NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      182,698
COMMITMENTS
  15,037   23,419   24,281  111,725  106,780  151,043  154,480   31,655   28,218

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     13,517)
   1,046      470    3,376    8,215    6,590   12,637   10,436      880    3,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     12.8     13.3     61.2     58.4     82.7     84.6     17.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      27       33       36       75       66      123      117
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      557,479
COMMITMENTS
  48,156   91,976  177,356  260,272  255,234  485,784  524,566   71,695   32,913

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     13,975)
    -470    2,564    1,975   11,594    6,076   13,099   10,615      876    3,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     16.5     31.8     46.7     45.8     87.1     94.1     12.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      43       50       70       92       76      177      157
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,853
COMMITMENTS
   2,937      372      432   30,863   37,177   34,232   37,981    6,621    2,872

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,744)
     264        0     -243      690    1,939      711    1,696    1,033       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.9      1.1     75.5     91.0     83.8     93.0     16.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       14       15       15       17
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,960
COMMITMENTS
       0    7,031    1,018   32,114   24,946   33,132   32,995    5,828    5,965

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,112)
       0     -882     -123    1,354    3,249    1,231    2,244     -119   -1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.0      2.6     82.4     64.0     85.0     84.7     15.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       17       16       19       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,842
COMMITMENTS
  14,568    2,474    3,916   81,913   91,788  100,397   98,178    6,445    8,664

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        362)
    -790      611      -46    1,251      901      415    1,466      -53   -1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      2.3      3.7     76.7     85.9     94.0     91.9      6.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        5       26       28       32       34
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,986
COMMITMENTS
   2,904    5,684        0   49,266   43,365   52,170   49,049    3,816    6,937

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,662)
  -1,712        0        0    5,897    2,306    4,185    2,306   -1,523      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     10.2      0.0     88.0     77.5     93.2     87.6      6.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       15       15       16       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,064
COMMITMENTS
       0   12,769    3,583   59,866   50,496   63,449   66,848    6,615    3,216

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      3,518)
       0     -702     -274    5,892    5,011    5,618    4,035   -2,100     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.2      5.1     85.4     72.1     90.6     95.4      9.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       17       16       20       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,657
COMMITMENTS
  22,533    5,390    4,072   38,650   58,604   65,255   68,066    9,402    6,591

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,589)
     126     -661     -184    3,979    4,927    3,921    4,082      668      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      7.2      5.5     51.8     78.5     87.4     91.2     12.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       19       21       22       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,916
COMMITMENTS
      36        0    2,382   58,545   55,824   60,963   58,206    2,953    5,710

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      4,201)
      36   -2,015      739    2,024    6,322    2,799    5,046    1,402     -845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      3.7     91.6     87.3     95.4     91.1      4.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       17       19       18       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,745
COMMITMENTS
       0    9,107    1,938   46,958   37,424   48,896   48,469    5,849    6,276

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     -1,133)
    -720   -1,381      621      -48     -465     -147   -1,225     -986       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.6      3.5     85.8     68.4     89.3     88.5     10.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       22       16       24       18
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,750
COMMITMENTS
       0      222    1,880   35,128   33,983   37,008   36,085    3,742    4,665

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        421)
       0      -62      -66      459      487      393      359       28       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      4.6     86.2     83.4     90.8     88.6      9.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       13       15       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,477
COMMITMENTS
  17,731        0    2,190   40,963   58,712   60,884   60,902    5,593    5,575

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      9,700)
   3,852        0        0    7,006   10,718   10,858   10,718   -1,158   -1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      0.0      3.3     61.6     88.3     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        3       16       20       20       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,547
COMMITMENTS
   4,535        0    3,314   36,018   35,127   43,867   38,441    6,680   12,106

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      2,541)
    -411     -751      -21    3,309    3,311    2,877    2,539     -336        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.0      6.6     71.3     69.5     86.8     76.1     13.2     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       18       16       20       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,408,277
COMMITMENTS
 335,523   57,084  285,008  769,676  1054751  1390207  1396843   18,070   11,434

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     30,268)
 -11,382   -7,141   25,289   14,389   12,429   28,296   30,577    1,972     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      4.1     20.2     54.7     74.9     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      30       12       35       89       79      130      116
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      308,436
COMMITMENTS
  72,865   97,488   75,391  157,092  134,510  305,348  307,389    3,088    1,047

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     31,692)
  10,398      -17   11,641   10,158   19,714   32,197   31,338     -505      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     31.6     24.4     50.9     43.6     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15        7       18       30       28       51       47
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,723
COMMITMENTS
  22,436    6,580   11,654   37,871   53,689   71,961   71,923      762      800

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        304)
  -1,160   -1,880    1,000      -44      626     -204     -254      508      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      9.0     16.0     52.1     73.8     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        8       10       37       40       47       51
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,355
COMMITMENTS
   3,472    4,126    2,719   20,123   18,960   26,314   25,805       41      550

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        788)
  -1,062      187      472    1,337       88      747      747       41       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     15.7     10.3     76.4     71.9     99.8     97.9      0.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        6       23       24       30       30
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,348
COMMITMENTS
   1,677    4,351      846    8,825    6,151   11,348   11,348        0        0

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:       -280)
       0      -21        0     -280     -169     -280     -190        0      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     38.3      7.5     77.8     54.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        2       16       11       20       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,472
COMMITMENTS
   4,040    5,372    2,054   13,046   11,546   19,140   18,972      332      500

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        344)
     540      220      272     -540     -140      272      352       72       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     27.6     10.5     67.0     59.3     98.3     97.4      1.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        7       20       21       27       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,936
COMMITMENTS
  10,240      120    1,290   10,770   20,998   22,300   22,408      636      528

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        140)
     240        0      -40        0     -120      200     -160      -60      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6      0.5      5.6     47.0     91.6     97.2     97.7      2.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       22       26       25       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,610
COMMITMENTS
     746       80      804    8,540    9,426   10,090   10,310      520      300

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        776)
    -520        0      116      700      420      296      536      480      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.8      7.6     80.5     88.8     95.1     97.2      4.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       16       11       18       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      845,065
COMMITMENTS
 115,494  171,662  121,405  543,858  473,204  780,757  766,271   64,308   78,794

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:     14,308)
  -6,585    1,767   -6,926   13,357    8,119     -154    2,960   14,462   11,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     20.3     14.4     64.4     56.0     92.4     90.7      7.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      55      106       90       74       81      192      220
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,838
COMMITMENTS
   8,687    2,359      439    2,841   11,555   11,967   14,353    2,871      485

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:        617)
    -608      214      155      666       42      213      411      404      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.5     15.9      3.0     19.1     77.9     80.7     96.7     19.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      59       11        6       15       27       80       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,913
COMMITMENTS
   9,811      671        0      971   10,945   10,782   11,616    2,131    1,297

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      1,388)
   1,311      209        0       26      997    1,337    1,206       51      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.0      5.2      0.0      7.5     84.8     83.5     90.0     16.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      30        6        0        8       24       38       30
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 11/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      138,236
COMMITMENTS
  28,866    8,152   12,412   85,388  107,307  126,666  127,871   11,570   10,365

CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST:      6,192)
     795    1,441    1,052    4,807    4,407    6,654    6,900     -462     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      5.9      9.0     61.8     77.6     91.6     92.5      8.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      49       19       35       68       70      132      114
 

Updated October 14, 2005