NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      172,510
COMMITMENTS
  20,360   21,256   20,980   97,428  107,613  138,768  149,849   33,742   22,661

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      4,520)
  -1,190    4,852   -1,341    5,644   -1,062    3,113    2,449    1,407    2,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     12.3     12.2     56.5     62.4     80.4     86.9     19.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      33       25       39       63       64      117      109
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      556,902
COMMITMENTS
  57,397   74,845  187,246  241,869  263,515  486,512  525,606   70,390   31,296

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      3,932)
  -7,276    6,947    4,310    4,198      230    1,232   11,487    2,700   -7,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     13.4     33.6     43.4     47.3     87.4     94.4     12.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      57       38       66       91       77      182      151
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,440
COMMITMENTS
   9,262    3,244    3,208   78,008   83,586   90,478   90,038    9,962   10,402

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,085)
    -419        0      143    1,392      388    1,116      531      -31      554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      3.2      3.2     77.7     83.2     90.1     89.6      9.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        1        5       25       26       31       31
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,381
COMMITMENTS
       2   21,906    2,248   60,335   41,094   62,585   65,248    5,796    3,133

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      3,209)
       0   -1,776      733    2,904    5,218    3,637    4,175     -428     -966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     32.0      3.3     88.2     60.1     91.5     95.4      8.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        4       17       18       21       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,178
COMMITMENTS
  22,069   12,926    3,840   34,694   45,337   60,603   62,103    7,575    6,075

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        847)
  -3,116      -58    1,404    2,405     -119      693    1,227      154     -380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     19.0      5.6     50.9     66.5     88.9     91.1     11.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        5        4       16       16       22       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,041
COMMITMENTS
       0    5,905      337   59,972   47,211   60,309   53,453    2,732    9,588

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        751)
       0    1,326     -328      670     -368      342      630      409      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.4      0.5     95.1     74.9     95.7     84.8      4.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       16       15       17
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,605
COMMITMENTS
       0   10,542    1,202   55,253   45,069   56,455   56,813    8,150    7,792

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      2,359)
       0   -1,013      827    1,704    1,683    2,531    1,497     -172      862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.3      1.9     85.5     69.8     87.4     87.9     12.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       19       13       21       15
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,851
COMMITMENTS
       0    1,933      162   35,439   37,224   35,601   39,319    8,250    4,532

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      1,376)
       0      880     -300        0      338     -300      918    1,676      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.4     80.8     84.9     81.2     89.7     18.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       12       14       13
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,041
COMMITMENTS
   7,551    1,398    4,464   37,481   44,421   49,496   50,283    7,545    6,758

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:      2,829)
  -1,922      190    1,798    3,071      837    2,947    2,825     -118        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      2.5      7.8     65.7     77.9     86.8     88.2     13.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       15       19       18       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,300,242
COMMITMENTS
 348,086   77,257  222,243  710,948  989,597  1281277  1289097   18,965   11,145

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     37,371)
  -3,489    1,836   16,703   22,282   20,357   35,496   38,896    1,875   -1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      5.9     17.1     54.7     76.1     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      26       13       32       86       80      121      116
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      229,697
COMMITMENTS
  68,807   52,134   55,446  102,115  120,194  226,368  227,774    3,329    1,923

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:     15,996)
   1,447    4,852    6,762    7,683    3,986   15,892   15,600      104      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     22.7     24.1     44.5     52.3     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10        9       16       27       27       45       44
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       76,283
COMMITMENTS
  26,110    9,060   10,682   38,683   56,381   75,475   76,123      808      160

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        943)
    -260    2,020      240      343   -1,357      323      903      620       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     11.9     14.0     50.7     73.9     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        6        9       36       39       46       48
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,030
COMMITMENTS
   3,701    4,888    2,478   20,851   19,155   27,030   26,521        0      509

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        810)
    -462      -40      676      596      174      810      810        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     18.1      9.2     77.1     70.9    100.0     98.1      0.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        6       19       22       26       28
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,798
COMMITMENTS
     684    2,606    2,450    5,664    3,742    8,798    8,798        0        0

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:       -550)
       0      -42        0      -42        0      -42      -42     -508     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     29.6     27.8     64.4     42.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       14       10       19       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,590
COMMITMENTS
   3,140    3,988    1,852   12,218   11,440   17,210   17,280      380      310

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        988)
    -332      448      172    1,288      528    1,128    1,148     -140     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     22.7     10.5     69.5     65.0     97.8     98.2      2.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        7       20       20       27       27
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,276
COMMITMENTS
  11,410      120    1,480   10,358   22,424   23,248   24,024    1,028      252

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:         60)
      80        0      -80      -20       80      -20        0       80       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0      0.5      6.1     42.7     92.4     95.8     99.0      4.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       21       25       24       28
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,146
COMMITMENTS
   1,940      120      820    6,362    7,926    9,122    8,866       24      280

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        546)
     -20        0        0      546      546      526      546       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      1.3      9.0     69.6     86.7     99.7     96.9      0.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       15       10       17       13
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      852,369
COMMITMENTS
 106,875  147,445  142,128  545,812  485,853  794,815  775,426   57,554   76,943

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:    -13,755)
 -11,605    1,714  -15,664   16,718   -4,283  -10,551  -18,233   -3,204    4,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     17.3     16.7     64.0     57.0     93.2     91.0      6.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      55       99       92       77       77      198      208
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,116
COMMITMENTS
   8,630    2,968      180    1,400    9,536   10,210   12,684    2,906      432

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        -90)
    -282     -928       63       27      818     -192      -47      102      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.8     22.6      1.4     10.7     72.7     77.8     96.7     22.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      57       11        3       11       27       71       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,455
COMMITMENTS
  10,336      555       12      553   11,512   10,901   12,079    2,554    1,376

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:        384)
     278       86       12       31      278      321      376       63        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8      4.1      0.1      4.1     85.6     81.0     89.8     19.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      29        5        1       12       22       41       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 10/11/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      134,808
COMMITMENTS
  26,268    2,405   12,308   81,406  109,837  119,982  124,550   14,826   10,258

CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST:       -164)
   3,514     -204      820   -5,429   -1,809   -1,095   -1,193      931    1,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      1.8      9.1     60.4     81.5     89.0     92.4     11.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      44       11       35       58       74      116      109
 

Updated October 14, 2005