NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   245,480:    40,488     23,185     54,172    104,571    135,782    199,232    213,140:    46,248     32,341
Old  :   245,480:    40,488     23,185     54,172    104,571    135,782    199,232    213,140:    46,248     32,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    18,401:     5,162      1,779      6,084      4,879      9,652     16,125     17,515:     2,276        887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        9.4       22.1       42.6       55.3       81.2       86.8:      18.8       13.2
Old  :     100.0:      16.5        9.4       22.1       42.6       55.3       81.2       86.8:      18.8       13.2
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  :       135:        41         26         32         63         59        121        102:
Old  :       135:        41         26         32         63         59        121        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  :                 15.7       22.2       25.3       32.8       10.4       11.8       16.2       17.3
Old  :                 15.7       22.2       25.3       32.8       10.4       11.8       16.2       17.3
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, August 16, 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  :   942,891:    64,523     82,519    416,227    382,307    402,057    863,057    900,803:    79,834     42,089
Old  :   942,891:    64,523     82,519    416,227    382,307    402,057    863,057    900,803:    79,834     42,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    57,683:     4,259      1,247     26,919     24,818     20,728     55,996     48,894:     1,686      8,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        8.8       44.1       40.5       42.6       91.5       95.5:       8.5        4.5
Old  :     100.0:       6.8        8.8       44.1       40.5       42.6       91.5       95.5:       8.5        4.5
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  :       226:        73         47         86        101         92        218        183:
Old  :       226:        73         47         86        101         92        218        183:
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  :                 19.3       22.1       31.9       36.6        4.0        7.8        6.5       11.4
Old  :                 19.3       22.1       31.9       36.6        4.0        7.8        6.5       11.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    37,939:     3,436      4,837      1,764     28,658     23,503     33,858     30,104:     4,081      7,835
Old  :    37,939:     3,436      4,837      1,764     28,658     23,503     33,858     30,104:     4,081      7,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,564:    -1,814        366      1,024      2,994         40      2,204      1,430:       360      1,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       12.7        4.6       75.5       61.9       89.2       79.3:      10.8       20.7
Old  :     100.0:       9.1       12.7        4.6       75.5       61.9       89.2       79.3:      10.8       20.7
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  :        25:         2          3          2         17         12         20         16:
Old  :        25:         2          3          2         17         12         20         16:
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  :                 44.9       40.3       68.2       63.2       39.3       36.3       59.0       58.0
Old  :                 44.9       40.3       68.2       63.2       39.3       36.3       59.0       58.0
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, August 16, 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  :   127,255:    12,451     16,004     12,776     90,618     93,817    115,845    122,597:    11,410      4,658
Old  :   127,255:    12,451     16,004     12,776     90,618     93,817    115,845    122,597:    11,410      4,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       844:     6,098     -3,200     -1,828     -2,394      5,804      1,876        776:    -1,032         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       12.6       10.0       71.2       73.7       91.0       96.3:       9.0        3.7
Old  :     100.0:       9.8       12.6       10.0       71.2       73.7       91.0       96.3:       9.0        3.7
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  :        36:         3          2          4         24         27         28         32:
Old  :        36:         3          2          4         24         27         28         32:
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  :                 61.3       32.5       75.1       57.8       50.8       30.7       60.9       51.6
Old  :                 61.3       32.5       75.1       57.8       50.8       30.7       60.9       51.6
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, August 16, 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  :    75,760:    24,117     13,157      2,684     45,184     51,587     71,985     67,428:     3,775      8,332
Old  :    75,760:    24,117     13,157      2,684     45,184     51,587     71,985     67,428:     3,775      8,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,848:   -12,703      3,020          0     14,455        594      1,752      3,614:        96     -1,766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       17.4        3.5       59.6       68.1       95.0       89.0:       5.0       11.0
Old  :     100.0:      31.8       17.4        3.5       59.6       68.1       95.0       89.0:       5.0       11.0
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  :        27:         2          3          1         18         14         20         18:
Old  :        27:         2          3          1         18         14         20         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  :                 67.8       38.7       83.3       65.9       58.4       34.0       69.9       58.6
Old  :                 67.8       38.7       83.3       65.9       58.4       34.0       69.9       58.6
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 with Delta-adjusted Options and Futures Combined, August 16, 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  :    60,009:         0     19,006      3,140     51,060     37,203     54,200     59,349:     5,809        660
Old  :    60,009:         0     19,006      3,140     51,060     37,203     54,200     59,349:     5,809        660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     4,972:      -550      5,236     -1,431      6,530      2,903      4,549      6,708:       423     -1,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       31.7        5.2       85.1       62.0       90.3       98.9:       9.7        1.1
Old  :     100.0:       0.0       31.7        5.2       85.1       62.0       90.3       98.9:       9.7        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  :        26:         0          4          4         18         19         22         23:
Old  :        26:         0          4          4         18         19         22         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  :                 40.6       45.8       61.8       71.3       26.2       41.0       37.5       50.9
Old  :                 40.6       45.8       61.8       71.3       26.2       41.0       37.5       50.9
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, August 16, 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  :    62,010:    11,990     12,075      3,655     41,565     40,334     57,210     56,064:     4,800      5,946
Old  :    62,010:    11,990     12,075      3,655     41,565     40,334     57,210     56,064:     4,800      5,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     4,013:     1,558      2,324      1,001      2,800        -19      5,359      3,306:    -1,346        707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       19.5        5.9       67.0       65.0       92.3       90.4:       7.7        9.6
Old  :     100.0:      19.3       19.5        5.9       67.0       65.0       92.3       90.4:       7.7        9.6
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  :        31:         3          4          6         21         21         27         28:
Old  :        31:         3          4          6         21         21         27         28:
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  :                 48.9       32.4       68.5       53.4       42.0       30.2       53.4       44.8
Old  :                 48.9       32.4       68.5       53.4       42.0       30.2       53.4       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    56,533:       397          0      1,801     53,709     49,844     55,907     51,645:       626      4,888
Old  :    56,533:       397          0      1,801     53,709     49,844     55,907     51,645:       626      4,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,459:      -666          0        610      1,577        971      1,521      1,581:       -62       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        3.2       95.0       88.2       98.9       91.4:       1.1        8.6
Old  :     100.0:       0.7        0.0        3.2       95.0       88.2       98.9       91.4:       1.1        8.6
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  :        25:         1          0          1         22         22         23         23:
Old  :        25:         1          0          1         22         22         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  :                 59.9       42.5       78.6       65.5       55.1       38.2       66.5       56.0
Old  :                 59.9       42.5       78.6       65.5       55.1       38.2       66.5       56.0
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, August 16, 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  :    64,816:         0     15,995        240     56,065     43,716     56,305     59,951:     8,511      4,865
Old  :    64,816:         0     15,995        240     56,065     43,716     56,305     59,951:     8,511      4,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,656:         0      2,674       -213      1,829        373      1,616      2,834:     1,040       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       24.7        0.4       86.5       67.4       86.9       92.5:      13.1        7.5
Old  :     100.0:       0.0       24.7        0.4       86.5       67.4       86.9       92.5:      13.1        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:         0          2          1         24         20         25         22:
Old  :        29:         0          2          1         24         20         25         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  :                 34.6       52.0       56.1       77.2       28.9       47.4       47.0       67.2
Old  :                 34.6       52.0       56.1       77.2       28.9       47.4       47.0       67.2
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 with Delta-adjusted Options and Futures Combined, August 16, 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  :    82,538:    23,745     10,801      5,463     49,794     61,424     79,002     77,688:     3,536      4,850
Old  :    82,538:    23,745     10,801      5,463     49,794     61,424     79,002     77,688:     3,536      4,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -8,732:    -3,066    -30,876          0     -5,392     21,465     -8,458     -9,411:      -274        679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       13.1        6.6       60.3       74.4       95.7       94.1:       4.3        5.9
Old  :     100.0:      28.8       13.1        6.6       60.3       74.4       95.7       94.1:       4.3        5.9
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  :        27:         3          1          3         19         21         22         25:
Old  :        27:         3          1          3         19         21         22         25:
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  :                 59.1       50.9       80.5       69.4       50.7       36.0       59.4       49.2
Old  :                 59.1       50.9       80.5       69.4       50.7       36.0       59.4       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    38,007:     3,013      1,023      2,061     30,060     25,786     35,134     28,870:     2,873      9,137
Old  :    38,007:     3,013      1,023      2,061     30,060     25,786     35,134     28,870:     2,873      9,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     3,795:      -638        -42      1,116      3,487      1,470      3,965      2,544:      -170      1,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        2.7        5.4       79.1       67.8       92.4       76.0:       7.6       24.0
Old  :     100.0:       7.9        2.7        5.4       79.1       67.8       92.4       76.0:       7.6       24.0
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  :        24:         3          1          2         16         17         20         19:
Old  :        24:         3          1          2         16         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  :                 46.1       37.9       71.8       57.3       38.3       26.6       60.2       40.8
Old  :                 46.1       37.9       71.8       57.3       38.3       26.6       60.2       40.8
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, August 16, 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  : 1,212,777:   326,100     68,268    230,994    633,989    899,984  1,191,083  1,199,246:    21,694     13,531
Old  : 1,212,777:   326,100     68,268    230,994    633,989    899,984  1,191,083  1,199,246:    21,694     13,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    34,513:    12,510      1,276     10,270      8,615     19,881     31,395     31,427:     3,118      3,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        5.6       19.0       52.3       74.2       98.2       98.9:       1.8        1.1
Old  :     100.0:      26.9        5.6       19.0       52.3       74.2       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  :       130:        22         17         36         86         80        123        118:
Old  :       130:        22         17         36         86         80        123        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  :                 28.4       24.8       43.6       39.9       22.4       16.5       32.2       28.5
Old  :                 28.4       24.8       43.6       39.9       22.4       16.5       32.2       28.5
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, August 16, 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  :   190,499:    25,419     38,607     63,439    100,125     86,060    188,983    188,106:     1,516      2,393
Old  :   190,499:    25,419     38,607     63,439    100,125     86,060    188,983    188,106:     1,516      2,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     6,847:     2,231     -6,948      5,259        597      8,086      8,087      6,397:    -1,240        450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       20.3       33.3       52.6       45.2       99.2       98.7:       0.8        1.3
Old  :     100.0:      13.3       20.3       33.3       52.6       45.2       99.2       98.7:       0.8        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  :        53:        12         10         19         30         29         51         49:
Old  :        53:        12         10         19         30         29         51         49:
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  :                 37.9       38.7       55.2       61.9       20.6       17.8       28.6       27.6
Old  :                 37.9       38.7       55.2       61.9       20.6       17.8       28.6       27.6
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, August 16, 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  :    87,477:    21,787      2,867     22,485     42,857     61,825     87,129     87,177:       348        300
Old  :    87,477:    21,787      2,867     22,485     42,857     61,825     87,129     87,177:       348        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,218:       -46     -1,376        -79      2,242      3,473      2,118      2,018:       100        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        3.3       25.7       49.0       70.7       99.6       99.7:       0.4        0.3
Old  :     100.0:      24.9        3.3       25.7       49.0       70.7       99.6       99.7:       0.4        0.3
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  :        55:         7          5         10         40         39         51         50:
Old  :        55:         7          5         10         40         39         51         50:
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  :                 51.5       45.6       65.6       66.8       32.4       37.5       38.7       43.6
Old  :                 51.5       45.6       65.6       66.8       32.4       37.5       38.7       43.6
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, August 16, 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  :    25,582:     2,666      3,064      4,136     18,738     17,621     25,540     24,821:        42        761
Old  :    25,582:     2,666      3,064      4,136     18,738     17,621     25,540     24,821:        42        761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,531:        65        991        124      1,342        206      1,531      1,321:         0        210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       12.0       16.2       73.2       68.9       99.8       97.0:       0.2        3.0
Old  :     100.0:      10.4       12.0       16.2       73.2       68.9       99.8       97.0:       0.2        3.0
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  :        33:         1          5          4         19         24         24         29:
Old  :        33:         1          5          4         19         24         24         29:
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  :                 60.6       46.9       81.7       65.1       54.8       36.3       62.4       47.8
Old  :                 60.6       46.9       81.7       65.1       54.8       36.3       62.4       47.8
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 with Delta-adjusted Options and Futures Combined, August 16, 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  :    12,257:       540      3,354      2,842      7,605      5,003     10,987     11,199:     1,270      1,058
Old  :    12,257:       540      3,354      2,842      7,605      5,003     10,987     11,199:     1,270      1,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,627:         0       -124        252        699      1,033        951      1,161:       676        466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       27.4       23.2       62.0       40.8       89.6       91.4:      10.4        8.6
Old  :     100.0:       4.4       27.4       23.2       62.0       40.8       89.6       91.4:      10.4        8.6
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  :        28:         3          2          3         17         14         22         17:
Old  :        28:         3          2          3         17         14         22         17:
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  :                 46.4       59.6       65.8       79.2       30.7       43.0       47.4       58.1
Old  :                 46.4       59.6       65.8       79.2       30.7       43.0       47.4       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    11,866:     2,151      2,913        567      8,617      7,744     11,335     11,224:       531        642
Old  :    11,866:     2,151      2,913        567      8,617      7,744     11,335     11,224:       531        642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,018:         2          0          0        508        510        510        510:       508        508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       24.5        4.8       72.6       65.3       95.5       94.6:       4.5        5.4
Old  :     100.0:      18.1       24.5        4.8       72.6       65.3       95.5       94.6:       4.5        5.4
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:         2          3          3         11          6         14         11:
Old  :        20:         2          3          3         11          6         14         11:
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  :                 77.4       84.6       92.5       93.5       75.1       78.8       80.9       81.5
Old  :                 77.4       84.6       92.5       93.5       75.1       78.8       80.9       81.5
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 with Delta-adjusted Options and Futures Combined, August 16, 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  :    15,302:     3,100      3,414      3,120      8,922      8,508     15,142     15,042:       160        260
Old  :    15,302:     3,100      3,414      3,120      8,922      8,508     15,142     15,042:       160        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,948:      -180      1,000        260      1,888        888      1,968      2,148:       -20       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       22.3       20.4       58.3       55.6       99.0       98.3:       1.0        1.7
Old  :     100.0:      20.3       22.3       20.4       58.3       55.6       99.0       98.3:       1.0        1.7
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  :        26:         4          2          6         17         19         23         25:
Old  :        26:         4          2          6         17         19         23         25:
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  :                 48.5       60.6       75.6       76.8       40.3       43.1       51.3       51.9
Old  :                 48.5       60.6       75.6       76.8       40.3       43.1       51.3       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    25,076:    12,390        280      2,010     10,200     22,434     24,600     24,724:       476        352
Old  :    25,076:    12,390        280      2,010     10,200     22,434     24,600     24,724:       476        352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,770:     1,270          0        810        550      1,980      2,630      2,790:       140        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4        1.1        8.0       40.7       89.5       98.1       98.6:       1.9        1.4
Old  :     100.0:      49.4        1.1        8.0       40.7       89.5       98.1       98.6:       1.9        1.4
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  :        31:         4          1          4         22         23         26         28:
Old  :        31:         4          1          4         22         23         26         28:
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  :                 70.1       53.9       82.1       78.1       60.3       49.3       71.1       69.0
Old  :                 70.1       53.9       82.1       78.1       60.3       49.3       71.1       69.0
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, August 16, 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  : 1,560,459:   167,863     86,920    466,199    847,477    908,667  1,481,539  1,461,785:    78,920     98,674
Old  : 1,560,459:   167,863     86,920    466,199    847,477    908,667  1,481,539  1,461,785:    78,920     98,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :   107,945:    12,942       -340     50,848     50,841     54,847    114,631    105,355:    -6,687      2,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        5.6       29.9       54.3       58.2       94.9       93.7:       5.1        6.3
Old  :     100.0:      10.8        5.6       29.9       54.3       58.2       94.9       93.7:       5.1        6.3
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  :       317:        88        114        131         85         97        260        269:
Old  :       317:        88        114        131         85         97        260        269:
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  :                 19.0       17.5       27.8       28.2        8.8        7.1       13.0       11.1
Old  :                 19.0       17.5       27.8       28.2        8.8        7.1       13.0       11.1
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, August 16, 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  :    14,444:     8,598      5,063        572      2,568      8,189     11,738     13,824:     2,706        620
Old  :    14,444:     8,598      5,063        572      2,568      8,189     11,738     13,824:     2,706        620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       134:      -192        717        295        100       -831        203        181:       -69        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.5       35.1        4.0       17.8       56.7       81.3       95.7:      18.7        4.3
Old  :     100.0:      59.5       35.1        4.0       17.8       56.7       81.3       95.7:      18.7        4.3
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  :       112:        57         18          5         12         25         72         46:
Old  :       112:        57         18          5         12         25         72         46:
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  :                 23.8       41.0       38.2       58.0       23.8       41.0       37.8       57.6
Old  :                 23.8       41.0       38.2       58.0       23.8       41.0       37.8       57.6
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, August 16, 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  :    11,667:     8,117        641          8      1,020     10,005      9,145     10,654:     2,522      1,013
Old  :    11,667:     8,117        641          8      1,020     10,005      9,145     10,654:     2,522      1,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :      -676:      -538        -84          0       -150       -368       -688       -452:        12       -225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6        5.5        0.1        8.7       85.8       78.4       91.3:      21.6        8.7
Old  :     100.0:      69.6        5.5        0.1        8.7       85.8       78.4       91.3:      21.6        8.7
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  :        58:        28          6          1          7         22         35         29:
Old  :        58:        28          6          1          7         22         35         29:
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  :                 32.4       52.0       46.4       71.2       32.4       51.7       45.7       70.8
Old  :                 32.4       52.0       46.4       71.2       32.4       51.7       45.7       70.8
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, August 16, 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  :   201,443:    50,651      7,368     34,965     95,053    145,610    180,669    187,943:    20,774     13,500
Old  :   201,443:    50,651      7,368     34,965     95,053    145,610    180,669    187,943:    20,774     13,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    11,457:     1,668     -2,117      7,487        697      4,859      9,851     10,229:     1,606      1,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        3.7       17.4       47.2       72.3       89.7       93.3:      10.3        6.7
Old  :     100.0:      25.1        3.7       17.4       47.2       72.3       89.7       93.3:      10.3        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  :       173:        65         17         41         75         79        155        125:
Old  :       173:        65         17         41         75         79        155        125:
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       22.3       32.2       35.5       12.5       14.7       20.2       22.8
Old  :                 19.8       22.3       32.2       35.5       12.5       14.7       20.2       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 19, 2005