Recently I noticed that since we do not have a bishop, no name is mentioned during the Eucharistic Prayer. Shouldn't we be praying for who ever is leading the diocese right now?
--Burgeoning in Butte
If an auxiliary bishop is elected diocesan administrator, he is prayed for in the Eucharistic Prayer. If a presbyter is elected diocesan administrator,he is not mentioned. It sounds like this is the case in your diocese. In that case, you just pray for the bishop of Rome.
See General Instruction on the Roman Missal 2002, 149 for details about naming the "ordinaries."