NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      174,458
COMMITMENTS
  20,930   16,007   24,798   96,056  112,919  141,784  153,724   32,674   20,734

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      2,559)
     470   -2,673     -563    3,039    5,768    2,946    2,532     -387       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      9.2     14.2     55.1     64.7     81.3     88.1     18.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      33       26       39       64       61      119      107
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      537,929
COMMITMENTS
  57,512   76,438  167,263  243,658  262,274  468,433  505,975   69,496   31,954

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -24,415)
 -13,218   -1,573   -7,595    6,424  -13,874  -14,389  -23,042  -10,026   -1,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     14.2     31.1     45.3     48.8     87.1     94.1     12.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      56       42       64       94       80      184      154
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,541
COMMITMENTS
     982    3,131    4,275   30,290   26,844   35,547   34,250    5,994    7,291

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        377)
     982      -73     -753      272      901      501       75     -124      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      7.5     10.3     72.9     64.6     85.6     82.4     14.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       17       16       19       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,935
COMMITMENTS
   9,574    4,130    1,993   91,684  100,851  103,251  106,974    8,684    4,961

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        379)
       0        0       62     -152      927      -90      989      469     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      3.7      1.8     81.9     90.1     92.2     95.6      7.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        5       28       33       34       38
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,392
COMMITMENTS
   7,502    8,832      434   48,263   42,642   56,199   51,908    3,193    7,484

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -676)
     496        0     -496    2,338     -698    2,338   -1,194   -3,014      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     14.9      0.7     81.3     71.8     94.6     87.4      5.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       21       17       24       20
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,680
COMMITMENTS
     188   18,600    2,675   61,461   44,242   64,324   65,517    4,356    3,163

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      3,121)
    -124    1,049      426    2,217      974    2,519    2,449      602      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     27.1      3.9     89.5     64.4     93.7     95.4      6.3      4.6

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 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,442
COMMITMENTS
  19,014   13,919    2,742   39,298   42,690   61,054   59,351    5,388    7,091

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        974)
     213      217      122      807    1,003    1,142    1,342     -168     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     20.9      4.1     59.1     64.3     91.9     89.3      8.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        5        4       20       19       24       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,798
COMMITMENTS
       0    6,391      517   61,195   51,519   61,712   58,427    3,086    6,371

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      2,484)
       0    3,042   -1,184    1,918      408      734    2,266    1,750      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.9      0.8     94.4     79.5     95.2     90.2      4.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       21       22       22       23
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,201
COMMITMENTS
       0   11,425    1,034   60,515   48,386   61,549   60,845    4,652    5,356

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        591)
       0      -32     -172      711      658      539      454       52      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.3      1.6     91.4     73.1     93.0     91.9      7.0      8.1

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 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,464
COMMITMENTS
       0    3,091      162   34,248   35,812   34,410   39,065    8,054    3,399

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        453)
       0      275        0     -124     -188     -124       87      577      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      0.4     80.7     84.3     81.0     92.0     19.0      8.0

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 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,814
COMMITMENTS
  17,700        0    2,500   41,386   58,852   61,586   61,352    6,228    6,462

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        412)
    -992        0      124    1,969      261    1,101      385     -689       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      0.0      3.7     61.0     86.8     90.8     90.5      9.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       20       23       22       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,473
COMMITMENTS
   1,131    1,157    4,755   37,560   33,399   43,446   39,311    4,027    8,162

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -343)
    -188    1,157     -633    1,175     -956      354     -432     -697       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.4     10.0     79.1     70.4     91.5     82.8      8.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        3       16       18       22       21
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,416
COMMITMENTS
   2,170    2,697        0   43,661   43,024   45,831   45,721      585      695

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      5.8      0.0     94.1     92.7     98.7     98.5      1.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0       12        8       14       10
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,967
COMMITMENTS
   2,170    2,883        0   44,167   44,430   46,337   47,313    2,630    1,654

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      5.9      0.0     90.2     90.7     94.6     96.6      5.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       16       16       18       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,330,191
COMMITMENTS
 356,372   76,819  232,654  721,897  1006379  1310923  1315852   19,268   14,339

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      9,126)
  20,481   -1,445  -21,857   12,573   29,735   11,197    6,433   -2,071    2,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      5.8     17.5     54.3     75.7     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      26       14       36       91       85      130      123
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      299,875
COMMITMENTS
  72,470   59,856  109,632  111,167  127,551  293,269  297,039    6,606    2,836

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     57,480)
  15,156    4,932   35,556    2,854   16,263   53,566   56,751    3,914      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     20.0     36.6     37.1     42.5     97.8     99.1      2.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16        8       20       28       30       50       52
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       81,023
COMMITMENTS
  24,507    7,072   16,031   40,235   57,660   80,773   80,763      250      260

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -335)
    -320     -408     -360      323      453     -357     -315       22      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      8.7     19.8     49.7     71.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        7        9       36       40       45       50
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,475
COMMITMENTS
   2,981    5,096    2,561   21,912   19,309   27,454   26,966       21      509

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,872)
     172      328     -202    1,902    1,746    1,872    1,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     18.5      9.3     79.8     70.3     99.9     98.1      0.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        6       22       23       30       29
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,822
COMMITMENTS
   1,062    3,341    2,576    6,676    4,397   10,314   10,314      508      508

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        126)
     126        0        0        0      126      126      126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     30.9     23.8     61.7     40.6     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        4       17       12       23       17
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,942
COMMITMENTS
   3,852    3,680    1,900   11,730   12,082   17,482   17,662      460      280

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:         -8)
       0     -240      240     -268      -28      -28      -28       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     20.5     10.6     65.4     67.3     97.4     98.4      2.6      1.6

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 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,356
COMMITMENTS
  11,560      240    1,750   10,408   22,174   23,718   24,164      638      192

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -170)
    -230       80       70      110     -200      -50      -50     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5      1.0      7.2     42.7     91.0     97.4     99.2      2.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        4       21       24       26       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,674
COMMITMENTS
   2,120      120      820    5,726    7,494    8,666    8,434        8      240

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        176)
    -840        0      160      896       16      216      176      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      1.4      9.5     66.0     86.4     99.9     97.2      0.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       14       14       16       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      851,214
COMMITMENTS
 107,481  133,810  146,110  541,508  502,633  795,099  782,553   56,115   68,661

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      4,626)
  -2,597   10,629    3,922    8,964   -9,170   10,289    5,381   -5,663     -755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     15.7     17.2     63.6     59.0     93.4     91.9      6.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      61       99       94       77       83      205      214
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,218
COMMITMENTS
   8,954    4,038      136    1,402    8,506   10,492   12,680    2,726      538

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -150)
     -78   -1,069       24      -35    1,019      -89      -26      -61     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.7     30.5      1.0     10.6     64.4     79.4     95.9     20.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      59       14        3       11       27       73       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,884
COMMITMENTS
   9,536      606       22      460   10,562   10,018   11,190    2,866    1,694

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -596)
    -590     -177      -27     -388     -437   -1,005     -641      409       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.0      4.7      0.2      3.6     82.0     77.8     86.9     22.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      28        6        3        8       20       37       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      146,536
COMMITMENTS
  22,773    4,077   13,630   94,447  118,790  130,850  136,497   15,686   10,039

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      7,879)
  -7,121       52    4,841    9,459    1,865    7,179    6,758      700    1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      2.8      9.3     64.5     81.1     89.3     93.1     10.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      44       14       32       69       74      124      111
 

Updated September 30, 2005