     38,111    102,898    114,464    176,903    181,900:    33,523     28,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    13,970:       995       -203      3,414     10,296     10,879     14,705     14,090:      -735       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       13.9       18.1       48.9       54.4       84.1       86.4:      15.9       13.6
Old  :     100.0:      17.1       13.9       18.1       48.9       54.4       84.1       86.4:      15.9       13.6
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  :       131:        36         24         29         61         67        111        106:
Old  :       131:        36         24         29         61         67        111        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       24.7       32.1       36.2       14.1       16.0       21.3       21.8
Old  :                 19.8       24.7       32.1       36.2       14.1       16.0       21.3       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :   725,617:    47,499     58,024    289,616    306,719    342,029    643,834    689,669:    81,783     35,948
Old  :   725,617:    47,499     58,024    289,616    306,719    342,029    643,834    689,669:    81,783     35,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    35,014:     5,473       -136     11,379     19,150     23,028     36,002     34,271:      -988        743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        8.0       39.9       42.3       47.1       88.7       95.0:      11.3        5.0
Old  :     100.0:       6.5        8.0       39.9       42.3       47.1       88.7       95.0:      11.3        5.0
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  :       207:        63         53         79         84         77        189        171:
Old  :       207:        63         53         79         84         77        189        171:
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       22.4       29.9       34.8        4.8        7.6        7.0       12.1
Old  :                 18.8       22.4       29.9       34.8        4.8        7.6        7.0       12.1
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 with Delta-adjusted Options and Futures Combined, March 15, 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  :    74,089:     8,112      4,708          0     59,001     63,791     67,113     68,499:     6,976      5,590
Old  :    74,089:     8,112      4,708          0     59,001     63,791     67,113     68,499:     6,976      5,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     4,063:       416          0          0      3,982      3,097      4,398      3,097:      -335        966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        6.4        0.0       79.6       86.1       90.6       92.5:       9.4        7.5
Old  :     100.0:      10.9        6.4        0.0       79.6       86.1       90.6       92.5:       9.4        7.5
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  :        29:         1          1          0         20         22         21         23:
Old  :        29:         1          1          0         20         22         21         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  :                 52.5       40.2       70.6       60.8       52.4       36.8       62.5       54.2
Old  :                 52.5       40.2       70.6       60.8       52.4       36.8       62.5       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :    50,582:         0      7,122      2,114     46,402     33,542     48,516     42,778:     2,066      7,804
Old  :    50,582:         0      7,122      2,114     46,402     33,542     48,516     42,778:     2,066      7,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.1        4.2       91.7       66.3       95.9       84.6:       4.1       15.4
Old  :     100.0:       0.0       14.1        4.2       91.7       66.3       95.9       84.6:       4.1       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          3          1         11         12         12         15:
Old  :        20:         0          3          1         11         12         12         15:
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  :                 52.5       52.9       83.5       75.1       48.6       50.4       77.8       69.5
Old  :                 52.5       52.9       83.5       75.1       48.6       50.4       77.8       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :    43,078:     3,973          0      3,662     31,115     35,448     38,750     39,110:     4,328      3,968
Old  :    43,078:     3,973          0      3,662     31,115     35,448     38,750     39,110:     4,328      3,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     3,453:       722          0       -660      2,903      4,326      2,965      3,666:       488       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        0.0        8.5       72.2       82.3       90.0       90.8:      10.0        9.2
Old  :     100.0:       9.2        0.0        8.5       72.2       82.3       90.0       90.8:      10.0        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  :        23:         3          0          3         19         16         22         19:
Old  :        23:         3          0          3         19         16         22         19:
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  :                 55.6       42.1       72.1       64.1       50.4       40.2       59.5       57.3
Old  :                 55.6       42.1       72.1       64.1       50.4       40.2       59.5       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :    65,368:     4,078      2,035      2,008     51,952     51,774     58,038     55,817:     7,330      9,551
Old  :    65,368:     4,078      2,035      2,008     51,952     51,774     58,038     55,817:     7,330      9,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     2,246:      -188        428        826        698        510      1,336      1,764:       910        482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        3.1        3.1       79.5       79.2       88.8       85.4:      11.2       14.6
Old  :     100.0:       6.2        3.1        3.1       79.5       79.2       88.8       85.4:      11.2       14.6
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  :        24:         1          1          1         19         17         20         19:
Old  :        24:         1          1          1         19         17         20         19:
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  :                 39.1       60.6       64.6       72.7       32.5       50.6       48.7       55.6
Old  :                 39.1       60.6       64.6       72.7       32.5       50.6       48.7       55.6
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 with Delta-adjusted Options and Futures Combined, March 15, 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  :   945,838:   256,378     60,320    155,772    517,087    719,707    929,237    935,799:    16,601     10,039
Old  :   945,838:   256,378     60,320    155,772    517,087    719,707    929,237    935,799:    16,601     10,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,215:     2,291     -4,024     -1,073        912      6,226      2,130      1,129:      -915         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        6.4       16.5       54.7       76.1       98.2       98.9:       1.8        1.1
Old  :     100.0:      27.1        6.4       16.5       54.7       76.1       98.2       98.9:       1.8        1.1
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  :       116:        21          7         28         75         72        106        102:
Old  :       116:        21          7         28         75         72        106        102:
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  :                 32.3       22.1       44.3       37.8       26.6       20.0       34.0       30.7
Old  :                 32.3       22.1       44.3       37.8       26.6       20.0       34.0       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :   119,062:    23,707     39,201     29,289     61,382     47,781    114,378    116,271:     4,684      2,791
Old  :   119,062:    23,707     39,201     29,289     61,382     47,781    114,378    116,271:     4,684      2,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     5,237:       294     -2,644      1,151      2,041      5,401      3,486      3,908:     1,751      1,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       32.9       24.6       51.6       40.1       96.1       97.7:       3.9        2.3
Old  :     100.0:      19.9       32.9       24.6       51.6       40.1       96.1       97.7:       3.9        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:        12          6         13         21         22         37         37:
Old  :        43:        12          6         13         21         22         37         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  :                 39.2       51.4       61.6       68.2       29.2       35.1       37.3       41.8
Old  :                 39.2       51.4       61.6       68.2       29.2       35.1       37.3       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :    44,801:     3,923      3,075     11,788     28,553     29,432     44,265     44,295:       537        507
Old  :    44,801:     3,923      3,075     11,788     28,553     29,432     44,265     44,295:       537        507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,554:     1,266        321       -131        288      1,212      1,423      1,402:       131        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        6.9       26.3       63.7       65.7       98.8       98.9:       1.2        1.1
Old  :     100.0:       8.8        6.9       26.3       63.7       65.7       98.8       98.9:       1.2        1.1
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:         5          6          8         28         26         37         36:
Old  :        42:         5          6          8         28         26         37         36:
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  :                 44.6       56.0       71.3       74.1       34.2       43.6       46.6       50.0
Old  :                 44.6       56.0       71.3       74.1       34.2       43.6       46.6       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :    18,078:     3,328      1,148      1,244     13,268     15,448     17,840     17,840:       238        238
Old  :    18,078:     3,328      1,148      1,244     13,268     15,448     17,840     17,840:       238        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :       214:       132        -48        130        -48        132        214        214:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        6.4        6.9       73.4       85.5       98.7       98.7:       1.3        1.3
Old  :     100.0:      18.4        6.4        6.9       73.4       85.5       98.7       98.7:       1.3        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          1          4         17         16         22         20:
Old  :        26:         4          1          4         17         16         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       54.9       82.6       76.2       61.8       49.6       69.2       64.4
Old  :                 66.6       54.9       82.6       76.2       61.8       49.6       69.2       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 1,317,329:   172,592     64,887    340,780    729,863    820,270  1,243,235  1,225,937:    74,093     91,391
Old  : 1,317,329:   172,592     64,887    340,780    729,863    820,270  1,243,235  1,225,937:    74,093     91,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    48,949:    12,064     11,688     25,299     20,697      9,921     58,060     46,908:    -9,110      2,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        4.9       25.9       55.4       62.3       94.4       93.1:       5.6        6.9
Old  :     100.0:      13.1        4.9       25.9       55.4       62.3       94.4       93.1:       5.6        6.9
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  :       285:        82         96        122         85         90        243        243:
Old  :       285:        82         96        122         85         90        243        243:
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  :                 18.5       20.9       28.7       31.9        8.1       10.0       12.8       13.8
Old  :                 18.5       20.9       28.7       31.9        8.1       10.0       12.8       13.8
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 with Delta-adjusted Options and Futures Combined, March 15, 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  :    12,942:     8,540      1,379        183      1,088     10,830      9,811     12,392:     3,131        550
Old  :    12,942:     8,540      1,379        183      1,088     10,830      9,811     12,392:     3,131        550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :      -206:       396       -282         41       -603        296       -166         55:       -40       -261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.0       10.7        1.4        8.4       83.7       75.8       95.8:      24.2        4.2
Old  :     100.0:      66.0       10.7        1.4        8.4       83.7       75.8       95.8:      24.2        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        73         10          7         12         24         90         39:
Old  :       119:        73         10          7         12         24         90         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       43.6       32.7       61.9       23.6       43.6       32.7       61.9
Old  :                 23.6       43.6       32.7       61.9       23.6       43.6       32.7       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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  :     8,041:     4,324        553          6      1,569      6,286      5,899      6,845:     2,142      1,196
Old  :     8,041:     4,324        553          6      1,569      6,286      5,899      6,845:     2,142      1,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :       185:       407         79        -55        -50        158        302        182:      -117          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.8        6.9        0.1       19.5       78.2       73.4       85.1:      26.6       14.9
Old  :     100.0:      53.8        6.9        0.1       19.5       78.2       73.4       85.1:      26.6       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          4          1          7         15         28         19:
Old  :        43:        20          4          1          7         15         28         19:
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  :                 34.0       60.7       48.7       75.3       34.0       60.7       48.7       75.3
Old  :                 34.0       60.7       48.7       75.3       34.0       60.7       48.7       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   211,750:    41,599      5,045     42,114    103,509    147,224    187,222    194,383:    24,528     17,367
Old  :   211,750:    41,599      5,045     42,114    103,509    147,224    187,222    194,383:    24,528     17,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     4,879:    -1,462        353      3,191      4,960      4,192      6,689      7,736:    -1,809     -2,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        2.4       19.9       48.9       69.5       88.4       91.8:      11.6        8.2
Old  :     100.0:      19.6        2.4       19.9       48.9       69.5       88.4       91.8:      11.6        8.2
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  :       175:        56         23         45         74         82        149        134:
Old  :       175:        56         23         45         74         82        149        134:
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       17.8       32.3       27.4       16.1       11.2       24.9       18.8
Old  :                 21.6       17.8       32.3       27.4       16.1       11.2       24.9       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 18, 2005