NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   222,727:    21,953     17,864     56,892    100,790    117,557    179,636    192,313:    43,091     30,413
Old  :   222,727:    21,953     17,864     56,892    100,790    117,557    179,636    192,313:    43,091     30,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -14,668:    -7,607      1,295     -3,913        455    -10,907    -11,066    -13,524:    -3,602     -1,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        8.0       25.5       45.3       52.8       80.7       86.3:      19.3       13.7
Old  :     100.0:       9.9        8.0       25.5       45.3       52.8       80.7       86.3:      19.3       13.7
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  :       130:        37         29         43         56         59        117        108:
Old  :       130:        37         29         43         56         59        117        108:
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  :                 15.8       19.7       26.3       28.3       10.9       11.4       14.9       16.2
Old  :                 15.8       19.7       26.3       28.3       10.9       11.4       14.9       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   955,609:    57,441     86,190    415,819    399,453    418,983    872,712    920,991:    82,896     34,617
Old  :   955,609:    57,441     86,190    415,819    399,453    418,983    872,712    920,991:    82,896     34,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    15,780:       902      4,953      5,803      5,283      9,782     11,988     20,538:     3,792     -4,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        9.0       43.5       41.8       43.8       91.3       96.4:       8.7        3.6
Old  :     100.0:       6.0        9.0       43.5       41.8       43.8       91.3       96.4:       8.7        3.6
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  :       216:        59         53         84         97         89        205        181:
Old  :       216:        59         53         84         97         89        205        181:
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  :                 20.6       22.9       33.5       38.2        4.0        8.3        6.4       11.6
Old  :                 20.6       22.9       33.5       38.2        4.0        8.3        6.4       11.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    41,085:         0      2,655      5,525     30,602     25,876     36,127     34,056:     4,958      7,029
Old  :    41,085:         0      2,655      5,525     30,602     25,876     36,127     34,056:     4,958      7,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       164:         0       -939        596       -434        147        162       -196:         2        360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.5       13.4       74.5       63.0       87.9       82.9:      12.1       17.1
Old  :     100.0:       0.0        6.5       13.4       74.5       63.0       87.9       82.9:      12.1       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  :        23:         0          3          2         16         14         18         17:
Old  :        23:         0          3          2         16         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  :                 46.8       41.8       71.3       64.6       39.3       32.8       58.7       52.4
Old  :                 46.8       41.8       71.3       64.6       39.3       32.8       58.7       52.4
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                                                           Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   108,000:     9,796      4,130      1,931     86,758     97,461     98,485    103,522:     9,515      4,478
Old  :   108,000:     9,796      4,130      1,931     86,758     97,461     98,485    103,522:     9,515      4,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     2,006:       321     -1,170     -2,465      3,995      5,757      1,851      2,122:       155       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        3.8        1.8       80.3       90.2       91.2       95.9:       8.8        4.1
Old  :     100.0:       9.1        3.8        1.8       80.3       90.2       91.2       95.9:       8.8        4.1
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  :        38:         4          2          5         26         30         32         35:
Old  :        38:         4          2          5         26         30         32         35:
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  :                 54.9       35.9       67.0       58.0       51.9       32.0       59.2       52.5
Old  :                 54.9       35.9       67.0       58.0       51.9       32.0       59.2       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    59,284:     5,700      8,832      1,364     49,018     41,302     56,082     51,498:     3,202      7,786
Old  :    59,284:     5,700      8,832      1,364     49,018     41,302     56,082     51,498:     3,202      7,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       -54:       780     -1,989       -151        192      1,410        821       -730:      -875        676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       14.9        2.3       82.7       69.7       94.6       86.9:       5.4       13.1
Old  :     100.0:       9.6       14.9        2.3       82.7       69.7       94.6       86.9:       5.4       13.1
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  :        29:         3          2          1         20         17         23         20:
Old  :        29:         3          2          1         20         17         23         20:
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  :                 56.9       42.1       79.5       65.7       50.5       34.8       66.3       53.8
Old  :                 56.9       42.1       79.5       65.7       50.5       34.8       66.3       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    63,677:       188     19,517      1,700     58,035     39,969     59,923     61,186:     3,754      2,491
Old  :    63,677:       188     19,517      1,700     58,035     39,969     59,923     61,186:     3,754      2,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -1,331:         0     -5,618        276       -608      4,011       -332     -1,331:      -999          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       30.6        2.7       91.1       62.8       94.1       96.1:       5.9        3.9
Old  :     100.0:       0.3       30.6        2.7       91.1       62.8       94.1       96.1:       5.9        3.9
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  :        27:         1          3          3         21         20         24         24:
Old  :        27:         1          3          3         21         20         24         24:
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  :                 41.9       51.8       64.1       72.7       35.0       44.0       50.4       58.7
Old  :                 41.9       51.8       64.1       72.7       35.0       44.0       50.4       58.7
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                                                 Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    62,656:    19,001     14,194      2,004     36,126     39,574     57,131     55,772:     5,525      6,884
Old  :    62,656:    19,001     14,194      2,004     36,126     39,574     57,131     55,772:     5,525      6,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     6,546:     4,906      1,172        888        759      2,627      6,553      4,687:        -7      1,859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       22.7        3.2       57.7       63.2       91.2       89.0:       8.8       11.0
Old  :     100.0:      30.3       22.7        3.2       57.7       63.2       91.2       89.0:       8.8       11.0
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  :        29:         2          5          4         19         19         23         26:
Old  :        29:         2          5          4         19         19         23         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  :                 52.9       42.1       72.3       59.1       48.4       40.8       60.7       56.4
Old  :                 52.9       42.1       72.3       59.1       48.4       40.8       60.7       56.4
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                                                    Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    61,000:       211          0      2,597     57,436     52,375     60,244     54,972:       756      6,028
Old  :    61,000:       211          0      2,597     57,436     52,375     60,244     54,972:       756      6,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       400:      -192          0        608       -237        176        179        784:       221       -384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.0        4.3       94.2       85.9       98.8       90.1:       1.2        9.9
Old  :     100.0:       0.3        0.0        4.3       94.2       85.9       98.8       90.1:       1.2        9.9
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  :        25:         1          0          1         20         20         21         21:
Old  :        25:         1          0          1         20         20         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  :                 62.9       39.5       80.9       66.1       55.8       38.1       65.0       53.1
Old  :                 62.9       39.5       80.9       66.1       55.8       38.1       65.0       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    64,975:         0     11,953        772     59,754     47,536     60,526     60,261:     4,449      4,714
Old  :    64,975:         0     11,953        772     59,754     47,536     60,526     60,261:     4,449      4,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -525:         0     -4,670        710      1,776      3,734      2,486       -226:    -3,011       -299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.4        1.2       92.0       73.2       93.2       92.7:       6.8        7.3
Old  :     100.0:       0.0       18.4        1.2       92.0       73.2       93.2       92.7:       6.8        7.3
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  :        31:         0          2          2         23         22         25         24:
Old  :        31:         0          2          2         23         22         25         24:
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  :                 33.8       50.1       56.0       76.8       24.3       43.8       38.9       54.3
Old  :                 33.8       50.1       56.0       76.8       24.3       43.8       38.9       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    66,232:    18,444          0      2,376     40,641     57,715     61,461     60,091:     4,771      6,141
Old  :    66,232:    18,444          0      2,376     40,641     57,715     61,461     60,091:     4,771      6,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -1,148:    -3,820       -565       -544      2,671        -74     -1,693     -1,183:       545         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        0.0        3.6       61.4       87.1       92.8       90.7:       7.2        9.3
Old  :     100.0:      27.8        0.0        3.6       61.4       87.1       92.8       90.7:       7.2        9.3
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  :        26:         2          0          2         18         22         20         24:
Old  :        26:         2          0          2         18         22         20         24:
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  :                 60.2       49.0       77.1       67.3       41.1       29.8       50.0       40.6
Old  :                 60.2       49.0       77.1       67.3       41.1       29.8       50.0       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    44,057:     1,022          0      4,682     33,751     30,308     39,455     34,990:     4,602      9,067
Old  :    44,057:     1,022          0      4,682     33,751     30,308     39,455     34,990:     4,602      9,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     6,130:      -370       -648      1,520      4,281      6,238      5,431      7,110:       699       -980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        0.0       10.6       76.6       68.8       89.6       79.4:      10.4       20.6
Old  :     100.0:       2.3        0.0       10.6       76.6       68.8       89.6       79.4:      10.4       20.6
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  :        24:         3          0          2         17         16         20         18:
Old  :        24:         3          0          2         17         16         20         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  :                 46.1       33.7       71.8       58.1       39.3       29.9       53.7       44.1
Old  :                 46.1       33.7       71.8       58.1       39.3       29.9       53.7       44.1
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                                                       Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  : 1,265,203:   326,522     54,937    244,076    674,743    955,079  1,245,341  1,254,092:    19,862     11,111
Old  : 1,265,203:   326,522     54,937    244,076    674,743    955,079  1,245,341  1,254,092:    19,862     11,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    34,749:     4,119       -570      5,497     24,047     28,427     33,663     33,354:     1,086      1,395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        4.3       19.3       53.3       75.5       98.4       99.1:       1.6        0.9
Old  :     100.0:      25.8        4.3       19.3       53.3       75.5       98.4       99.1:       1.6        0.9
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  :       128:        26         12         35         81         79        118        116:
Old  :       128:        26         12         35         81         79        118        116:
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  :                 26.5       26.7       41.4       41.7       18.8       17.2       29.1       29.3
Old  :                 26.5       26.7       41.4       41.7       18.8       17.2       29.1       29.3
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                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   218,300:    50,977     46,092     57,831    107,121    111,211    215,929    215,134:     2,371      3,166
Old  :   218,300:    50,977     46,092     57,831    107,121    111,211    215,929    215,134:     2,371      3,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    13,468:       750      4,479      5,903      6,817      3,939     13,470     14,321:        -2       -853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       21.1       26.5       49.1       50.9       98.9       98.5:       1.1        1.5
Old  :     100.0:      23.4       21.1       26.5       49.1       50.9       98.9       98.5:       1.1        1.5
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  :        51:        13          7         18         29         30         48         49:
Old  :        51:        13          7         18         29         30         48         49:
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  :                 32.0       44.8       56.0       62.5       22.7       26.2       34.0       36.3
Old  :                 32.0       44.8       56.0       62.5       22.7       26.2       34.0       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    88,694:    23,595      7,563     20,072     44,879     60,959     88,546     88,594:       148        100
Old  :    88,694:    23,595      7,563     20,072     44,879     60,959     88,546     88,594:       148        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     1,013:     1,707      1,440     -1,126        802      1,119      1,383      1,433:      -370       -420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        8.5       22.6       50.6       68.7       99.8       99.9:       0.2        0.1
Old  :     100.0:      26.6        8.5       22.6       50.6       68.7       99.8       99.9:       0.2        0.1
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  :        52:         3          8          9         37         39         46         50:
Old  :        52:         3          8          9         37         39         46         50:
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  :                 56.8       42.7       71.4       62.2       38.8       36.3       45.6       46.2
Old  :                 56.8       42.7       71.4       62.2       38.8       36.3       45.6       46.2
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                                                   Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    25,241:     2,322      5,211      2,422     19,210     16,971     23,954     24,604:     1,287        637
Old  :    25,241:     2,322      5,211      2,422     19,210     16,971     23,954     24,604:     1,287        637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       176:       208        143       -225        841        522        824        440:      -648       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       20.6        9.6       76.1       67.2       94.9       97.5:       5.1        2.5
Old  :     100.0:       9.2       20.6        9.6       76.1       67.2       94.9       97.5:       5.1        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  :        34:         2          4          5         20         23         26         28:
Old  :        34:         2          4          5         20         23         26         28:
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  :                 58.9       49.7       75.8       70.3       55.4       42.7       64.6       56.7
Old  :                 58.9       49.7       75.8       70.3       55.4       42.7       64.6       56.7
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                                                   Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :     9,957:       260      3,513      1,791      6,550      4,145      8,601      9,449:     1,356        508
Old  :     9,957:       260      3,513      1,791      6,550      4,145      8,601      9,449:     1,356        508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -302:         0       -466        -42       -218        248       -260       -260:       -42        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       35.3       18.0       65.8       41.6       86.4       94.9:      13.6        5.1
Old  :     100.0:       2.6       35.3       18.0       65.8       41.6       86.4       94.9:      13.6        5.1
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  :        28:         2          3          3         18         11         22         15:
Old  :        28:         2          3          3         18         11         22         15:
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  :                 35.3       64.1       60.3       87.7       28.0       53.5       48.7       69.1
Old  :                 35.3       64.1       60.3       87.7       28.0       53.5       48.7       69.1
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                                                 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    17,048:     3,300      3,180      2,180     11,048     11,480     16,528     16,840:       520        208
Old  :    17,048:     3,300      3,180      2,180     11,048     11,480     16,528     16,840:       520        208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       948:       100        -40       -220        880      1,228        760        968:       188        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       18.7       12.8       64.8       67.3       96.9       98.8:       3.1        1.2
Old  :     100.0:      19.4       18.7       12.8       64.8       67.3       96.9       98.8:       3.1        1.2
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  :        29:         3          3          6         19         19         25         25:
Old  :        29:         3          3          6         19         19         25         25:
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  :                 45.9       57.1       73.0       77.0       40.9       46.7       57.9       61.5
Old  :                 45.9       57.1       73.0       77.0       40.9       46.7       57.9       61.5
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                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    23,766:    11,850        240      1,540      9,798     21,734     23,188     23,514:       578        252
Old  :    23,766:    11,850        240      1,540      9,798     21,734     23,188     23,514:       578        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -320:         0          0         60        -92       -120        -32        -60:      -288       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9        1.0        6.5       41.2       91.4       97.6       98.9:       2.4        1.1
Old  :     100.0:      49.9        1.0        6.5       41.2       91.4       97.6       98.9:       2.4        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  :        30:         5          1          5         19         20         25         25:
Old  :        30:         5          1          5         19         20         25         25:
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  :                 69.8       56.8       83.5       80.0       61.7       54.2       74.1       75.3
Old  :                 69.8       56.8       83.5       80.0       61.7       54.2       74.1       75.3
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                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  : 1,515,053:   122,746     81,576    454,069    848,029    889,734  1,424,844  1,425,379:    90,209     89,674
Old  : 1,515,053:   122,746     81,576    454,069    848,029    889,734  1,424,844  1,425,379:    90,209     89,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -10,507:   -22,232      3,529    -12,878     19,179      3,651    -15,931     -5,699:     5,424     -4,808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        5.4       30.0       56.0       58.7       94.0       94.1:       6.0        5.9
Old  :     100.0:       8.1        5.4       30.0       56.0       58.7       94.0       94.1:       6.0        5.9
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  :       292:        91         97        120         80         91        233        257:
Old  :       292:        91         97        120         80         91        233        257:
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  :                 20.9       19.0       31.0       29.4        9.2        6.6       13.3       10.4
Old  :                 20.9       19.0       31.0       29.4        9.2        6.6       13.3       10.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    13,287:     8,601      6,965        130      2,082      5,340     10,813     12,435:     2,474        852
Old  :    13,287:     8,601      6,965        130      2,082      5,340     10,813     12,435:     2,474        852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       -28:       209        267       -106       -209       -275       -106       -114:        78         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.7       52.4        1.0       15.7       40.2       81.4       93.6:      18.6        6.4
Old  :     100.0:      64.7       52.4        1.0       15.7       40.2       81.4       93.6:      18.6        6.4
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  :       108:        56         16          2         13         25         71         41:
Old  :       108:        56         16          2         13         25         71         41:
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  :                 26.4       47.1       39.9       61.9       26.4       46.4       39.9       60.8
Old  :                 26.4       47.1       39.9       61.9       26.4       46.4       39.9       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    11,969:     8,383        906        235        950      9,704      9,568     10,845:     2,402      1,125
Old  :    11,969:     8,383        906        235        950      9,704      9,568     10,845:     2,402      1,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       641:       601         95        -18        -55        458        528        535:       113        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.0        7.6        2.0        7.9       81.1       79.9       90.6:      20.1        9.4
Old  :     100.0:      70.0        7.6        2.0        7.9       81.1       79.9       90.6:      20.1        9.4
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  :        59:        25         10          3          7         22         35         32:
Old  :        59:        25         10          3          7         22         35         32:
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  :                 30.1       46.7       47.0       68.8       30.1       46.3       47.0       68.4
Old  :                 30.1       46.7       47.0       68.8       30.1       46.3       47.0       68.4
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                                           Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   171,365:    31,317      5,484     32,113     89,432    121,815    152,862    159,412:    18,504     11,954
Old  :   171,365:    31,317      5,484     32,113     89,432    121,815    152,862    159,412:    18,504     11,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -576:    -3,485       -596      4,303        221     -3,058      1,040        650:    -1,616     -1,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        3.2       18.7       52.2       71.1       89.2       93.0:      10.8        7.0
Old  :     100.0:      18.3        3.2       18.7       52.2       71.1       89.2       93.0:      10.8        7.0
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  :       147:        49         22         41         59         69        128        113:
Old  :       147:        49         22         41         59         69        128        113:
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  :                 21.2       22.2       35.5       36.2       13.6       16.0       21.0       24.6
Old  :                 21.2       22.2       35.5       36.2       13.6       16.0       21.0       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 16, 2005