NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      191,172
COMMITMENTS
  35,313   19,757   25,248   93,987  121,756  154,548  166,761   36,624   24,411

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -1,051)
  -5,549   -2,899    1,664    2,842      523   -1,043     -712       -8     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     10.3     13.2     49.2     63.7     80.8     87.2     19.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      32       29       35       63       58      120      100
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      528,026
COMMITMENTS
  72,256   77,306  167,070  220,488  256,007  459,814  500,383   68,212   27,643

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -14,532)
  -3,703      517   -6,171   -1,379    2,651  -11,253   -3,003   -3,279  -11,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     14.6     31.6     41.8     48.5     87.1     94.8     12.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      59       50       75       97       86      201      172
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,078
COMMITMENTS
   2,076    3,679    2,119   32,162   27,113   36,357   32,911    3,721    7,167

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,139)
  -1,360   -1,158      355    3,504    3,610    2,499    2,807     -360     -668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      9.2      5.3     80.2     67.7     90.7     82.1      9.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       18       14       21       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,088
COMMITMENTS
   6,793    5,732    5,754   85,711   94,224   98,258  105,710   11,830    4,378

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -17,167)
  -5,658  -10,272   -7,022   -4,907      407  -17,587  -16,887      420     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.2      5.2     77.9     85.6     89.3     96.0     10.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        4       25       27       29       32
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,167
COMMITMENTS
  15,210   12,943    2,684   48,958   47,762   66,852   63,389    4,315    7,778

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -4,593)
  -8,907     -214        0    3,774   -3,825   -5,133   -4,039      540     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     18.2      3.8     68.8     67.1     93.9     89.1      6.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       19       15       21       19
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,458
COMMITMENTS
       0   24,245    3,682   55,762   32,862   59,444   60,789    4,014    2,669

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      3,449)
       0    5,239      542    4,702   -4,341    5,244    1,440   -1,795    2,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     38.2      5.8     87.9     51.8     93.7     95.8      6.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        4       21       19       25       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,579
COMMITMENTS
  13,403   13,917    2,963   41,765   40,413   58,131   57,293    4,448    5,286

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        569)
   1,413    1,842     -692      200       79      921    1,229     -352     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     22.2      4.7     66.7     64.6     92.9     91.6      7.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        6       20       21       26       28
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,171
COMMITMENTS
       0    2,037      854   57,203   51,092   58,057   53,983    1,114    5,188

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,638)
    -397    2,037     -947    3,494    1,248    2,150    2,338      488      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      1.4     96.7     86.3     98.1     91.2      1.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       22       23       23
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,712
COMMITMENTS
       0   15,951      310   57,869   45,001   58,179   61,262    7,533    4,450

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        896)
       0      -44       70    1,804    1,285    1,874    1,311     -978     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     24.3      0.5     88.1     68.5     88.5     93.2     11.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       24       22       25       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,304
COMMITMENTS
  24,791    2,341    4,501   39,616   60,892   68,908   67,734    4,396    5,570

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -9,234)
   1,046   -8,460     -962  -10,178     -532  -10,094   -9,954      860      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      3.2      6.1     54.0     83.1     94.0     92.4      6.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        4       20       21       24       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,780
COMMITMENTS
   2,101    2,495    2,728   31,936   24,420   36,765   29,643    2,015    9,137

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        773)
    -912    1,472      667    1,876   -1,366    1,631      773     -858        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      6.4      7.0     82.4     63.0     94.8     76.4      5.2     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       17       17       21       19
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,353
COMMITMENTS
   1,712    4,574    1,119   34,893   36,697   37,724   42,390   12,629    7,963

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      9.1      2.2     69.3     72.9     74.9     84.2     25.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       12       13       14       15
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,247,489
COMMITMENTS
 326,959   72,846  235,380  665,301  926,711  1227640  1234937   19,849   12,552

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     34,712)
     859    4,578    4,386   31,312   26,727   36,557   35,691   -1,845     -979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      5.8     18.9     53.3     74.3     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      22       16       36       91       83      127      122
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      202,404
COMMITMENTS
  31,737   38,120   64,543  104,797   97,579  201,077  200,242    1,327    2,162

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     11,905)
   6,318     -487    1,104    4,672   11,519   12,094   12,136     -189     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     18.8     31.9     51.8     48.2     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11       12       19       32       33       53       54
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       82,534
COMMITMENTS
  24,042    3,440   20,862   37,442   57,792   82,346   82,094      188      440

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,712)
   1,840      640    1,660     -628      272    2,872    2,572     -160      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      4.2     25.3     45.4     70.0     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        5       11       37       35       48       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,051
COMMITMENTS
   2,666    4,834    3,260   19,496   18,112   25,422   26,206    1,629      845

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      1,469)
       0    1,770     -876      758      491     -118    1,385    1,587       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     17.9     12.1     72.1     67.0     94.0     96.9      6.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        5        4       19       25       24       30
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,566
COMMITMENTS
     540    3,354    2,842    6,906    4,814   10,288   11,010    1,278      556

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -691)
       0        0        0     -699     -189     -699     -189        8     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     29.0     24.6     59.7     41.6     89.0     95.2     11.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       18       14       23       17
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,999
COMMITMENTS
   2,319    3,039      483    9,174    8,343   11,976   11,865       23      134

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        133)
     168      126      -84      557      599      641      641     -508     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     25.3      4.0     76.5     69.5     99.8     98.9      0.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       12        8       15       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,282
COMMITMENTS
   3,460    3,074    2,940    9,842   10,058   16,242   16,072       40      210

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        980)
     360     -340     -180      920    1,550    1,100    1,030     -120      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     18.9     18.1     60.4     61.8     99.8     98.7      0.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        6       19       19       25       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,646
COMMITMENTS
  11,490      280    1,920   10,870   22,294   24,280   24,494      366      152

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -430)
    -900        0      -90      670     -140     -320     -230     -110     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6      1.1      7.8     44.1     90.5     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        4       22       23       27       28
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      896,090
COMMITMENTS
 140,449  124,729  167,989  522,331  530,687  830,769  823,405   65,321   72,685

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -61,677)
 -14,014   10,661  -13,013  -30,640  -47,996  -57,667  -50,348   -4,010  -11,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     13.9     18.7     58.3     59.2     92.7     91.9      7.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      78       92       92       74       85      212      218
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,906
COMMITMENTS
   8,478    5,423      938    2,788    7,678   12,204   14,039    2,702      867

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        462)
    -120      360      366      220     -511      466      215       -4      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9     36.4      6.3     18.7     51.5     81.9     94.2     18.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      53       17        8       13       26       74       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,292
COMMITMENTS
   7,644      701        8    1,020    9,591    8,672   10,300    2,620      992

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -367)
    -473       60        0        0     -414     -473     -354      106      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.7      6.2      0.1      9.0     84.9     76.8     91.2     23.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      27        6        1        7       20       34       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      156,442
COMMITMENTS
  47,910    6,115    8,634   82,548  132,049  139,092  146,798   17,350    9,644

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -4,478)
  -3,254   -1,144     -667       35   -1,848   -3,886   -3,659     -592     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      3.9      5.5     52.8     84.4     88.9     93.8     11.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      60       14       30       63       67      134      101
 

Updated August 26, 2005