NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders - Futures Only, September 6, 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  :   178,746:    30,307     18,430     23,878     89,137    113,991    143,322    156,299:    35,424     22,447
Old  :   178,746:    30,307     18,430     23,878     89,137    113,991    143,322    156,299:    35,424     22,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -4,262:    -1,029     -3,565       -209     -1,419      2,591     -2,657     -1,183:    -1,605     -3,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       10.3       13.4       49.9       63.8       80.2       87.4:      19.8       12.6
Old  :     100.0:      17.0       10.3       13.4       49.9       63.8       80.2       87.4:      19.8       12.6
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  :       128:        35         27         40         56         56        117         99:
Old  :       128:        35         27         40         56         56        117         99:
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  :                 16.6       21.5       27.7       31.8       12.7       15.3       18.6       21.9
Old  :                 16.6       21.5       27.7       31.8       12.7       15.3       18.6       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders - Futures Only, September 6, 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  :   519,727:    60,313     68,917    161,479    225,878    257,423    447,670    487,819:    72,057     31,908
Old  :   519,727:    60,313     68,917    161,479    225,878    257,423    447,670    487,819:    72,057     31,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    21,766:      -170       -762     11,739      7,514      8,748     19,083     19,725:     2,683      2,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.3       31.1       43.5       49.5       86.1       93.9:      13.9        6.1
Old  :     100.0:      11.6       13.3       31.1       43.5       49.5       86.1       93.9:      13.9        6.1
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  :       204:        58         44         72         95         80        190        163:
Old  :       204:        58         44         72         95         80        190        163:
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  :                 18.7       23.9       29.5       37.1        7.2       12.0       11.4       18.7
Old  :                 18.7       23.9       29.5       37.1        7.2       12.0       11.4       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365B
Commitments of Traders - Futures Only, September 6, 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  :    40,921:         0      3,594      4,929     31,036     25,729     35,965     34,252:     4,956      6,669
Old  :    40,921:         0      3,594      4,929     31,036     25,729     35,965     34,252:     4,956      6,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -815:    -2,688       -205      2,380     -2,016     -3,018     -2,324       -843:     1,509         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.8       12.0       75.8       62.9       87.9       83.7:      12.1       16.3
Old  :     100.0:       0.0        8.8       12.0       75.8       62.9       87.9       83.7:      12.1       16.3
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          2         16         14         18         17:
Old  :        23:         0          3          2         16         14         18         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  :                 45.5       43.1       70.6       66.0       39.4       33.2       59.4       53.0
Old  :                 45.5       43.1       70.6       66.0       39.4       33.2       59.4       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365C
Commitments of Traders - Futures Only, September 6, 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  :   105,994:     9,475      5,300      4,396     82,763     91,704     96,634    101,400:     9,360      4,594
Old  :   105,994:     9,475      5,300      4,396     82,763     91,704     96,634    101,400:     9,360      4,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -6,430:      -656        -60       -916     -2,082     -5,030     -3,654     -6,006:    -2,776       -424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        5.0        4.1       78.1       86.5       91.2       95.7:       8.8        4.3
Old  :     100.0:       8.9        5.0        4.1       78.1       86.5       91.2       95.7:       8.8        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          2          4         25         29         30         34:
Old  :        38:         4          2          4         25         29         30         34:
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       36.6       67.6       58.4       50.3       33.0       59.2       53.4
Old  :                 54.2       36.6       67.6       58.4       50.3       33.0       59.2       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365D
Commitments of Traders - Futures Only, September 6, 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  :    59,338:     4,920     10,821      1,515     48,826     39,892     55,261     52,228:     4,077      7,110
Old  :    59,338:     4,920     10,821      1,515     48,826     39,892     55,261     52,228:     4,077      7,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -16,711:   -12,572     -3,746     -1,169     -2,792    -11,624    -16,533    -16,539:      -178       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       18.2        2.6       82.3       67.2       93.1       88.0:       6.9       12.0
Old  :     100.0:       8.3       18.2        2.6       82.3       67.2       93.1       88.0:       6.9       12.0
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  :        29:         2          3          2         20         17         23         21:
Old  :        29:         2          3          2         20         17         23         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  :                 57.0       39.8       80.5       63.5       50.9       34.8       66.8       53.9
Old  :                 57.0       39.8       80.5       63.5       50.9       34.8       66.8       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02365E
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    65,008:       188     25,135      1,424     58,643     35,958     60,255     62,517:     4,753      2,491
Old  :    65,008:       188     25,135      1,424     58,643     35,958     60,255     62,517:     4,753      2,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -3,768:       188      4,993     -2,016     -3,256     -6,902     -5,084     -3,925:     1,316        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       38.7        2.2       90.2       55.3       92.7       96.2:       7.3        3.8
Old  :     100.0:       0.3       38.7        2.2       90.2       55.3       92.7       96.2:       7.3        3.8
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  :        27:         1          3          4         21         20         25         24:
Old  :        27:         1          3          4         21         20         25         24:
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  :                 43.1       53.1       64.7       72.4       32.3       45.6       46.9       58.9
Old  :                 43.1       53.1       64.7       72.4       32.3       45.6       46.9       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-02365F
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    56,110:    14,095     13,022      1,116     35,367     36,947     50,578     51,085:     5,532      5,025
Old  :    56,110:    14,095     13,022      1,116     35,367     36,947     50,578     51,085:     5,532      5,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -8,034:       -28     -1,219     -1,646     -5,739     -4,084     -7,413     -6,949:      -621     -1,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       23.2        2.0       63.0       65.8       90.1       91.0:       9.9        9.0
Old  :     100.0:      25.1       23.2        2.0       63.0       65.8       90.1       91.0:       9.9        9.0
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  :        30:         2          4          3         20         21         23         27:
Old  :        30:         2          4          3         20         21         23         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       39.5       69.4       58.5       43.5       37.8       56.3       55.2
Old  :                 48.5       39.5       69.4       58.5       43.5       37.8       56.3       55.2
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                                                    Code-02365G
Commitments of Traders - Futures Only, September 6, 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  :    60,600:       403          0      1,989     57,673     52,199     60,065     54,188:       535      6,412
Old  :    60,600:       403          0      1,989     57,673     52,199     60,065     54,188:       535      6,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -2,443:       403     -2,219         43     -2,678     -1,367     -2,232     -3,543:      -211      1,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        3.3       95.2       86.1       99.1       89.4:       0.9       10.6
Old  :     100.0:       0.7        0.0        3.3       95.2       86.1       99.1       89.4:       0.9       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  :        24:         1          0          1         19         20         20         21:
Old  :        24:         1          0          1         19         20         20         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  :                 65.7       39.7       82.5       66.8       57.8       37.3       65.4       52.8
Old  :                 65.7       39.7       82.5       66.8       57.8       37.3       65.4       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02365J
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    65,500:         0     16,623         62     57,978     43,802     58,040     60,487:     7,460      5,013
Old  :    65,500:         0     16,623         62     57,978     43,802     58,040     60,487:     7,460      5,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -3,162:         0      1,166       -460     -2,656     -3,818     -3,116     -3,112:       -46        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       25.4        0.1       88.5       66.9       88.6       92.3:      11.4        7.7
Old  :     100.0:       0.0       25.4        0.1       88.5       66.9       88.6       92.3:      11.4        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  :        28:         0          2          1         22         20         23         22:
Old  :        28:         0          2          1         22         20         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       49.5       57.1       78.8       25.1       47.7       40.1       57.9
Old  :                 34.9       49.5       57.1       78.8       25.1       47.7       40.1       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-02365N
Commitments of Traders - Futures Only, September 6, 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  :    67,380:    22,264        565      2,920     37,970     57,789     63,154     61,274:     4,226      6,106
Old  :    67,380:    22,264        565      2,920     37,970     57,789     63,154     61,274:     4,226      6,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -8,444:    -3,267       -270     -1,213     -4,408     -7,561     -8,888     -9,044:       444        600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        0.8        4.3       56.4       85.8       93.7       90.9:       6.3        9.1
Old  :     100.0:      33.0        0.8        4.3       56.4       85.8       93.7       90.9:       6.3        9.1
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:         3          1          3         18         21         21         25:
Old  :        27:         3          1          3         18         21         21         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  :                 58.6       49.9       76.2       67.9       42.2       31.0       50.7       42.1
Old  :                 58.6       49.9       76.2       67.9       42.2       31.0       50.7       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          Code-02365O
Commitments of Traders - Futures Only, September 6, 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  :    37,927:     1,392        648      3,162     29,470     24,070     34,024     27,880:     3,903     10,047
Old  :    37,927:     1,392        648      3,162     29,470     24,070     34,024     27,880:     3,903     10,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -4,426:       325     -2,935        382     -6,887     -1,827     -6,180     -4,380:     1,754        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        1.7        8.3       77.7       63.5       89.7       73.5:      10.3       26.5
Old  :     100.0:       3.7        1.7        8.3       77.7       63.5       89.7       73.5:      10.3       26.5
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:         3          1          2         17         15         21         17:
Old  :        24:         3          1          2         17         15         21         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  :                 47.6       31.3       70.0       56.8       37.3       26.5       51.9       37.7
Old  :                 47.6       31.3       70.0       56.8       37.3       26.5       51.9       37.7
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                                                       Code-03565B
Commitments of Traders - Futures Only, September 6, 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  : 1,230,454:   322,403     55,507    238,579    650,696    926,652  1,211,678  1,220,738:    18,776      9,716
Old  : 1,230,454:   322,403     55,507    238,579    650,696    926,652  1,211,678  1,220,738:    18,776      9,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    19,523:     5,129      1,604      5,531     11,169     15,221     21,829     22,356:    -2,306     -2,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        4.5       19.4       52.9       75.3       98.5       99.2:       1.5        0.8
Old  :     100.0:      26.2        4.5       19.4       52.9       75.3       98.5       99.2:       1.5        0.8
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  :       127:        28         10         35         81         79        117        116:
Old  :       127:        28         10         35         81         79        117        116:
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  :                 26.9       26.0       42.3       40.7       19.7       16.7       29.3       28.4
Old  :                 26.9       26.0       42.3       40.7       19.7       16.7       29.3       28.4
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                                           Code-03565C
Commitments of Traders - Futures Only, September 6, 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  :   204,832:    50,227     41,613     51,928    100,304    107,272    202,459    200,813:     2,373      4,019
Old  :   204,832:    50,227     41,613     51,928    100,304    107,272    202,459    200,813:     2,373      4,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    13,171:     8,456      2,408       -633      5,365     10,926     13,188     12,701:       -17        470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       20.3       25.4       49.0       52.4       98.8       98.0:       1.2        2.0
Old  :     100.0:      24.5       20.3       25.4       49.0       52.4       98.8       98.0:       1.2        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  :        50:        12          7         17         29         30         47         48:
Old  :        50:        12          7         17         29         30         47         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       43.5       58.0       62.8       25.6       24.8       35.4       36.8
Old  :                 34.6       43.5       58.0       62.8       25.6       24.8       35.4       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders - Futures Only, September 6, 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  :    80,042:    21,939      6,180     18,185     39,400     55,157     79,524     79,522:       518        520
Old  :    80,042:    21,939      6,180     18,185     39,400     55,157     79,524     79,522:       518        520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -5,942:    -3,143        440     -1,617     -1,395     -4,868     -6,155     -6,045:       213        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        7.7       22.7       49.2       68.9       99.4       99.4:       0.6        0.6
Old  :     100.0:      27.4        7.7       22.7       49.2       68.9       99.4       99.4:       0.6        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  :        50:         3          7          9         36         36         45         47:
Old  :        50:         3          7          9         36         36         45         47:
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  :                 57.1       44.0       70.9       65.9       40.5       40.5       46.7       49.8
Old  :                 57.1       44.0       70.9       65.9       40.5       40.5       46.7       49.8
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                                                   Code-06465A
Commitments of Traders - Futures Only, September 6, 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  :    25,065:     2,114      5,068      2,647     18,369     16,449     23,130     24,164:     1,935        901
Old  :    25,065:     2,114      5,068      2,647     18,369     16,449     23,130     24,164:     1,935        901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,988:       -44        322       -571       -909     -1,483     -1,524     -1,732:      -464       -256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       20.2       10.6       73.3       65.6       92.3       96.4:       7.7        3.6
Old  :     100.0:       8.4       20.2       10.6       73.3       65.6       92.3       96.4:       7.7        3.6
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  :        32:         2          4          4         19         23         24         28:
Old  :        32:         2          4          4         19         23         24         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  :                 55.8       50.4       73.6       68.6       51.0       40.9       60.3       53.0
Old  :                 55.8       50.4       73.6       68.6       51.0       40.9       60.3       53.0
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                                                   Code-06465B
Commitments of Traders - Futures Only, September 6, 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  :    10,259:       260      3,979      1,833      6,768      3,897      8,861      9,709:     1,398        550
Old  :    10,259:       260      3,979      1,833      6,768      3,897      8,861      9,709:     1,398        550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,935:      -322       -257       -295     -1,444       -917     -2,061     -1,469:       126       -466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       38.8       17.9       66.0       38.0       86.4       94.6:      13.6        5.4
Old  :     100.0:       2.5       38.8       17.9       66.0       38.0       86.4       94.6:      13.6        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          3         18         11         22         15:
Old  :        28:         2          3          3         18         11         22         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       67.6       61.3       88.9       31.3       56.9       50.6       70.4
Old  :                 38.4       67.6       61.3       88.9       31.3       56.9       50.6       70.4
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                                                 Code-06465H
Commitments of Traders - Futures Only, September 6, 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  :    16,100:     3,200      3,220      2,400     10,168     10,252     15,768     15,872:       332        228
Old  :    16,100:     3,200      3,220      2,400     10,168     10,252     15,768     15,872:       332        228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -762:      -160        146       -600       -174       -306       -934       -760:       172         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       20.0       14.9       63.2       63.7       97.9       98.6:       2.1        1.4
Old  :     100.0:      19.9       20.0       14.9       63.2       63.7       97.9       98.6:       2.1        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          3          6         16         16         22         22:
Old  :        26:         3          3          6         16         16         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       57.6       76.7       77.4       42.5       45.5       58.7       59.1
Old  :                 48.0       57.6       76.7       77.4       42.5       45.5       58.7       59.1
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                                            Code-06465M
Commitments of Traders - Futures Only, September 6, 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  :    24,086:    11,850        240      1,480      9,890     21,854     23,220     23,574:       866        512
Old  :    24,086:    11,850        240      1,480      9,890     21,854     23,220     23,574:       866        512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -990:       470        -40       -470     -1,070       -360     -1,070       -870:        80       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2        1.0        6.1       41.1       90.7       96.4       97.9:       3.6        2.1
Old  :     100.0:      49.2        1.0        6.1       41.1       90.7       96.4       97.9:       3.6        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  :        30:         5          1          5         19         20         25         25:
Old  :        30:         5          1          5         19         20         25         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  :                 68.6       56.3       82.4       79.2       60.7       53.6       73.1       74.5
Old  :                 68.6       56.3       82.4       79.2       60.7       53.6       73.1       74.5
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                                                   Code-067651
Commitments of Traders - Futures Only, September 6, 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  :   897,560:   140,777    116,683    161,402    524,902    540,460    827,081    818,545:    70,479     79,015
Old  :   897,560:   140,777    116,683    161,402    524,902    540,460    827,081    818,545:    70,479     79,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -16,862:    -1,814     -6,548     -5,777     -7,708      3,270    -15,299     -9,055:    -1,563     -7,807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       13.0       18.0       58.5       60.2       92.1       91.2:       7.9        8.8
Old  :     100.0:      15.7       13.0       18.0       58.5       60.2       92.1       91.2:       7.9        8.8
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  :       267:        78         92         95         74         83        217        212:
Old  :       267:        78         92         95         74         83        217        212:
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  :                 22.2       15.7       33.3       26.3       16.6       11.1       23.0       18.1
Old  :                 22.2       15.7       33.3       26.3       16.6       11.1       23.0       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders - Futures Only, September 6, 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  :    13,315:     8,392      6,698        236      2,291      5,615     10,919     12,549:     2,396        766
Old  :    13,315:     8,392      6,698        236      2,291      5,615     10,919     12,549:     2,396        766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,484:        32        817       -420       -929     -1,700     -1,317     -1,303:      -167       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.0       50.3        1.8       17.2       42.2       82.0       94.2:      18.0        5.8
Old  :     100.0:      63.0       50.3        1.8       17.2       42.2       82.0       94.2:      18.0        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  :       104:        53         16          2         15         24         70         40:
Old  :       104:        53         16          2         15         24         70         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  :                 26.3       46.4       39.9       61.7       26.3       45.3       39.9       59.7
Old  :                 26.3       46.4       39.9       61.7       26.3       45.3       39.9       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders - Futures Only, September 6, 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  :    11,319:     7,782        818        245      1,005      9,246      9,032     10,309:     2,287      1,010
Old  :    11,319:     7,782        818        245      1,005      9,246      9,032     10,309:     2,287      1,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       484:       347        112        178       -100         61        425        351:        59        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8        7.2        2.2        8.9       81.7       79.8       91.1:      20.2        8.9
Old  :     100.0:      68.8        7.2        2.2        8.9       81.7       79.8       91.1:      20.2        8.9
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  :        58:        24          9          3          8         23         35         32:
Old  :        58:        24          9          3          8         23         35         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       47.2       47.8       67.3       31.9       46.8       47.8       66.9
Old  :                 31.9       47.2       47.8       67.3       31.9       46.8       47.8       66.9
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                                           Code-111652
Commitments of Traders - Futures Only, September 6, 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  :   139,725:    35,665      5,759      6,271     79,913    116,632    121,849    128,662:    17,876     11,063
Old  :   139,725:    35,665      5,759      6,271     79,913    116,632    121,849    128,662:    17,876     11,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -14,077:    -4,093     -1,443       -953     -8,433     -9,535    -13,479    -11,931:      -598     -2,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        4.1        4.5       57.2       83.5       87.2       92.1:      12.8        7.9
Old  :     100.0:      25.5        4.1        4.5       57.2       83.5       87.2       92.1:      12.8        7.9
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  :       149:        55         15         29         55         73        122        105:
Old  :       149:        55         15         29         55         73        122        105:
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  :                 21.9       24.4       37.2       40.1       16.6       20.4       26.3       30.8
Old  :                 21.9       24.4       37.2       40.1       16.6       20.4       26.3       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 9, 2005