NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   212,409:    18,752     23,950     39,825    121,991    121,369    180,568    185,144:    31,841     27,265
Old  :   212,409:    18,752     23,950     39,825    121,991    121,369    180,568    185,144:    31,841     27,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     7,013:       621     -2,726      2,251      3,708      4,229      6,580      3,754:       432      3,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       11.3       18.7       57.4       57.1       85.0       87.2:      15.0       12.8
Old  :     100.0:       8.8       11.3       18.7       57.4       57.1       85.0       87.2:      15.0       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        24         23         28         63         65        102        103:
Old  :       119:        24         23         28         63         65        102        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       24.6       32.1       34.1       11.2       12.9       18.9       18.0
Old  :                 19.9       24.6       32.1       34.1       11.2       12.9       18.9       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  :   779,703:    33,185     70,464    314,290    349,808    353,409    697,284    738,163:    82,419     41,541
Old  :   779,703:    33,185     70,464    314,290    349,808    353,409    697,284    738,163:    82,419     41,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,793:       584      8,211      5,215     -3,440     -6,714      2,359      6,712:       434     -3,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        9.0       40.3       44.9       45.3       89.4       94.7:      10.6        5.3
Old  :     100.0:       4.3        9.0       40.3       44.9       45.3       89.4       94.7:      10.6        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        45         68         76         90         83        178        190:
Old  :       211:        45         68         76         90         83        178        190:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       21.4       32.3       33.2        4.3        6.9        6.6       10.0
Old  :                 21.5       21.4       32.3       33.2        4.3        6.9        6.6       10.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    34,268:     6,025      3,118      1,791     22,265     19,890     30,081     24,799:     4,187      9,469
Old  :    34,268:     6,025      3,118      1,791     22,265     19,890     30,081     24,799:     4,187      9,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        9.1        5.2       65.0       58.0       87.8       72.4:      12.2       27.6
Old  :     100.0:      17.6        9.1        5.2       65.0       58.0       87.8       72.4:      12.2       27.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          3         15         14         18         17:
Old  :        22:         2          1          3         15         14         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       36.0       72.3       54.5       43.6       29.0       59.2       41.9
Old  :                 46.5       36.0       72.3       54.5       43.6       29.0       59.2       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   112,238:     8,556     14,688      1,268     93,054     88,215    102,878    104,171:     9,360      8,067
Old  :   112,238:     8,556     14,688      1,268     93,054     88,215    102,878    104,171:     9,360      8,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     4,224:         0      5,308        364      4,226      1,408      4,590      7,080:      -366     -2,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       13.1        1.1       82.9       78.6       91.7       92.8:       8.3        7.2
Old  :     100.0:       7.6       13.1        1.1       82.9       78.6       91.7       92.8:       8.3        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          2          2         20         25         23         27:
Old  :        31:         1          2          2         20         25         23         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       39.8       80.6       59.3       63.6       38.8       70.2       55.1
Old  :                 67.5       39.8       80.6       59.3       63.6       38.8       70.2       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    55,398:     9,716      9,310        848     40,661     35,770     51,225     45,928:     4,173      9,470
Old  :    55,398:     9,716      9,310        848     40,661     35,770     51,225     45,928:     4,173      9,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,464:         0       -244        244          0       -786        244       -786:     1,220      2,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       16.8        1.5       73.4       64.6       92.5       82.9:       7.5       17.1
Old  :     100.0:      17.5       16.8        1.5       73.4       64.6       92.5       82.9:       7.5       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          3          2         12         11         15         14:
Old  :        20:         1          3          2         12         11         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       50.9       80.9       70.5       48.1       49.4       69.8       63.2
Old  :                 56.1       50.9       80.9       70.5       48.1       49.4       69.8       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    55,080:     2,150      5,513      3,397     43,914     43,442     49,461     52,352:     5,619      2,728
Old  :    55,080:     2,150      5,513      3,397     43,914     43,442     49,461     52,352:     5,619      2,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,390:      -368        704       -246      1,672        872      1,058      1,330:       332         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       10.0        6.2       79.7       78.9       89.8       95.0:      10.2        5.0
Old  :     100.0:       3.9       10.0        6.2       79.7       78.9       89.8       95.0:      10.2        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         16         15         18         18:
Old  :        22:         1          2          2         16         15         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       48.8       70.5       73.9       28.3       30.9       42.0       44.0
Old  :                 52.0       48.8       70.5       73.9       28.3       30.9       42.0       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    61,906:     6,218     17,283      3,959     48,099     35,972     58,276     57,214:     3,630      4,692
Old  :    61,906:     6,218     17,283      3,959     48,099     35,972     58,276     57,214:     3,630      4,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,300:      -190      3,299      1,212      1,402     -2,704      2,424      1,807:      -124        493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       27.9        6.4       77.7       58.1       94.1       92.4:       5.9        7.6
Old  :     100.0:      10.0       27.9        6.4       77.7       58.1       94.1       92.4:       5.9        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          3          4         23         21         27         26:
Old  :        30:         2          3          4         23         21         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       42.2       69.7       61.7       45.2       37.2       59.7       52.9
Old  :                 48.5       42.2       69.7       61.7       45.2       37.2       59.7       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    38,579:     2,928          0        496     34,115     35,199     37,539     35,695:     1,040      2,884
Old  :    38,579:     2,928          0        496     34,115     35,199     37,539     35,695:     1,040      2,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,538:       452          0        250      1,774      1,808      2,476      2,058:        62        480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        0.0        1.3       88.4       91.2       97.3       92.5:       2.7        7.5
Old  :     100.0:       7.6        0.0        1.3       88.4       91.2       97.3       92.5:       2.7        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         18         18         19         19:
Old  :        20:         1          0          1         18         18         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       43.4       83.5       73.4       43.3       32.4       57.5       48.0
Old  :                 54.2       43.4       83.5       73.4       43.3       32.4       57.5       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    62,604:         0      5,285      2,910     46,852     45,472     49,762     53,667:    12,842      8,937
Old  :    62,604:         0      5,285      2,910     46,852     45,472     49,762     53,667:    12,842      8,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,101:         0      3,543     -1,089      3,102        978      2,013      3,432:        88     -1,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.4        4.6       74.8       72.6       79.5       85.7:      20.5       14.3
Old  :     100.0:       0.0        8.4        4.6       74.8       72.6       79.5       85.7:      20.5       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          2          2         19         19         21         21:
Old  :        24:         0          2          2         19         19         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       57.6       54.8       71.5       29.0       45.1       44.7       55.1
Old  :                 34.9       57.6       54.8       71.5       29.0       45.1       44.7       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    75,756:    35,296     25,454      1,332     32,690     45,376     69,318     72,162:     6,438      3,594
Old  :    75,756:    35,296     25,454      1,332     32,690     45,376     69,318     72,162:     6,438      3,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,024:      -852        784        852         56     -1,154         56        482:       968        542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       33.6        1.8       43.2       59.9       91.5       95.3:       8.5        4.7
Old  :     100.0:      46.6       33.6        1.8       43.2       59.9       91.5       95.3:       8.5        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          1         17         17         19         19:
Old  :        23:         2          1          1         17         17         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       60.0       81.9       77.4       62.4       59.5       66.8       68.3
Old  :                 68.6       60.0       81.9       77.4       62.4       59.5       66.8       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 1,007,210:   209,899     70,116    179,142    600,261    747,017    989,302    996,275:    17,908     10,935
Old  : 1,007,210:   209,899     70,116    179,142    600,261    747,017    989,302    996,275:    17,908     10,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    25,236:   -21,672     -2,361     16,327     31,909     11,071     26,564     25,037:    -1,328        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        7.0       17.8       59.6       74.2       98.2       98.9:       1.8        1.1
Old  :     100.0:      20.8        7.0       17.8       59.6       74.2       98.2       98.9:       1.8        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        21         10         30         90         84        124        115:
Old  :       131:        21         10         30         90         84        124        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       21.9       40.1       38.4       22.2       17.1       29.7       27.7
Old  :                 27.2       21.9       40.1       38.4       22.2       17.1       29.7       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   154,402:    26,336     57,675     36,285     90,515     59,538    153,136    153,498:     1,266        904
Old  :   154,402:    26,336     57,675     36,285     90,515     59,538    153,136    153,498:     1,266        904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    14,599:     5,298      5,884      6,183      3,334      3,254     14,815     15,321:      -216       -722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       37.4       23.5       58.6       38.6       99.2       99.4:       0.8        0.6
Old  :     100.0:      17.1       37.4       23.5       58.6       38.6       99.2       99.4:       0.8        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        11          9         14         30         30         48         46:
Old  :        52:        11          9         14         30         30         48         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       45.4       45.3       67.3       17.7       34.5       30.2       41.9
Old  :                 27.3       45.4       45.3       67.3       17.7       34.5       30.2       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    63,032:    15,845      1,607     15,458     31,362     45,546     62,666     62,612:       366        420
Old  :    63,032:    15,845      1,607     15,458     31,362     45,546     62,666     62,612:       366        420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       674:      -627       -689        583      1,276        602      1,233        495:      -558        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        2.6       24.5       49.8       72.3       99.4       99.3:       0.6        0.7
Old  :     100.0:      25.1        2.6       24.5       49.8       72.3       99.4       99.3:       0.6        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         3          7          8         34         32         42         42:
Old  :        46:         3          7          8         34         32         42         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       40.4       69.1       62.6       36.0       31.8       42.8       42.7
Old  :                 50.9       40.4       69.1       62.6       36.0       31.8       42.8       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :    22,524:     3,766        881      1,488     17,226     19,602     22,480     21,971:        44        553
Old  :    22,524:     3,766        881      1,488     17,226     19,602     22,480     21,971:        44        553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       547:       582         72         50        -85        425        547        547:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        3.9        6.6       76.5       87.0       99.8       97.5:       0.2        2.5
Old  :     100.0:      16.7        3.9        6.6       76.5       87.0       99.8       97.5:       0.2        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          1          3         18         18         22         21:
Old  :        28:         3          1          3         18         18         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       51.2       83.1       71.0       62.4       47.6       71.0       60.9
Old  :                 63.3       51.2       83.1       71.0       62.4       47.6       71.0       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :     8,979:       172      5,302        856      7,951      2,821      8,979      8,979:         0          0
Old  :     8,979:       172      5,302        856      7,951      2,821      8,979      8,979:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :        44:         0       -172          0         44        216         44         44:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       59.0        9.5       88.6       31.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.9       59.0        9.5       88.6       31.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          3          2         13         10         16         13:
Old  :        24:         1          3          2         13         10         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       77.6       89.1       94.7       64.4       68.0       82.4       83.8
Old  :                 64.4       77.6       89.1       94.7       64.4       68.0       82.4       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :     9,650:     3,420      2,900      1,820      4,220      4,610      9,460      9,330:       190        320
Old  :     9,650:     3,420      2,900      1,820      4,220      4,610      9,460      9,330:       190        320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :         0:       -60          0        120          0        -60         60         60:       -60        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       30.1       18.9       43.7       47.8       98.0       96.7:       2.0        3.3
Old  :     100.0:      35.4       30.1       18.9       43.7       47.8       98.0       96.7:       2.0        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          3          5         15         15         20         21:
Old  :        23:         3          3          5         15         15         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       57.8       80.6       80.0       48.9       48.3       59.1       59.1
Old  :                 61.1       57.8       80.6       80.0       48.9       48.3       59.1       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    10,190:     1,650        440      1,810      6,290      7,080      9,750      9,330:       440        860
Old  :    10,190:     1,650        440      1,810      6,290      7,080      9,750      9,330:       440        860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        4.3       17.8       61.7       69.5       95.7       91.6:       4.3        8.4
Old  :     100.0:      16.2        4.3       17.8       61.7       69.5       95.7       91.6:       4.3        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          3         15         12         18         16:
Old  :        20:         2          2          3         15         12         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       55.1       73.1       74.7       28.9       39.1       43.0       43.0
Old  :                 51.0       55.1       73.1       74.7       28.9       39.1       43.0       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 1,194,576:    88,063     67,725    299,874    746,000    749,790  1,133,936  1,117,388:    60,639     77,187
Old  : 1,194,576:    88,063     67,725    299,874    746,000    749,790  1,133,936  1,117,388:    60,639     77,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -6,228:    -8,129      1,225     -6,399      7,240        219     -7,288     -4,956:     1,060     -1,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.7       25.1       62.4       62.8       94.9       93.5:       5.1        6.5
Old  :     100.0:       7.4        5.7       25.1       62.4       62.8       94.9       93.5:       5.1        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        66         86        107         84         94        205        240:
Old  :       260:        66         86        107         84         94        205        240:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       18.7       32.0       31.8       10.9        9.3       16.5       14.1
Old  :                 21.6       18.7       32.0       31.8       10.9        9.3       16.5       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    13,679:     8,094      3,622        589      2,192      8,637     10,875     12,848:     2,804        831
Old  :    13,679:     8,094      3,622        589      2,192      8,637     10,875     12,848:     2,804        831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       498:        77        432        256         74       -169        407        519:        91        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.2       26.5        4.3       16.0       63.1       79.5       93.9:      20.5        6.1
Old  :     100.0:      59.2       26.5        4.3       16.0       63.1       79.5       93.9:      20.5        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        57         23          7         14         19         77         47:
Old  :       116:        57         23          7         14         19         77         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       43.0       35.5       61.4       22.0       43.0       35.5       61.4
Old  :                 22.0       43.0       35.5       61.4       22.0       43.0       35.5       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :     7,751:     4,593      1,160        115      1,355      5,579      6,063      6,854:     1,688        897
Old  :     7,751:     4,593      1,160        115      1,355      5,579      6,063      6,854:     1,688        897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -430:      -282       -398        -31        -33         26       -346       -403:       -83        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.3       15.0        1.5       17.5       72.0       78.2       88.4:      21.8       11.6
Old  :     100.0:      59.3       15.0        1.5       17.5       72.0       78.2       88.4:      21.8       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        21          9          2          7         16         29         26:
Old  :        52:        21          9          2          7         16         29         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       44.0       54.9       61.6       38.3       44.0       53.9       61.6
Old  :                 38.3       44.0       54.9       61.6       38.3       44.0       53.9       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   185,745:    22,197     10,486     39,998    108,166    121,368    170,361    171,852:    15,384     13,893
Old  :   185,745:    22,197     10,486     39,998    108,166    121,368    170,361    171,852:    15,384     13,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -4,621:      -618     -2,358        971     -4,626     -2,919     -4,273     -4,305:      -347       -315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        5.6       21.5       58.2       65.3       91.7       92.5:       8.3        7.5
Old  :     100.0:      12.0        5.6       21.5       58.2       65.3       91.7       92.5:       8.3        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        41         32         45         66         80        129        137:
Old  :       161:        41         32         45         66         80        129        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       14.9       39.6       25.3       22.1        9.6       29.8       15.6
Old  :                 28.0       14.9       39.6       25.3       22.1        9.6       29.8       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 27, 2005