NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      213,685
COMMITMENTS
  40,712   33,114   32,982  105,709  118,241  179,403  184,338   34,281   29,347

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      5,994)
   3,961    2,173       47     -244    2,127    3,764    4,347    2,230    1,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     15.5     15.4     49.5     55.3     84.0     86.3     16.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      42       24       25       56       56      111       92
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      746,891
COMMITMENTS
  62,642   58,514  295,360  310,953  359,111  668,955  712,985   77,936   33,906

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     33,036)
   3,050    4,627   13,187   17,870   18,369   34,106   36,183   -1,070   -3,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      7.8     39.5     41.6     48.1     89.6     95.5     10.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      56       47       82       85       76      187      167
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,113
COMMITMENTS
  10,446    4,048        0   74,971   86,115   85,417   90,163    8,696    3,950

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      1,831)
    -988      180     -180    3,084    2,166    1,916    2,166      -85     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      4.3      0.0     79.7     91.5     90.8     95.8      9.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       18       25       19       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,101
COMMITMENTS
   5,743      844    3,175   33,221   36,853   42,139   40,872    4,962    6,229

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -3,138)
     560     -224       94   -4,948   -4,862   -4,294   -4,992    1,156    1,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      1.8      6.7     70.5     78.2     89.5     86.8     10.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       17       15       20       18
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,131
COMMITMENTS
       0    3,527    4,270   45,465   42,854   49,735   50,651   10,396    9,480

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -6,293)
    -148    1,986     -725   -7,193   -7,654   -8,066   -6,393    1,773      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      7.1     75.6     71.3     82.7     84.2     17.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       18       15       20       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      935,649
COMMITMENTS
 272,952   67,790  137,342  501,818  717,672  912,112  922,804   23,537   12,845

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:    -46,292)
   3,900      525  -17,466  -30,430  -25,020  -43,996  -41,961   -2,296   -4,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      7.2     14.7     53.6     76.7     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      19        9       25       75       74      103      101
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      142,847
COMMITMENTS
  34,162   42,884   32,714   70,591   63,258  137,467  138,856    5,380    3,991

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      5,476)
   4,707    1,065   -2,641    3,556    6,611    5,622    5,035     -146      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     30.0     22.9     49.4     44.3     96.2     97.2      3.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        7       12       22       22       39       35
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,153
COMMITMENTS
   8,196    2,878   11,711   27,708   32,991   47,615   47,581      537      572

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:         40)
   1,740      -93     -172   -1,750     -117     -181     -382      221      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      6.0     24.3     57.5     68.5     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        7       28       27       35       35
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,995
COMMITMENTS
   3,623      326    1,129   13,005   16,302   17,757   17,757      238      238

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -1,057)
     423     -184     -327   -1,153     -546   -1,057   -1,057        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      1.8      6.3     72.3     90.6     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        4       16       17       20       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,334,738
COMMITMENTS
 179,318   54,534  340,226  732,714  844,547  1252258  1239306   82,480   95,432

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     48,223)
   9,495   -3,287   16,309   12,713   34,587   38,517   47,608    9,706      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      4.1     25.5     54.9     63.3     93.8     92.9      6.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      91       90      124       79       85      239      242
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,923
COMMITMENTS
   8,824    1,817       75    1,105   10,396   10,004   12,288    2,919      635

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        460)
     348       64        0       42      353      390      417       70       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.3     14.1      0.6      8.6     80.4     77.4     95.1     22.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      66       10        2       10       22       78       33
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,653
COMMITMENTS
   4,478      550       86      996    6,232    5,560    6,868    2,093      785

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -308)
     -80       43       20     -213     -424     -273     -361      -35       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.5      7.2      1.1     13.0     81.4     72.7     89.7     27.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      22        3        2        7       16       30       20
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      226,356
COMMITMENTS
  49,439    6,919   46,160  102,682  153,987  198,280  207,066   28,076   19,290

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      8,965)
   2,553     -873    4,875   -3,267    1,404    4,161    5,406    4,804    3,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      3.1     20.4     45.4     68.0     87.6     91.5     12.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      63       25       48       67       88      147      146
 

Updated April 8, 2005