NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      171,899
COMMITMENTS
  20,460   18,680   25,361   93,017  107,151  138,838  151,192   33,061   20,707

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      2,786)
  -2,506      739    2,159    3,455    2,237    3,108    5,135     -322   -2,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     10.9     14.8     54.1     62.3     80.8     88.0     19.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      33       29       41       59       56      117      105
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      562,344
COMMITMENTS
  70,730   78,011  174,858  237,234  276,148  482,822  529,017   79,522   33,327

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     21,269)
   7,711    4,211    6,037    3,841    5,575   17,589   15,823    3,680    5,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     13.9     31.1     42.2     49.1     85.9     94.1     14.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      61       42       70       95       84      189      164
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,164
COMMITMENTS
       0    3,204    5,028   30,018   25,943   35,046   34,175    6,118    6,989

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:         79)
       0      549     -497     -584       67   -1,081      119    1,160      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8     12.2     72.9     63.0     85.1     83.0     14.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       16       15       18       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,556
COMMITMENTS
   9,574    4,130    1,931   91,836   99,924  103,341  105,985    8,215    5,571

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      3,556)
    -222        0        0    5,078    2,463    4,856    2,463   -1,300    1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      3.7      1.7     82.3     89.6     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        5       29       32       35       37
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,068
COMMITMENTS
   7,006    8,832      930   45,925   43,340   53,861   53,102    6,207    6,966

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        784)
   1,306        0     -434   -3,093    2,038   -2,221    1,604    3,005     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     14.7      1.5     76.5     72.2     89.7     88.4     10.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       19       18       22       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,559
COMMITMENTS
     312   17,551    2,249   59,244   43,268   61,805   63,068    3,754    2,491

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,882)
     124   -1,966      549    1,209    3,299    1,882    1,882        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     26.8      3.4     90.4     66.0     94.3     96.2      5.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        3       21       20       24       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,468
COMMITMENTS
  18,801   13,702    2,620   38,491   41,687   59,912   58,009    5,556    7,459

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      2,812)
    -200     -492      616    2,365    2,113    2,781    2,237       31      575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     20.9      4.0     58.8     63.7     91.5     88.6      8.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        5        4       19       19       23       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,314
COMMITMENTS
       0    3,349    1,701   59,277   51,111   60,978   56,161    1,336    6,153

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,314)
    -211    3,349     -896    1,841   -1,264      734    1,189      580      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      2.7     95.1     82.0     97.9     90.1      2.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       20       20       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,610
COMMITMENTS
       0   11,457    1,206   59,804   47,728   61,010   60,391    4,600    5,219

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        635)
       0     -496      434       50      192      484      130      151      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.5      1.8     91.2     72.7     93.0     92.0      7.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       23       20       25       22
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,011
COMMITMENTS
       0    2,816      162   34,372   36,000   34,534   38,978    7,477    3,033

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      0.4     81.8     85.7     82.2     92.8     17.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       15       14       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,402
COMMITMENTS
  18,692        0    2,376   39,417   58,591   60,485   60,967    6,917    6,435

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,170)
     248        0        0   -1,224      876     -976      876    2,146      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      0.0      3.5     58.5     86.9     89.7     90.5     10.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       19       22       21       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,816
COMMITMENTS
   1,319        0    5,388   36,385   34,355   43,092   39,743    4,724    8,073

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      3,759)
     297        0      706    2,634    4,047    3,637    4,753      122     -994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0     11.3     76.1     71.8     90.1     83.1      9.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        2       17       18       21       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,321,065
COMMITMENTS
 335,891   78,264  254,511  709,324  976,644  1299726  1309419   21,339   11,646

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     55,862)
   9,369   23,327   10,435   34,581   21,565   54,385   55,327    1,477      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      5.9     19.3     53.7     73.9     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      27       11       35       85       81      122      118
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      242,395
COMMITMENTS
  57,314   54,924   74,076  108,313  111,288  239,703  240,288    2,692    2,107

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:     24,095)
   6,337    8,832   16,245    1,192       77   23,774   25,154      321   -1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     22.7     30.6     44.7     45.9     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        8       18       29       31       47       50
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       81,358
COMMITMENTS
  24,827    7,480   16,391   39,912   57,207   81,130   81,078      228      280

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        506)
   1,148     -140     -534     -188    1,000      426      326       80      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      9.2     20.1     49.1     70.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        7        9       36       38       45       48
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,603
COMMITMENTS
   2,809    4,768    2,763   20,010   17,563   25,582   25,094       21      509

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        362)
     487     -443      341      800      592    1,628      490   -1,266     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     18.6     10.8     78.2     68.6     99.9     98.0      0.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        6       21       23       29       29
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,696
COMMITMENTS
     936    3,341    2,576    6,676    4,271   10,188   10,188      508      508

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        739)
     676     -172      785      126      126    1,587      739     -848        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     31.2     24.1     62.4     39.9     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        4       18       11       24       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,950
COMMITMENTS
   3,852    3,920    1,660   11,998   12,110   17,510   17,690      440      260

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        902)
     552      740     -520      950      630      982      850      -80       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     21.8      9.2     66.8     67.5     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        7       18       19       25       26
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,526
COMMITMENTS
  11,790      160    1,680   10,298   22,374   23,768   24,214      758      312

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        760)
     -60      -80      140      500      640      580      700      180       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1      0.7      6.8     42.0     91.2     96.9     98.7      3.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        5       21       24       27       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,498
COMMITMENTS
   2,960      120      660    4,830    7,478    8,450    8,258       48      240

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      1.4      7.8     56.8     88.0     99.4     97.2      0.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       12       14       14       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      846,588
COMMITMENTS
 110,078  123,181  142,188  532,544  511,803  784,810  777,172   61,778   69,416

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:    -26,259)
  -4,560      295   -1,969   -2,282  -15,185   -8,811  -16,859  -17,448   -9,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     14.6     16.8     62.9     60.5     92.7     91.8      7.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      63       90       83       74       84      196      201
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,368
COMMITMENTS
   9,032    5,107      112    1,437    7,487   10,581   12,706    2,787      662

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:         81)
     431   -1,858      -18     -645    2,147     -232      271      313     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6     38.2      0.8     10.7     56.0     79.2     95.0     20.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      60       15        4       13       26       77       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,480
COMMITMENTS
  10,126      783       49      848   10,999   11,023   11,831    2,457    1,649

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:      1,520)
   1,743     -131     -177     -102    1,295    1,464      987       56      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.1      5.8      0.4      6.3     81.6     81.8     87.8     18.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      29        7        1        5       21       35       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 09/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      138,657
COMMITMENTS
  29,894    4,025    8,789   84,988  116,925  123,671  129,739   14,986    8,918

CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST:        731)
  -2,713   -1,299      175    4,562    3,181    2,024    2,057   -1,293   -1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      2.9      6.3     61.3     84.3     89.2     93.6     10.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      47       15       33       61       74      119      111
 

Updated September 23, 2005