NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders - Futures Only, June 28, 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  :   195,482:    31,207     26,110     29,479     93,750    108,575    154,436    164,164:    41,046     31,318
Old  :   195,482:    31,207     26,110     29,479     93,750    108,575    154,436    164,164:    41,046     31,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     8,008:      -164       -427        -78      5,713      7,313      5,471      6,808:     2,537      1,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       13.4       15.1       48.0       55.5       79.0       84.0:      21.0       16.0
Old  :     100.0:      16.0       13.4       15.1       48.0       55.5       79.0       84.0:      21.0       16.0
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  :       130:        31         29         29         56         62        107        102:
Old  :       130:        31         29         29         56         62        107        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  :                 17.0       22.1       27.4       33.1       11.8       13.6       18.8       19.5
Old  :                 17.0       22.1       27.4       33.1       11.8       13.6       18.8       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                    
Commitments of Traders - Futures Only, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  :   471,643:    40,366     65,932    145,440    211,858    229,166    397,664    440,538:    73,979     31,105
Old  :   471,643:    40,366     65,932    145,440    211,858    229,166    397,664    440,538:    73,979     31,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -15,534:    -2,716     -6,061     -7,463     -4,053     -3,340    -14,232    -16,864:    -1,302      1,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       14.0       30.8       44.9       48.6       84.3       93.4:      15.7        6.6
Old  :     100.0:       8.6       14.0       30.8       44.9       48.6       84.3       93.4:      15.7        6.6
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  :       191:        56         39         59         89         77        176        148:
Old  :       191:        56         39         59         89         77        176        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       25.3       29.5       38.0        6.7       11.7       10.2       18.3
Old  :                 18.8       25.3       29.5       38.0        6.7       11.7       10.2       18.3
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 - Futures Only, June 28, 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  :    40,864:    11,424      1,731      1,408     24,630     27,314     37,462     30,453:     3,402     10,411
Old  :    40,864:    11,424      1,731      1,408     24,630     27,314     37,462     30,453:     3,402     10,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,924:      -316        186        350      1,349      1,796      1,383      2,332:       541       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        4.2        3.4       60.3       66.8       91.7       74.5:       8.3       25.5
Old  :     100.0:      28.0        4.2        3.4       60.3       66.8       91.7       74.5:       8.3       25.5
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  :        24:         4          1          1         15         14         19         16:
Old  :        24:         4          1          1         15         14         19         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  :                 49.3       39.6       72.0       57.7       41.2       33.3       59.1       46.4
Old  :                 49.3       39.6       72.0       57.7       41.2       33.3       59.1       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                 
Commitments of Traders - Futures Only, June 28, 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  :   132,642:       786     16,549     27,625     93,603     82,092    122,014    126,266:    10,628      6,376
Old  :   132,642:       786     16,549     27,625     93,603     82,092    122,014    126,266:    10,628      6,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     3,163:      -162       -772      3,188      1,310      1,022      4,336      3,438:    -1,173       -275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       12.5       20.8       70.6       61.9       92.0       95.2:       8.0        4.8
Old  :     100.0:       0.6       12.5       20.8       70.6       61.9       92.0       95.2:       8.0        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          4          4         24         25         29         29:
Old  :        35:         1          4          4         24         25         29         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  :                 58.8       41.3       70.9       59.9       46.4       27.4       51.2       41.2
Old  :                 58.8       41.3       70.9       59.9       46.4       27.4       51.2       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                 
Commitments of Traders - Futures Only, June 28, 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  :    67,724:    18,015      9,666      4,544     41,761     43,326     64,320     57,536:     3,404     10,188
Old  :    67,724:    18,015      9,666      4,544     41,761     43,326     64,320     57,536:     3,404     10,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    13,318:     5,524      2,224      3,940      3,970      6,664     13,434     12,828:      -116        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       14.3        6.7       61.7       64.0       95.0       85.0:       5.0       15.0
Old  :     100.0:      26.6       14.3        6.7       61.7       64.0       95.0       85.0:       5.0       15.0
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  :        23:         2          3          1         15         13         17         17:
Old  :        23:         2          3          1         15         13         17         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  :                 59.3       49.4       83.1       71.0       51.8       39.0       66.4       54.2
Old  :                 59.3       49.4       83.1       71.0       51.8       39.0       66.4       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, June 28, 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  :    60,494:         0      8,201      6,001     50,046     42,480     56,047     56,682:     4,447      3,812
Old  :    60,494:         0      8,201      6,001     50,046     42,480     56,047     56,682:     4,447      3,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -177:         0     -1,020        124       -368        683       -244       -213:        67         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.6        9.9       82.7       70.2       92.6       93.7:       7.4        6.3
Old  :     100.0:       0.0       13.6        9.9       82.7       70.2       92.6       93.7:       7.4        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  :        23:         0          3          3         18         16         21         19:
Old  :        23:         0          3          3         18         16         21         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  :                 48.6       43.1       67.7       69.4       24.2       26.8       36.3       41.7
Old  :                 48.6       43.1       67.7       69.4       24.2       26.8       36.3       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       
Commitments of Traders - Futures Only, June 28, 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  :    62,272:     2,492     15,668      8,036     46,649     34,091     57,177     57,795:     5,095      4,477
Old  :    62,272:     2,492     15,668      8,036     46,649     34,091     57,177     57,795:     5,095      4,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     2,750:       418        833        777      1,075      2,997      2,270      4,607:       480     -1,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       25.2       12.9       74.9       54.7       91.8       92.8:       8.2        7.2
Old  :     100.0:       4.0       25.2       12.9       74.9       54.7       91.8       92.8:       8.2        7.2
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  :        31:         1          5          6         22         19         28         25:
Old  :        31:         1          5          6         22         19         28         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  :                 36.5       37.1       58.1       58.8       30.6       28.3       46.6       45.4
Old  :                 36.5       37.1       58.1       58.8       30.6       28.3       46.6       45.4
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 - Futures Only, June 28, 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  :    42,293:     3,505          0        625     36,917     39,480     41,047     40,105:     1,246      2,188
Old  :    42,293:     3,505          0        625     36,917     39,480     41,047     40,105:     1,246      2,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       -74:    -1,288          0        192        712       -564       -384       -372:       310        298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        0.0        1.5       87.3       93.3       97.1       94.8:       2.9        5.2
Old  :     100.0:       8.3        0.0        1.5       87.3       93.3       97.1       94.8:       2.9        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          0          1         19         19         20         20:
Old  :        23:         1          0          1         19         19         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       40.3       82.0       67.1       55.6       31.5       62.7       50.5
Old  :                 57.3       40.3       82.0       67.1       55.6       31.5       62.7       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, June 28, 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  :    66,336:         0      6,968      4,625     53,645     49,164     58,270     60,757:     8,066      5,579
Old  :    66,336:         0      6,968      4,625     53,645     49,164     58,270     60,757:     8,066      5,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,651:         0      2,066        479         85        -66        564      2,479:     1,087       -828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.5        7.0       80.9       74.1       87.8       91.6:      12.2        8.4
Old  :     100.0:       0.0       10.5        7.0       80.9       74.1       87.8       91.6:      12.2        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          2          2         23         19         25         21:
Old  :        27:         0          2          2         23         19         25         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       57.0       54.5       73.1       30.1       45.4       44.6       58.1
Old  :                 36.0       57.0       54.5       73.1       30.1       45.4       44.6       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                            
Commitments of Traders - Futures Only, June 28, 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  :    90,790:    42,044     35,172      3,322     40,254     47,633     85,620     86,127:     5,170      4,663
Old  :    90,790:    42,044     35,172      3,322     40,254     47,633     85,620     86,127:     5,170      4,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     5,738:     2,722      2,856      1,218      2,774      1,890      6,714      5,964:      -976       -226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3       38.7        3.7       44.3       52.5       94.3       94.9:       5.7        5.1
Old  :     100.0:      46.3       38.7        3.7       44.3       52.5       94.3       94.9:       5.7        5.1
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  :        27:         2          2          1         20         21         23         23:
Old  :        27:         2          2          1         20         21         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  :                 66.4       61.5       81.6       77.0       63.8       58.9       70.1       66.6
Old  :                 66.4       61.5       81.6       77.0       63.8       58.9       70.1       66.6
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 - Futures Only, June 28, 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  :    37,734:     2,410      2,570      2,853     26,888     23,665     32,151     29,088:     5,583      8,646
Old  :    37,734:     2,410      2,570      2,853     26,888     23,665     32,151     29,088:     5,583      8,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     2,761:         5       -248         23      2,651      2,705      2,679      2,480:        82        281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        6.8        7.6       71.3       62.7       85.2       77.1:      14.8       22.9
Old  :     100.0:       6.4        6.8        7.6       71.3       62.7       85.2       77.1:      14.8       22.9
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  :        23:         2          1          2         16         17         19         19:
Old  :        23:         2          1          2         16         17         19         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  :                 44.2       40.1       70.4       58.7       39.9       33.0       54.3       43.3
Old  :                 44.2       40.1       70.4       58.7       39.9       33.0       54.3       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                                                           
Commitments of Traders - Futures Only, June 28, 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  :    41,747:     3,038          0          0     38,058     41,096     41,096     41,096:       651        651
Old  :    41,747:     3,038          0          0     38,058     41,096     41,096     41,096:       651        651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        0.0        0.0       91.2       98.4       98.4       98.4:       1.6        1.6
Old  :     100.0:       7.3        0.0        0.0       91.2       98.4       98.4       98.4:       1.6        1.6
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  :        30:         3          0          0         12         17         15         17:
Old  :        30:         3          0          0         12         17         15         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  :                 82.4       76.0       90.6       87.2       79.5       76.0       87.6       86.2
Old  :                 82.4       76.0       90.6       87.2       79.5       76.0       87.6       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           
Commitments of Traders - Futures Only, June 28, 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  :    29,262:     3,038          0          0     25,728     27,817     28,766     27,817:       496      1,445
Old  :    29,262:     3,038          0          0     25,728     27,817     28,766     27,817:       496      1,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        0.0        0.0       87.9       95.1       98.3       95.1:       1.7        4.9
Old  :     100.0:      10.4        0.0        0.0       87.9       95.1       98.3       95.1:       1.7        4.9
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  :        26:         3          0          0         12         17         15         17:
Old  :        26:         3          0          0         12         17         15         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  :                 55.9       57.5       80.2       77.9       51.1       57.5       69.7       76.3
Old  :                 55.9       57.5       80.2       77.9       51.1       57.5       69.7       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, June 28, 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  : 1,116,556:   259,188     46,160    210,096    620,493    836,857  1,089,777  1,093,113:    26,779     23,443
Old  : 1,116,556:   259,188     46,160    210,096    620,493    836,857  1,089,777  1,093,113:    26,779     23,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    47,717:    -9,164      2,852     16,008     33,925     15,220     40,769     34,080:     6,948     13,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        4.1       18.8       55.6       74.9       97.6       97.9:       2.4        2.1
Old  :     100.0:      23.2        4.1       18.8       55.6       74.9       97.6       97.9:       2.4        2.1
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  :       147:        28         11         32         98         86        138        120:
Old  :       147:        28         11         32         98         86        138        120:
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  :                 25.4       22.5       40.6       37.7       20.6       17.5       30.4       27.7
Old  :                 25.4       22.5       40.6       37.7       20.6       17.5       30.4       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders - Futures Only, June 28, 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  :   165,300:    33,161     42,262     45,092     85,739     75,943    163,992    163,297:     1,308      2,003
Old  :   165,300:    33,161     42,262     45,092     85,739     75,943    163,992    163,297:     1,308      2,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -17,089:    -2,561    -12,248     -1,722    -13,520     -3,341    -17,803    -17,311:       714        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       25.6       27.3       51.9       45.9       99.2       98.8:       0.8        1.2
Old  :     100.0:      20.1       25.6       27.3       51.9       45.9       99.2       98.8:       0.8        1.2
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  :        47:        12          8         16         26         25         44         43:
Old  :        47:        12          8         16         26         25         44         43:
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  :                 42.0       46.8       58.7       67.7       21.0       28.2       30.2       35.8
Old  :                 42.0       46.8       58.7       67.7       21.0       28.2       30.2       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                        
Commitments of Traders - Futures Only, June 28, 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  :    67,999:    17,796      5,313     15,408     34,215     46,866     67,419     67,587:       580        412
Old  :    67,999:    17,796      5,313     15,408     34,215     46,866     67,419     67,587:       580        412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,305:     1,340       -710        698     -1,001      1,169      1,037      1,157:       268        148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        7.8       22.7       50.3       68.9       99.1       99.4:       0.9        0.6
Old  :     100.0:      26.2        7.8       22.7       50.3       68.9       99.1       99.4:       0.9        0.6
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  :        48:         5          5          7         36         32         45         40:
Old  :        48:         5          5          7         36         32         45         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       46.9       66.5       66.6       35.5       34.6       41.4       41.9
Old  :                 53.0       46.9       66.5       66.6       35.5       34.6       41.4       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders - Futures Only, June 28, 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  :    25,580:     3,277        327      4,368     17,935     20,376     25,580     25,071:         0        509
Old  :    25,580:     3,277        327      4,368     17,935     20,376     25,580     25,071:         0        509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,222:      -162          0         -6      1,390      1,228      1,222      1,222:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        1.3       17.1       70.1       79.7      100.0       98.0:       0.0        2.0
Old  :     100.0:      12.8        1.3       17.1       70.1       79.7      100.0       98.0:       0.0        2.0
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:         4          1          4         20         24         25         28:
Old  :        33:         4          1          4         20         24         25         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  :                 60.1       42.4       81.4       65.0       51.1       37.9       59.2       52.0
Old  :                 60.1       42.4       81.4       65.0       51.1       37.9       59.2       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders - Futures Only, June 28, 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  :     9,636:       230      2,410      2,745      6,661      4,227      9,636      9,382:         0        254
Old  :     9,636:       230      2,410      2,745      6,661      4,227      9,636      9,382:         0        254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       258:        56     -1,372      1,586     -1,220        -46        422        168:      -164         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       25.0       28.5       69.1       43.9      100.0       97.4:       0.0        2.6
Old  :     100.0:       2.4       25.0       28.5       69.1       43.9      100.0       97.4:       0.0        2.6
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:         2          3          3         15         15         19         19:
Old  :        28:         2          3          3         15         15         19         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  :                 54.2       61.0       80.5       83.1       39.9       39.6       52.3       50.3
Old  :                 54.2       61.0       80.5       83.1       39.9       39.6       52.3       50.3
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 - Futures Only, June 28, 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  :    11,388:     1,394      2,461        632      8,533      7,611     10,559     10,704:       829        684
Old  :    11,388:     1,394      2,461        632      8,533      7,611     10,559     10,704:       829        684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     2,202:       680      1,270       -172      1,016        678      1,524      1,776:       678        426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       21.6        5.5       74.9       66.8       92.7       94.0:       7.3        6.0
Old  :     100.0:      12.2       21.6        5.5       74.9       66.8       92.7       94.0:       7.3        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          3         12          9         15         13:
Old  :        20:         2          2          3         12          9         15         13:
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  :                 71.3       71.9       85.2       90.2       64.6       63.9       71.4       73.4
Old  :                 71.3       71.9       85.2       90.2       64.6       63.9       71.4       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                       
Commitments of Traders - Futures Only, June 28, 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  :    13,350:     2,720      2,180      3,420      6,230      6,980     12,370     12,580:       980        770
Old  :    13,350:     2,720      2,180      3,420      6,230      6,980     12,370     12,580:       980        770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,360:      -140        320        440        300        450        600      1,210:       760        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       16.3       25.6       46.7       52.3       92.7       94.2:       7.3        5.8
Old  :     100.0:      20.4       16.3       25.6       46.7       52.3       92.7       94.2:       7.3        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          2          5         16         18         21         23:
Old  :        25:         3          2          5         16         18         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       60.2       70.8       76.1       32.9       39.4       46.6       50.8
Old  :                 49.0       60.2       70.8       76.1       32.9       39.4       46.6       50.8
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 - Futures Only, June 28, 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  :    14,610:     5,330        360      1,250      7,590     12,340     14,170     13,950:       440        660
Old  :    14,610:     5,330        360      1,250      7,590     12,340     14,170     13,950:       440        660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       380:       620          0       -320         20        700        320        380:        60          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5        2.5        8.6       52.0       84.5       97.0       95.5:       3.0        4.5
Old  :     100.0:      36.5        2.5        8.6       52.0       84.5       97.0       95.5:       3.0        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  :        28:         3          2          3         19         20         22         25:
Old  :        28:         3          2          3         19         20         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  :                 59.0       56.1       78.1       78.5       47.8       46.4       60.1       61.3
Old  :                 59.0       56.1       78.1       78.5       47.8       46.4       60.1       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders - Futures Only, June 28, 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  :   783,203:   112,569     90,561    122,155    481,358    487,852    716,082    700,568:    67,121     82,635
Old  :   783,203:   112,569     90,561    122,155    481,358    487,852    716,082    700,568:    67,121     82,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    11,588:     4,307      2,146     12,968    -15,460    -13,112      1,815      2,002:     9,773      9,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       11.6       15.6       61.5       62.3       91.4       89.4:       8.6       10.6
Old  :     100.0:      14.4       11.6       15.6       61.5       62.3       91.4       89.4:       8.6       10.6
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  :       265:        66         92         98         76         86        213        220:
Old  :       265:        66         92         98         76         86        213        220:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       17.7       33.7       27.6       18.3       13.7       26.4       21.5
Old  :                 21.8       17.7       33.7       27.6       18.3       13.7       26.4       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                      
Commitments of Traders - Futures Only, June 28, 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  :    14,067:     8,153      5,257        415      2,716      7,580     11,284     13,252:     2,783        815
Old  :    14,067:     8,153      5,257        415      2,716      7,580     11,284     13,252:     2,783        815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       294:        53        145          3        173        -92        229         56:        65        238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.0       37.4        3.0       19.3       53.9       80.2       94.2:      19.8        5.8
Old  :     100.0:      58.0       37.4        3.0       19.3       53.9       80.2       94.2:      19.8        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        60         22          6         11         25         75         51:
Old  :       119:        60         22          6         11         25         75         51:
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  :                 24.7       43.9       39.1       60.2       23.5       43.9       37.9       60.2
Old  :                 24.7       43.9       39.1       60.2       23.5       43.9       37.9       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                       
Commitments of Traders - Futures Only, June 28, 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  :    11,355:     8,184        746        460        500      8,829      9,144     10,035:     2,211      1,320
Old  :    11,355:     8,184        746        460        500      8,829      9,144     10,035:     2,211      1,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -328:       388        -54        445       -222        277        611        668:      -939       -996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.1        6.6        4.1        4.4       77.8       80.5       88.4:      19.5       11.6
Old  :     100.0:      72.1        6.6        4.1        4.4       77.8       80.5       88.4:      19.5       11.6
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  :        61:        31          9          5          6         19         41         30:
Old  :        61:        31          9          5          6         19         41         30:
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  :                 35.9       48.6       49.3       67.2       35.9       47.9       49.3       66.5
Old  :                 35.9       48.6       49.3       67.2       35.9       47.9       49.3       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders - Futures Only, June 28, 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  :   151,796:    36,581      7,865      7,786     88,183    124,412    132,550    140,063:    19,246     11,733
Old  :   151,796:    36,581      7,865      7,786     88,183    124,412    132,550    140,063:    19,246     11,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -2,890:    -1,294       -127     -1,801     -2,712     -1,212     -5,807     -3,140:     2,917        250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        5.2        5.1       58.1       82.0       87.3       92.3:      12.7        7.7
Old  :     100.0:      24.1        5.2        5.1       58.1       82.0       87.3       92.3:      12.7        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        49         20         27         63         73        123        109:
Old  :       150:        49         20         27         63         73        123        109:
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  :                 24.9       21.3       40.1       35.0       19.5       17.1       30.6       26.5
Old  :                 24.9       21.3       40.1       35.0       19.5       17.1       30.6       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 1, 2005