NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      234,111
COMMITMENTS
  17,783   26,560   59,112  114,885  114,108  191,780  199,780   42,332   34,331

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     -2,582)
  -2,067       96      128      602   -7,500   -1,337   -7,276   -1,245    4,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     11.3     25.2     49.1     48.7     81.9     85.3     18.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      38       30       45       69       71      124      130
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      926,215
COMMITMENTS
  46,337   90,682  402,883  397,988  392,364  847,208  885,929   79,007   40,285

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     20,419)
   5,645    4,328    5,242    4,791    2,568   15,678   12,138    4,742    8,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      9.8     43.5     43.0     42.4     91.5     95.7      8.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      56       59       80       93       87      198      178
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,426
COMMITMENTS
   2,538        0      698   30,330   36,034   33,566   36,732    6,860    3,694

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0      1.7     75.0     89.1     83.0     90.9     17.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       13       15       14
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,534
COMMITMENTS
       0    7,929    1,429   30,475   19,952   31,904   29,310    6,630    9,224

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.6      3.7     79.1     51.8     82.8     76.1     17.2     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       17       14       19       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,073
COMMITMENTS
   8,045    3,697    2,300   83,349   85,188   93,694   91,185    8,379   10,888

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        811)
    -455     -151       -2    2,553      172    2,096       19   -1,285      792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      3.6      2.3     81.7     83.5     91.8     89.3      8.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        4       26       26       31       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,047
COMMITMENTS
   5,899    8,332        0   42,925   39,697   48,824   48,029    6,223    7,018

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:       -172)
       0        0        0       80      106       80      106     -252     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     15.1      0.0     78.0     72.1     88.7     87.3     11.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       14       16       16       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,242
COMMITMENTS
     302   20,100    1,816   68,122   52,808   70,240   74,724    7,002    2,518

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      7,033)
     300     -500      267    5,932    7,235    6,499    7,002      534       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     26.0      2.4     88.2     68.4     90.9     96.7      9.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        4       18       18       23       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,768
COMMITMENTS
  25,498    7,765    4,090   37,285   53,618   66,873   65,473    5,895    7,295

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      2,512)
     249   -3,481    1,292    2,905    4,321    4,446    2,132   -1,934      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0     10.7      5.6     51.2     73.7     91.9     90.0      8.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        3       18       19       22       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,378
COMMITMENTS
       0    4,280    1,125   62,858   50,808   63,983   56,213    1,395    9,165

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      1,488)
       0     -332     -202    2,542    2,360    2,340    1,826     -852     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      1.7     96.1     77.7     97.9     86.0      2.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       17       20       18       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,450
COMMITMENTS
       0    8,534    2,958   58,475   50,830   61,433   62,322    6,017    5,128

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      1,922)
       0     -312      330    3,246    4,693    3,576    4,711   -1,654   -2,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.7      4.4     86.7     75.4     91.1     92.4      8.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       22       17       24       19
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,663
COMMITMENTS
       0    2,145      644   37,919   39,190   38,563   41,979    8,100    4,684

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        762)
       0      -96      204      708      502      912      610     -150      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      1.4     81.3     84.0     82.6     90.0     17.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       14       13       15       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,521
COMMITMENTS
   6,371       70    5,644   37,561   45,274   49,576   50,988    7,945    6,533

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:       -322)
     330   -1,328     -330      313    1,413      313     -245     -635      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.1      9.8     65.3     78.7     86.2     88.6     13.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       19       19       22       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,839
COMMITMENTS
   2,048        0    5,682   32,661   30,668   40,391   36,350    7,448   11,489

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0     11.9     68.3     64.1     84.4     76.0     15.6     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       13       13       15       15
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,101
COMMITMENTS
  22,302    2,160      120   44,011   65,819   66,433   68,099    2,668    1,002

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      3.1      0.2     63.7     95.3     96.1     98.5      3.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       13       15       15       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,394,487
COMMITMENTS
 354,189   90,145  248,591  770,755  1044424  1373535  1383160   20,952   11,327

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     30,272)
  11,802    7,484        1   20,481   26,328   32,284   33,813   -2,012   -3,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      6.5     17.8     55.3     74.9     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      29       10       30       92       82      128      115
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      276,118
COMMITMENTS
  62,483   84,564   67,729  143,343  122,492  273,555  274,785    2,563    1,333

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:     25,441)
  -8,143   12,595   11,387   23,113    2,126   26,357   26,108     -916     -667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     30.6     24.5     51.9     44.4     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      14        8       18       32       30       53       49
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       88,308
COMMITMENTS
  26,600    9,327   16,070   45,474   62,856   88,144   88,252      163       55

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      1,528)
  -1,147   -1,118    1,372    1,348    1,659    1,573    1,913      -45     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1     10.6     18.2     51.5     71.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        6       10       39       43       50       53
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,730
COMMITMENTS
   6,085    4,848    2,050   19,489   20,217   27,624   27,115      106      615

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        132)
     900        0     -468     -300      600      132      132        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     17.5      7.4     70.3     72.9     99.6     97.8      0.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        5       22       23       29       28
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,407
COMMITMENTS
     743    3,459    2,454    6,210    3,494    9,407    9,407        0        0

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        164)
       0      164        0      164        0      164      164        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     36.8     26.1     66.0     37.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        3       14        9       19       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,630
COMMITMENTS
   3,472    3,680    1,900   11,718   11,562   17,090   17,142      540      488

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        100)
     572     -188      -72     -520      132      -20     -128      120      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     20.9     10.8     66.5     65.6     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        7       19       21       27       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,866
COMMITMENTS
  11,360      120    1,530   11,348   22,984   24,238   24,634      628      232

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      730      560      730      560     -230      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.7      0.5      6.2     45.6     92.4     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       23       26       26       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,896
COMMITMENTS
   1,630      120      820    7,422    8,896    9,872    9,836       24       60

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      520      280      520      280     -280      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      1.2      8.3     75.0     89.9     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       16       12       18       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,498,195
COMMITMENTS
 119,535   89,871  463,663  856,346  865,910  1439544  1419444   58,651   78,751

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:    -14,584)
  -2,132    3,596   11,510  -14,944  -21,329   -5,566   -6,223   -9,018   -8,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      6.0     30.9     57.2     57.8     96.1     94.7      3.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      76      104      114       80       86      220      243
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,905
COMMITMENTS
   9,385    2,250      176    1,475   10,779   11,036   13,205    2,869      700

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        650)
     312     -213       11       44      615      367      413      283      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.5     16.2      1.3     10.6     77.5     79.4     95.0     20.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      62       10        2       10       27       74       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,775
COMMITMENTS
   9,834      564       47      678   10,804   10,559   11,415    2,216    1,360

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:        214)
     473       28       35     -170      134      338      197     -124       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.0      4.4      0.4      5.3     84.6     82.7     89.4     17.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      32        6        2       10       18       43       25
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      169,190
COMMITMENTS
  27,298    4,287   33,779   94,857  119,818  155,934  157,884   13,256   11,306

CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST:      7,758)
    -305   -1,774    4,554    4,335    4,265    8,584    7,045     -826      713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      2.5     20.0     56.1     70.8     92.2     93.3      7.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      43       22       41       69       78      134      121
 

Updated October 28, 2005