NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      195,482
COMMITMENTS
  31,207   26,110   29,479   93,750  108,575  154,436  164,164   41,046   31,318

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      8,008)
    -164     -427      -78    5,713    7,313    5,471    6,808    2,537    1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     13.4     15.1     48.0     55.5     79.0     84.0     21.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      31       29       29       56       62      107      102
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      471,643
COMMITMENTS
  40,366   65,932  145,440  211,858  229,166  397,664  440,538   73,979   31,105

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -15,534)
  -2,716   -6,061   -7,463   -4,053   -3,340  -14,232  -16,864   -1,302    1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     14.0     30.8     44.9     48.6     84.3     93.4     15.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      56       39       59       89       77      176      148
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,864
COMMITMENTS
  11,424    1,731    1,408   24,630   27,314   37,462   30,453    3,402   10,411

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,924)
    -316      186      350    1,349    1,796    1,383    2,332      541     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      4.2      3.4     60.3     66.8     91.7     74.5      8.3     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        1       15       14       19       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,642
COMMITMENTS
     786   16,549   27,625   93,603   82,092  122,014  126,266   10,628    6,376

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      3,163)
    -162     -772    3,188    1,310    1,022    4,336    3,438   -1,173     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     12.5     20.8     70.6     61.9     92.0     95.2      8.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        4       24       25       29       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,724
COMMITMENTS
  18,015    9,666    4,544   41,761   43,326   64,320   57,536    3,404   10,188

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     13,318)
   5,524    2,224    3,940    3,970    6,664   13,434   12,828     -116      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     14.3      6.7     61.7     64.0     95.0     85.0      5.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       15       13       17       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,494
COMMITMENTS
       0    8,201    6,001   50,046   42,480   56,047   56,682    4,447    3,812

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -177)
       0   -1,020      124     -368      683     -244     -213       67       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.6      9.9     82.7     70.2     92.6     93.7      7.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       18       16       21       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,272
COMMITMENTS
   2,492   15,668    8,036   46,649   34,091   57,177   57,795    5,095    4,477

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,750)
     418      833      777    1,075    2,997    2,270    4,607      480   -1,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     25.2     12.9     74.9     54.7     91.8     92.8      8.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        5        6       22       19       28       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,293
COMMITMENTS
   3,505        0      625   36,917   39,480   41,047   40,105    1,246    2,188

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        -74)
  -1,288        0      192      712     -564     -384     -372      310      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      1.5     87.3     93.3     97.1     94.8      2.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       19       20       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,336
COMMITMENTS
       0    6,968    4,625   53,645   49,164   58,270   60,757    8,066    5,579

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,651)
       0    2,066      479       85      -66      564    2,479    1,087     -828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.5      7.0     80.9     74.1     87.8     91.6     12.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       23       19       25       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,790
COMMITMENTS
  42,044   35,172    3,322   40,254   47,633   85,620   86,127    5,170    4,663

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      5,738)
   2,722    2,856    1,218    2,774    1,890    6,714    5,964     -976     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     38.7      3.7     44.3     52.5     94.3     94.9      5.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        1       20       21       23       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,734
COMMITMENTS
   2,410    2,570    2,853   26,888   23,665   32,151   29,088    5,583    8,646

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,761)
       5     -248       23    2,651    2,705    2,679    2,480       82      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      6.8      7.6     71.3     62.7     85.2     77.1     14.8     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       17       19       19
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,747
COMMITMENTS
   3,038        0        0   38,058   41,096   41,096   41,096      651      651

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      0.0     91.2     98.4     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        0       12       17       15       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       29,262
COMMITMENTS
   3,038        0        0   25,728   27,817   28,766   27,817      496    1,445

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      0.0      0.0     87.9     95.1     98.3     95.1      1.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        0       12       17       15       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,116,556
COMMITMENTS
 259,188   46,160  210,096  620,493  836,857  1089777  1093113   26,779   23,443

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     47,717)
  -9,164    2,852   16,008   33,925   15,220   40,769   34,080    6,948   13,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      4.1     18.8     55.6     74.9     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      28       11       32       98       86      138      120
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      165,300
COMMITMENTS
  33,161   42,262   45,092   85,739   75,943  163,992  163,297    1,308    2,003

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -17,089)
  -2,561  -12,248   -1,722  -13,520   -3,341  -17,803  -17,311      714      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     25.6     27.3     51.9     45.9     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12        8       16       26       25       44       43
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       67,999
COMMITMENTS
  17,796    5,313   15,408   34,215   46,866   67,419   67,587      580      412

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,305)
   1,340     -710      698   -1,001    1,169    1,037    1,157      268      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      7.8     22.7     50.3     68.9     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        5        7       36       32       45       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,580
COMMITMENTS
   3,277      327    4,368   17,935   20,376   25,580   25,071        0      509

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,222)
    -162        0       -6    1,390    1,228    1,222    1,222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      1.3     17.1     70.1     79.7    100.0     98.0      0.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        4       20       24       25       28
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,636
COMMITMENTS
     230    2,410    2,745    6,661    4,227    9,636    9,382        0      254

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        258)
      56   -1,372    1,586   -1,220      -46      422      168     -164       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     25.0     28.5     69.1     43.9    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       15       15       19       19
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,388
COMMITMENTS
   1,394    2,461      632    8,533    7,611   10,559   10,704      829      684

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,202)
     680    1,270     -172    1,016      678    1,524    1,776      678      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     21.6      5.5     74.9     66.8     92.7     94.0      7.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3       12        9       15       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,350
COMMITMENTS
   2,720    2,180    3,420    6,230    6,980   12,370   12,580      980      770

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,360)
    -140      320      440      300      450      600    1,210      760      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     16.3     25.6     46.7     52.3     92.7     94.2      7.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        5       16       18       21       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,610
COMMITMENTS
   5,330      360    1,250    7,590   12,340   14,170   13,950      440      660

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        380)
     620        0     -320       20      700      320      380       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      2.5      8.6     52.0     84.5     97.0     95.5      3.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       19       20       22       25
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      783,203
COMMITMENTS
 112,569   90,561  122,155  481,358  487,852  716,082  700,568   67,121   82,635

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     11,588)
   4,307    2,146   12,968  -15,460  -13,112    1,815    2,002    9,773    9,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     11.6     15.6     61.5     62.3     91.4     89.4      8.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      66       92       98       76       86      213      220
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,067
COMMITMENTS
   8,153    5,257      415    2,716    7,580   11,284   13,252    2,783      815

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        294)
      53      145        3      173      -92      229       56       65      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     37.4      3.0     19.3     53.9     80.2     94.2     19.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      60       22        6       11       25       75       51
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,355
COMMITMENTS
   8,184      746      460      500    8,829    9,144   10,035    2,211    1,320

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -328)
     388      -54      445     -222      277      611      668     -939     -996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.1      6.6      4.1      4.4     77.8     80.5     88.4     19.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      31        9        5        6       19       41       30
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      151,796
COMMITMENTS
  36,581    7,865    7,786   88,183  124,412  132,550  140,063   19,246   11,733

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -2,890)
  -1,294     -127   -1,801   -2,712   -1,212   -5,807   -3,140    2,917      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      5.2      5.1     58.1     82.0     87.3     92.3     12.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      49       20       27       63       73      123      109
 

Updated July 1, 2005