NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      173,382
COMMITMENTS
  29,168   30,999   17,603   96,646   99,929  143,417  148,531   29,965   24,851

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:    -11,228)
 -11,304   -4,434    2,023      546   -6,365   -8,735   -8,776   -2,493   -2,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     17.9     10.2     55.7     57.6     82.7     85.7     17.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      26       30       26       59       56      107       92
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      474,979
COMMITMENTS
  45,873   51,005  157,943  208,934  238,680  412,750  447,628   62,229   27,351

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      1,117)
 -12,675   -1,542    3,305   19,512      348   10,142    2,111   -9,025     -994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     10.7     33.3     44.0     50.3     86.9     94.2     13.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      49       48       70       81       72      171      156
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,736
COMMITMENTS
  10,446    3,738        0   77,082   87,862   87,528   91,600    8,208    4,136

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      1,623)
       0     -310        0    2,111    1,747    2,111    1,437     -488      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      3.9      0.0     80.5     91.8     91.4     95.7      8.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       18       26       19       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,239
COMMITMENTS
   2,190    4,048    4,048   42,835   34,323   49,073   42,419    2,166    8,820

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -2,770)
   2,190   -1,292      122   -5,089   -3,289   -2,777   -4,459        7    1,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      7.9      7.9     83.6     67.0     95.8     82.8      4.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       11       12       13       15
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,299
COMMITMENTS
   6,539    2,374    2,902   35,208   37,126   44,649   42,402    4,650    6,897

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      2,198)
     796    1,530     -273    1,987      273    2,510    1,530     -312      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      4.8      5.9     71.4     75.3     90.6     86.0      9.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       18       15       21       18
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,298
COMMITMENTS
       0    3,096    4,761   47,271   44,264   52,032   52,121    9,266    9,177

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      1,167)
       0     -431      491    1,806    1,410    2,297    1,470   -1,130     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      7.8     77.1     72.2     84.9     85.0     15.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       20       18       22       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      955,703
COMMITMENTS
 278,148   64,881  143,522  509,993  735,151  931,663  943,554   24,040   12,149

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     20,054)
   5,196   -2,909    6,180    8,175   17,479   19,551   20,750      503     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      6.8     15.0     53.4     76.9     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      19        9       25       78       75      106      102
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      140,941
COMMITMENTS
  30,575   49,630   30,616   75,556   57,471  136,747  137,717    4,194    3,224

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -1,906)
  -3,587    6,746   -2,098    4,965   -5,787     -720   -1,139   -1,186     -767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     35.2     21.7     53.6     40.8     97.0     97.7      3.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11        8       12       24       24       42       37
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,933
COMMITMENTS
  10,062    2,940    9,623   25,964   33,190   45,649   45,753      284      180

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:         68)
   1,620       80     -527     -805      795      288      348     -220     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      6.4     21.0     56.5     72.3     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        8       31       28       39       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       20,796
COMMITMENTS
   2,765      369    1,517   16,276   18,672   20,558   20,558      238      238

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      2,801)
    -858       43      388    3,271    2,370    2,801    2,801        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      1.8      7.3     78.3     89.8     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        4       17       17       21       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      836,618
COMMITMENTS
 154,538   94,888  136,873  478,355  533,292  769,766  765,053   66,852   71,565

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:    -23,201)
 -19,055   10,007   11,561  -10,452  -33,281  -17,946  -11,713   -5,255  -11,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     11.3     16.4     57.2     63.7     92.0     91.4      8.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      72       86       94       88       86      222      216
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,940
COMMITMENTS
   8,991    1,978       79    1,073   10,436   10,143   12,493    2,797      447

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:         17)
     167      161        4      -32       40      139      205     -122     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.5     15.3      0.6      8.3     80.6     78.4     96.5     21.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      68       11        2        9       23       79       35
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,606
COMMITMENTS
   4,634      700       86      926    6,097    5,646    6,883    1,960      723

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        -35)
     156      150        0      -70     -135       86       15     -121      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9      9.2      1.1     12.2     80.2     74.2     90.5     25.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      23        4        2        8       15       32       20
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      171,591
COMMITMENTS
  39,973    6,245   13,098   97,549  139,263  150,620  158,606   20,971   12,985

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -7,220)
  -9,934      281   -1,395    6,091   -4,892   -5,238   -6,006   -1,982   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      3.6      7.6     56.8     81.2     87.8     92.4     12.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      56       18       34       66       80      134      121
 

Updated April 15, 2005