NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      245,545
COMMITMENTS
  34,840   20,793   57,138  108,334  136,795  200,312  214,725   45,233   30,819

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:         64)
  -5,648   -2,392    2,965    3,763    1,012    1,080    1,586   -1,016   -1,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      8.5     23.3     44.1     55.7     81.6     87.4     18.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      36       26       37       64       60      121      104
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      943,280
COMMITMENTS
  61,464   83,373  418,552  386,871  407,188  866,887  909,113   76,394   34,167

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        389)
  -3,059      855    2,325    4,563    5,131    3,829    8,310   -3,440   -7,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      8.8     44.4     41.0     43.2     91.9     96.4      8.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      69       50       89      100       93      215      190
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,078
COMMITMENTS
   2,076    3,679    2,119   32,162   27,113   36,357   32,911    3,721    7,167

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,139)
  -1,360   -1,158      355    3,504    3,610    2,499    2,807     -360     -668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      9.2      5.3     80.2     67.7     90.7     82.1      9.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       18       14       21       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,088
COMMITMENTS
   6,793    5,732    5,754   85,711   94,224   98,258  105,710   11,830    4,378

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -17,167)
  -5,658  -10,272   -7,022   -4,907      407  -17,587  -16,887      420     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.2      5.2     77.9     85.6     89.3     96.0     10.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        4       25       27       29       32
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,167
COMMITMENTS
  15,210   12,943    2,684   48,958   47,762   66,852   63,389    4,315    7,778

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -4,593)
  -8,907     -214        0    3,774   -3,825   -5,133   -4,039      540     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     18.2      3.8     68.8     67.1     93.9     89.1      6.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       19       15       21       19
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,458
COMMITMENTS
       0   24,245    3,682   55,762   32,862   59,444   60,789    4,014    2,669

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      3,449)
       0    5,239      542    4,702   -4,341    5,244    1,440   -1,795    2,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     38.2      5.8     87.9     51.8     93.7     95.8      6.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        4       21       19       25       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,579
COMMITMENTS
  13,403   13,917    2,963   41,765   40,413   58,131   57,293    4,448    5,286

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        569)
   1,413    1,842     -692      200       79      921    1,229     -352     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     22.2      4.7     66.7     64.6     92.9     91.6      7.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        6       20       21       26       28
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,171
COMMITMENTS
       0    2,037      854   57,203   51,092   58,057   53,983    1,114    5,188

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,638)
    -397    2,037     -947    3,494    1,248    2,150    2,338      488      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      1.4     96.7     86.3     98.1     91.2      1.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       22       23       23
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,712
COMMITMENTS
       0   15,951      310   57,869   45,001   58,179   61,262    7,533    4,450

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        896)
       0      -44       70    1,804    1,285    1,874    1,311     -978     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     24.3      0.5     88.1     68.5     88.5     93.2     11.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       24       22       25       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,304
COMMITMENTS
  24,791    2,341    4,501   39,616   60,892   68,908   67,734    4,396    5,570

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -9,234)
   1,046   -8,460     -962  -10,178     -532  -10,094   -9,954      860      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8      3.2      6.1     54.0     83.1     94.0     92.4      6.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        4       20       21       24       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,780
COMMITMENTS
   2,101    2,495    2,728   31,936   24,420   36,765   29,643    2,015    9,137

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        773)
    -912    1,472      667    1,876   -1,366    1,631      773     -858        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      6.4      7.0     82.4     63.0     94.8     76.4      5.2     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       17       17       21       19
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,353
COMMITMENTS
   1,712    4,574    1,119   34,893   36,697   37,724   42,390   12,629    7,963

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      9.1      2.2     69.3     72.9     74.9     84.2     25.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       12       13       14       15
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,247,489
COMMITMENTS
 326,959   72,846  235,380  665,301  926,711  1227640  1234937   19,849   12,552

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     34,712)
     859    4,578    4,386   31,312   26,727   36,557   35,691   -1,845     -979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      5.8     18.9     53.3     74.3     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      22       16       36       91       83      127      122
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      202,404
COMMITMENTS
  31,737   38,120   64,543  104,797   97,579  201,077  200,242    1,327    2,162

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     11,905)
   6,318     -487    1,104    4,672   11,519   12,094   12,136     -189     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     18.8     31.9     51.8     48.2     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11       12       19       32       33       53       54
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       90,157
COMMITMENTS
  23,634    3,525   24,148   42,187   62,044   89,969   89,717      188      440

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,680)
   1,847      658    1,663     -670      219    2,840    2,540     -160      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      3.9     26.8     46.8     68.8     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        6       13       38       38       51       51
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,051
COMMITMENTS
   2,666    4,834    3,260   19,496   18,112   25,422   26,206    1,629      845

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      1,469)
       0    1,770     -876      758      491     -118    1,385    1,587       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     17.9     12.1     72.1     67.0     94.0     96.9      6.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        5        4       19       25       24       30
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,566
COMMITMENTS
     540    3,354    2,842    6,906    4,814   10,288   11,010    1,278      556

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -691)
       0        0        0     -699     -189     -699     -189        8     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     29.0     24.6     59.7     41.6     89.0     95.2     11.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       18       14       23       17
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,999
COMMITMENTS
   2,319    3,039      483    9,174    8,343   11,976   11,865       23      134

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        133)
     168      126      -84      557      599      641      641     -508     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     25.3      4.0     76.5     69.5     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       12        8       15       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,282
COMMITMENTS
   3,460    3,074    2,940    9,842   10,058   16,242   16,072       40      210

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        980)
     360     -340     -180      920    1,550    1,100    1,030     -120      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     18.9     18.1     60.4     61.8     99.8     98.7      0.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        6       19       19       25       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,646
COMMITMENTS
  11,490      280    1,920   10,870   22,294   24,280   24,494      366      152

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -430)
    -900        0      -90      670     -140     -320     -230     -110     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.6      1.1      7.8     44.1     90.5     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        4       22       23       27       28
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,446,651
COMMITMENTS
 153,382   88,655  423,880  795,037  850,773  1372299  1363308   74,352   83,342

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:   -113,809)
 -14,481    1,736  -42,319  -52,440  -57,894 -109,240  -98,477   -4,569  -15,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      6.1     29.3     55.0     58.8     94.9     94.2      5.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      84      104      114       80       94      233      252
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,906
COMMITMENTS
   8,478    5,423      938    2,788    7,678   12,204   14,039    2,702      867

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        462)
    -120      360      366      220     -511      466      215       -4      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.9     36.4      6.3     18.7     51.5     81.9     94.2     18.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      53       17        8       13       26       74       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,301
COMMITMENTS
   7,644      701        8    1,020    9,591    8,672   10,300    2,629    1,001

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -366)
    -473       60        0        0     -414     -473     -354      107      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.6      6.2      0.1      9.0     84.9     76.7     91.1     23.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      27        6        1        7       20       34       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      196,662
COMMITMENTS
  46,029    5,402   36,117   94,702  142,517  176,848  184,035   19,814   12,627

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -4,781)
  -4,621   -1,966    1,152     -352   -3,093   -3,821   -3,907     -960     -873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      2.7     18.4     48.2     72.5     89.9     93.6     10.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      62       15       36       65       69      138      110
 

Updated August 26, 2005