NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      178,409
COMMITMENTS
  28,066   18,367   22,604   90,628  109,559  141,298  150,530   37,111   27,879

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -452)
  -2,816   -2,952   -1,537    2,080    2,271   -2,273   -2,218    1,821    1,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     10.3     12.7     50.8     61.4     79.2     84.4     20.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      29       24       34       60       56      110       96
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      508,216
COMMITMENTS
  40,690   67,594  172,902  220,557  239,493  434,149  479,989   74,067   28,227

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -3,873)
  -7,637   -4,832    5,819   -3,489   -4,053   -5,307   -3,066    1,434     -807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     13.3     34.0     43.4     47.1     85.4     94.4     14.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      48       55       71       92       80      189      161
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,324
COMMITMENTS
   6,850    1,862    1,652   26,149   25,018   34,651   28,532    3,673    9,792

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        262)
  -1,203   -2,008      190    2,511    1,168    1,498     -650   -1,236      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      4.9      4.3     68.2     65.3     90.4     74.4      9.6     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       19       13       21       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,997
COMMITMENTS
   3,038   29,873   14,435  101,241   79,572  118,714  123,880   10,283    5,117

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        892)
    -426      731     -856    2,490      410    1,208      285     -316      607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     23.2     11.2     78.5     61.7     92.0     96.0      8.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        4       25       26       29       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,429
COMMITMENTS
  32,951   11,347    2,684   39,550   57,331   75,185   71,362    4,244    8,067

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      6,920)
   5,034        0        0    1,522    7,898    6,556    7,898      364     -978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     14.3      3.4     49.8     72.2     94.7     89.8      5.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       15       15       17       19
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,603
COMMITMENTS
       0    9,132    4,967   45,305   37,384   50,272   51,483    4,331    3,120

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -2,194)
       0     -940     -186   -2,516     -692   -2,702   -1,818      508     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.7      9.1     83.0     68.5     92.1     94.3      7.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       19       19       21       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,683
COMMITMENTS
   7,461   12,054    3,805   46,516   42,165   57,782   58,024    3,901    3,659

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -1,893)
   5,595   -3,328   -3,378   -3,490    7,872   -1,273    1,166     -620   -3,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     19.5      6.2     75.4     68.4     93.7     94.1      6.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        5        5       25       22       30       29
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,583
COMMITMENTS
       0    1,121      897   46,688   40,085   47,585   42,103      998    6,480

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      2,126)
       0      724     -513    2,577    1,429    2,064    1,640       62      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      1.8     96.1     82.5     97.9     86.7      2.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       20       18       21       19
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,086
COMMITMENTS
       0   15,259      450   58,326   45,689   58,776   61,398    8,310    5,688

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      3,679)
       0    2,058     -155    5,140    1,230    4,985    3,133   -1,306      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     22.7      0.7     86.9     68.1     87.6     91.5     12.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       25       21       26       23
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,363
COMMITMENTS
  40,153   49,726    5,259   52,244   43,010   97,656   97,995    4,707    4,368

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:       -692)
  -5,902   -1,097      806    5,500      -10      404     -301   -1,096     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     48.6      5.1     51.0     42.0     95.4     95.7      4.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       18       21       21       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,767
COMMITMENTS
     780    4,455    1,259   28,376   22,519   30,415   28,233    6,352    8,534

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:         -9)
       0     -259      182     -215      318      -33      241       24     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     12.1      3.4     77.2     61.2     82.7     76.8     17.3     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       18       17       21       20
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,446
COMMITMENTS
   2,108    1,178        0   45,152   45,160   47,260   46,338      186    1,108

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      2.5      0.0     95.2     95.2     99.6     97.7      0.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       14       14       16       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       26,897
COMMITMENTS
     620    1,178        0   25,905   24,797   26,525   25,975      372      922

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      4.4      0.0     96.3     92.2     98.6     96.6      1.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        0       15       16       16       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,175,650
COMMITMENTS
 287,853   56,432  226,000  645,565  881,918  1159418  1164350   16,232   11,300

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     35,649)
  -7,468   -6,437   14,016   30,445   29,433   36,993   37,012   -1,344   -1,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      4.8     19.2     54.9     75.0     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      20       19       34       97       87      133      124
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      204,032
COMMITMENTS
  38,190   36,193   72,523   90,236   86,581  200,949  195,297    3,083    8,735

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     16,882)
  10,295        7   11,252   -5,710      183   15,837   11,442    1,045    5,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     17.7     35.5     44.2     42.4     98.5     95.7      1.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15        6       17       27       28       46       47
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       73,320
COMMITMENTS
  20,495    4,040   18,255   34,020   50,765   72,770   73,060      550      260

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      2,051)
      30       60    1,380      761      751    2,171    2,191     -120     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      5.5     24.9     46.4     69.2     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        3       11       37       34       48       45
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,384
COMMITMENTS
   3,027    1,425    4,082   19,151   19,736   26,260   25,243      124    1,141

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:          0)
    -126      246     -120    1,226     -676      980     -550     -980      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      5.4     15.5     72.6     74.8     99.5     95.7      0.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        4       19       22       24       27
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,278
COMMITMENTS
     780    3,914    2,737    7,209    4,077   10,726   10,728      552      550

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        426)
       0      126      300      126        0      426      426        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     34.7     24.3     63.9     36.2     95.1     95.1      4.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        4       17       15       22       19
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,939
COMMITMENTS
   1,888    2,971      546    8,952    8,206   11,386   11,723      553      216

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:          0)
    -510        0        0      510      510        0      510        0     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     24.9      4.6     75.0     68.7     95.4     98.2      4.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3       10        8       13       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,596
COMMITMENTS
   3,700    1,644    3,220    6,416    8,242   13,336   13,106      260      490

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:      1,360)
     440       20      580      480      840    1,500    1,440     -140      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     12.1     23.7     47.2     60.6     98.1     96.4      1.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        5       15       16       21       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,370
COMMITMENTS
   9,430      280    1,230    9,240   18,480   19,900   19,990      470      380

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        220)
    -180        0       60      350      760      230      820      -10     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3      1.4      6.0     45.4     90.7     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        3       19       22       23       26
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      802,588
COMMITMENTS
 106,194   94,265  138,605  502,164  504,112  746,963  736,982   55,625   65,606

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:    -20,048)
  -2,511    4,459      978   -8,961  -19,236  -10,494  -13,799   -9,554   -6,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     11.7     17.3     62.6     62.8     93.1     91.8      6.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      65       84       91       81       90      209      212
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,860
COMMITMENTS
   8,654    4,372      196    2,328    8,697   11,178   13,265    2,682      595

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:         -8)
     178   -1,155      170     -234    1,624      114      639     -122     -647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.4     31.5      1.4     16.8     62.7     80.6     95.7     19.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      57       20        3       10       27       70       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,809
COMMITMENTS
   5,576      762        9    1,051    7,160    6,636    7,931    2,173      878

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:        940)
   1,436     -108     -102     -493    1,386      841    1,176       99     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.3      8.7      0.1     11.9     81.3     75.3     90.0     24.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        7        1        6       19       27       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      155,247
COMMITMENTS
  39,370   11,085    8,957   89,822  125,637  138,149  145,679   17,098    9,568

CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST:     -2,680)
  -2,610    1,378     -742    1,833   -2,518   -1,519   -1,882   -1,161     -798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      7.1      5.8     57.9     80.9     89.0     93.8     11.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      51       20       31       70       76      138      111
 

Updated July 29, 2005