NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     4,960:       960        900          0      3,880      3,506      4,840      4,406:       120        554
Old  :     4,960:       960        900          0      3,880      3,506      4,840      4,406:       120        554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :       809:       300        150          0        509        659        809        809:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       18.1        0.0       78.2       70.7       97.6       88.8:       2.4       11.2
Old  :     100.0:      19.4       18.1        0.0       78.2       70.7       97.6       88.8:       2.4       11.2
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  :        26:         1          2          0         18         15         19         17:
Old  :        26:         1          2          0         18         15         19         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  :                 60.6       42.1       79.2       63.8       58.0       38.0       68.9       53.2
Old  :                 60.6       42.1       79.2       63.8       58.0       38.0       68.9       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   165,595:    24,278     23,869     20,773     93,184     88,858    138,235    133,500:    27,360     32,095
Old  :   165,595:    24,278     23,869     20,773     93,184     88,858    138,235    133,500:    27,360     32,095
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     6,351:       228      3,797      1,681      2,542     -2,865      4,451      2,613:     1,900      3,738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       14.4       12.5       56.3       53.7       83.5       80.6:      16.5       19.4
Old  :     100.0:      14.7       14.4       12.5       56.3       53.7       83.5       80.6:      16.5       19.4
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  :       138:        30         35         40         61         64        110        122:
Old  :       138:        30         35         40         61         64        110        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       17.0       35.8       26.7       20.3        9.6       30.1       16.6
Old  :                 22.9       17.0       35.8       26.7       20.3        9.6       30.1       16.6
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   584,428:    54,085     93,072    189,578    271,947    271,505    515,610    554,155:    68,818     30,273
Old  :   584,428:    54,085     93,072    189,578    271,947    271,505    515,610    554,155:    68,818     30,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :    26,355:       982        202      9,170     15,154     12,538     25,306     21,910:     1,049      4,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       15.9       32.4       46.5       46.5       88.2       94.8:      11.8        5.2
Old  :     100.0:       9.3       15.9       32.4       46.5       46.5       88.2       94.8:      11.8        5.2
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  :       212:        54         55         72         98         75        194        163:
Old  :       212:        54         55         72         98         75        194        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       29.7       40.2       43.3        8.9        9.6       13.2       16.3
Old  :                 28.1       29.7       40.2       43.3        8.9        9.6       13.2       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365A
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    51,561:         0        791      2,391     45,891     41,742     48,282     44,924:     3,279      6,637
Old  :    51,561:         0        791      2,391     45,891     41,742     48,282     44,924:     3,279      6,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     2,503:         0        312        426      2,831       -342      3,257        396:      -754      2,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.5        4.6       89.0       81.0       93.6       87.1:       6.4       12.9
Old  :     100.0:       0.0        1.5        4.6       89.0       81.0       93.6       87.1:       6.4       12.9
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  :        26:         0          1          1         20         18         21         19:
Old  :        26:         0          1          1         20         18         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       61.1       74.5       77.1       52.4       60.6       70.2       69.7
Old  :                 52.5       61.1       74.5       77.1       52.4       60.6       70.2       69.7
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    60,528:     1,156      6,035      1,448     52,418     47,804     55,022     55,287:     5,506      5,241
Old  :    60,528:     1,156      6,035      1,448     52,418     47,804     55,022     55,287:     5,506      5,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     5,301:       760      3,020       -975      6,038      5,602      5,823      7,647:      -522     -2,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       10.0        2.4       86.6       79.0       90.9       91.3:       9.1        8.7
Old  :     100.0:       1.9       10.0        2.4       86.6       79.0       90.9       91.3:       9.1        8.7
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  :        34:         1          4          4         22         23         26         28:
Old  :        34:         1          4          4         22         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  :                 38.4       46.8       60.6       63.8       38.2       42.5       56.0       57.5
Old  :                 38.4       46.8       60.6       63.8       38.2       42.5       56.0       57.5
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   103,330:    10,150      3,432      1,932     81,967     89,130     94,049     94,494:     9,281      8,836
Old  :   103,330:    10,150      3,432      1,932     81,967     89,130     94,049     94,494:     9,281      8,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :    -1,094:         0        856       -856       -724        -21     -1,580        -21:       486     -1,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        3.3        1.9       79.3       86.3       91.0       91.4:       9.0        8.6
Old  :     100.0:       9.8        3.3        1.9       79.3       86.3       91.0       91.4:       9.0        8.6
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  :        38:         1          3          2         30         30         33         33:
Old  :        38:         1          3          2         30         30         33         33:
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  :                 45.5       41.6       62.3       58.6       40.7       37.6       53.4       48.2
Old  :                 45.5       41.6       62.3       58.6       40.7       37.6       53.4       48.2
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    59,655:       248        744          0     53,540     51,060     53,788     51,804:     5,867      7,851
Old  :    59,655:       248        744          0     53,540     51,060     53,788     51,804:     5,867      7,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :      -312:         0          0          0     -1,098        666     -1,098        666:       786       -978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        1.2        0.0       89.7       85.6       90.2       86.8:       9.8       13.2
Old  :     100.0:       0.4        1.2        0.0       89.7       85.6       90.2       86.8:       9.8       13.2
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  :        28:         1          1          0         18         22         19         23:
Old  :        28:         1          1          0         18         22         19         23:
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  :                 44.6       39.5       74.0       62.7       42.7       28.9       59.1       46.6
Old  :                 44.6       39.5       74.0       62.7       42.7       28.9       59.1       46.6
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    71,109:         0      7,536      1,654     67,588     59,381     69,242     68,571:     1,867      2,538
Old  :    71,109:         0      7,536      1,654     67,588     59,381     69,242     68,571:     1,867      2,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :    -1,079:         0        398     -1,730        651       -477     -1,079     -1,809:         0        730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.6        2.3       95.0       83.5       97.4       96.4:       2.6        3.6
Old  :     100.0:       0.0       10.6        2.3       95.0       83.5       97.4       96.4:       2.6        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  :        28:         0          4          3         19         20         22         24:
Old  :        28:         0          4          3         19         20         22         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  :                 51.7       46.7       71.8       68.8       46.2       40.6       62.0       55.1
Old  :                 51.7       46.7       71.8       68.8       46.2       40.6       62.0       55.1
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    68,756:     7,415      6,427      2,577     50,762     54,752     60,754     63,756:     8,002      5,000
Old  :    68,756:     7,415      6,427      2,577     50,762     54,752     60,754     63,756:     8,002      5,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :    -1,351:        22       -345       -143      1,644     -1,106      1,523     -1,594:    -2,874        243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        9.3        3.7       73.8       79.6       88.4       92.7:      11.6        7.3
Old  :     100.0:      10.8        9.3        3.7       73.8       79.6       88.4       92.7:      11.6        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  :        28:         2          2          3         20         22         23         26:
Old  :        28:         2          2          3         20         22         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  :                 42.2       37.4       63.8       62.9       35.6       30.1       46.8       46.6
Old  :                 42.2       37.4       63.8       62.9       35.6       30.1       46.8       46.6
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   100,342:         0      6,998      1,288     91,545     83,752     92,833     92,038:     7,509      8,304
Old  :   100,342:         0      6,998      1,288     91,545     83,752     92,833     92,038:     7,509      8,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     5,650:         0      1,057       -620      6,400      4,357      5,780      4,794:      -130        856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.0        1.3       91.2       83.5       92.5       91.7:       7.5        8.3
Old  :     100.0:       0.0        7.0        1.3       91.2       83.5       92.5       91.7:       7.5        8.3
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  :        29:         0          1          1         20         26         21         27:
Old  :        29:         0          1          1         20         26         21         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       42.3       78.6       61.5       54.4       34.2       70.6       51.8
Old  :                 57.7       42.3       78.6       61.5       54.4       34.2       70.6       51.8
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    42,803:         0      4,029      2,064     33,588     34,667     35,652     40,760:     7,151      2,043
Old  :    42,803:         0      4,029      2,064     33,588     34,667     35,652     40,760:     7,151      2,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :       124:         0        -64          0        218        368        218        304:       -94       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.4        4.8       78.5       81.0       83.3       95.2:      16.7        4.8
Old  :     100.0:       0.0        9.4        4.8       78.5       81.0       83.3       95.2:      16.7        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          2          2         20         17         22         19:
Old  :        24:         0          2          2         20         17         22         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       53.9       59.1       78.7       34.1       52.4       51.2       67.0
Old  :                 39.0       53.9       59.1       78.7       34.1       52.4       51.2       67.0
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    59,902:    19,421          0        552     32,510     53,768     52,483     54,320:     7,419      5,582
Old  :    59,902:    19,421          0        552     32,510     53,768     52,483     54,320:     7,419      5,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     5,881:      -124       -166       -516      6,155      5,526      5,515      4,844:       366      1,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        0.0        0.9       54.3       89.8       87.6       90.7:      12.4        9.3
Old  :     100.0:      32.4        0.0        0.9       54.3       89.8       87.6       90.7:      12.4        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  :        23:         2          0          2         16         19         18         21:
Old  :        23:         2          0          2         16         19         18         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  :                 62.3       47.4       79.1       66.5       46.0       28.6       48.6       41.2
Old  :                 62.3       47.4       79.1       66.5       46.0       28.6       48.6       41.2
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    68,536:         0      4,237      2,588     58,400     52,245     60,988     59,070:     7,548      9,466
Old  :    68,536:         0      4,237      2,588     58,400     52,245     60,988     59,070:     7,548      9,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     7,703:      -547      2,586        781      7,025      5,592      7,259      8,959:       444     -1,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.2        3.8       85.2       76.2       89.0       86.2:      11.0       13.8
Old  :     100.0:       0.0        6.2        3.8       85.2       76.2       89.0       86.2:      11.0       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          2          2         22         17         24         19:
Old  :        27:         0          2          2         22         17         24         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       35.7       61.3       56.9       32.7       30.0       50.6       46.8
Old  :                 42.8       35.7       61.3       56.9       32.7       30.0       50.6       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365P
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    52,354:         0        949      1,651     39,734     45,074     41,385     47,674:    10,969      4,680
Old  :    52,354:         0        949      1,651     39,734     45,074     41,385     47,674:    10,969      4,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :       589:         0     -2,193        566       -403      1,790        163        163:       426        426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.8        3.2       75.9       86.1       79.0       91.1:      21.0        8.9
Old  :     100.0:       0.0        1.8        3.2       75.9       86.1       79.0       91.1:      21.0        8.9
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  :        24:         0          1          1         16         17         17         18:
Old  :        24:         0          1          1         16         17         17         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  :                 59.6       53.9       69.9       76.0       58.3       51.8       66.5       72.0
Old  :                 59.6       53.9       69.9       76.0       58.3       51.8       66.5       72.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-035650
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   163,484:         0     20,334      5,990    144,186    133,282    150,176    159,606:    13,308      3,878
Old  :   163,484:         0     20,334      5,990    144,186    133,282    150,176    159,606:    13,308      3,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     4,588:      -406     -1,337      2,547        499      3,988      2,640      5,198:     1,948       -610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       12.4        3.7       88.2       81.5       91.9       97.6:       8.1        2.4
Old  :     100.0:       0.0       12.4        3.7       88.2       81.5       91.9       97.6:       8.1        2.4
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  :        44:         0          5          3         36         31         39         36:
Old  :        44:         0          5          3         36         31         39         36:
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  :                 37.8       39.5       54.2       60.6       32.6       38.9       45.5       56.8
Old  :                 37.8       39.5       54.2       60.6       32.6       38.9       45.5       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-035651
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    82,076:    10,138      1,973      1,592     60,589     72,625     72,319     76,190:     9,757      5,886
Old  :    82,076:    10,138      1,973      1,592     60,589     72,625     72,319     76,190:     9,757      5,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     1,653:    -3,148          0      1,177      1,025        944       -946      2,121:     2,599       -468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        2.4        1.9       73.8       88.5       88.1       92.8:      11.9        7.2
Old  :     100.0:      12.4        2.4        1.9       73.8       88.5       88.1       92.8:      11.9        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          1          2         19         21         22         23:
Old  :        31:         2          1          2         19         21         22         23:
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  :                 44.9       65.6       66.4       79.9       43.2       65.6       63.5       77.8
Old  :                 44.9       65.6       66.4       79.9       43.2       65.6       63.5       77.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035652
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    69,597:         0      7,747        217     66,711     61,529     66,928     69,493:     2,669        104
Old  :    69,597:         0      7,747        217     66,711     61,529     66,928     69,493:     2,669        104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :    -5,131:    -5,892      4,208         -7      1,573     -8,710     -4,326     -4,509:      -805       -622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.1        0.3       95.9       88.4       96.2       99.9:       3.8        0.1
Old  :     100.0:       0.0       11.1        0.3       95.9       88.4       96.2       99.9:       3.8        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  :        22:         0          1          1         16         15         17         16:
Old  :        22:         0          1          1         16         15         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       73.0       83.6       90.1       52.0       53.0       61.5       66.0
Old  :                 67.6       73.0       83.6       90.1       52.0       53.0       61.5       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035653
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   200,996:     9,533        823      3,749    178,705    190,979    191,987    195,551:     9,009      5,445
Old  :   200,996:     9,533        823      3,749    178,705    190,979    191,987    195,551:     9,009      5,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :    14,281:     2,128       -546       -387     10,535     14,883     12,276     13,950:     2,005        331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        0.4        1.9       88.9       95.0       95.5       97.3:       4.5        2.7
Old  :     100.0:       4.7        0.4        1.9       88.9       95.0       95.5       97.3:       4.5        2.7
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  :        48:         3          1          5         38         40         43         45:
Old  :        48:         3          1          5         38         40         43         45:
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  :                 47.8       38.1       61.1       58.7       32.2       36.4       43.5       50.1
Old  :                 47.8       38.1       61.1       58.7       32.2       36.4       43.5       50.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035654
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   163,258:    16,393      3,988     12,640    127,730    139,749    156,763    156,377:     6,495      6,881
Old  :   163,258:    16,393      3,988     12,640    127,730    139,749    156,763    156,377:     6,495      6,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     2,563:       886       -472     -1,501      1,973      4,570      1,358      2,597:     1,205        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        2.4        7.7       78.2       85.6       96.0       95.8:       4.0        4.2
Old  :     100.0:      10.0        2.4        7.7       78.2       85.6       96.0       95.8:       4.0        4.2
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  :        42:         4          2          6         33         31         39         37:
Old  :        42:         4          2          6         33         31         39         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       53.4       55.4       71.3       35.3       50.4       49.4       62.7
Old  :                 38.0       53.4       55.4       71.3       35.3       50.4       49.4       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035655
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   149,519:     5,753      2,318      1,821    133,870    131,795    141,444    135,934:     8,075     13,585
Old  :   149,519:     5,753      2,318      1,821    133,870    131,795    141,444    135,934:     8,075     13,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     8,155:       199       -199     -1,515     10,988     10,130      9,672      8,416:    -1,517       -261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        1.6        1.2       89.5       88.1       94.6       90.9:       5.4        9.1
Old  :     100.0:       3.8        1.6        1.2       89.5       88.1       94.6       90.9:       5.4        9.1
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  :        41:         1          1          2         30         31         32         33:
Old  :        41:         1          1          2         30         31         32         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       54.7       55.7       66.8       34.8       50.2       47.8       60.5
Old  :                 38.9       54.7       55.7       66.8       34.8       50.2       47.8       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-035657
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   185,474:     8,819     28,720     23,388    147,178    130,422    179,385    182,530:     6,089      2,944
Old  :   185,474:     8,819     28,720     23,388    147,178    130,422    179,385    182,530:     6,089      2,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :    18,098:      -365      6,254      1,184     19,804     10,034     20,623     17,472:    -2,525        626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       15.5       12.6       79.4       70.3       96.7       98.4:       3.3        1.6
Old  :     100.0:       4.8       15.5       12.6       79.4       70.3       96.7       98.4:       3.3        1.6
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  :        43:         3          4          7         29         34         36         41:
Old  :        43:         3          4          7         29         34         36         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  :                 40.3       35.9       60.2       59.4       36.7       28.4       47.3       43.6
Old  :                 40.3       35.9       60.2       59.4       36.7       28.4       47.3       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-035658
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    51,133:     5,061      3,259          0     42,695     40,111     47,756     43,370:     3,377      7,763
Old  :    51,133:     5,061      3,259          0     42,695     40,111     47,756     43,370:     3,377      7,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     1,979:       217        366       -155      2,840      2,717      2,902      2,928:      -923       -949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        6.4        0.0       83.5       78.4       93.4       84.8:       6.6       15.2
Old  :     100.0:       9.9        6.4        0.0       83.5       78.4       93.4       84.8:       6.6       15.2
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  :        30:         3          2          0         19         20         22         22:
Old  :        30:         3          2          0         19         20         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       38.4       70.3       60.7       47.6       31.9       63.4       49.6
Old  :                 50.2       38.4       70.3       60.7       47.6       31.9       63.4       49.6
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,477,498:   273,748     75,797    335,637    846,377  1,054,230  1,455,762  1,465,664:    21,736     11,834
Old  : 1,477,498:   273,748     75,797    335,637    846,377  1,054,230  1,455,762  1,465,664:    21,736     11,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :    71,133:     3,273      9,233     35,954     32,698     26,049     71,925     71,236:      -792       -103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        5.1       22.7       57.3       71.4       98.5       99.2:       1.5        0.8
Old  :     100.0:      18.5        5.1       22.7       57.3       71.4       98.5       99.2:       1.5        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        28          9         31         91         81        125        115:
Old  :       132:        28          9         31         91         81        125        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       30.2       41.6       48.4       15.1       23.3       24.9       34.4
Old  :                 25.8       30.2       41.6       48.4       15.1       23.3       24.9       34.4
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   331,633:    89,980     24,292     82,741    155,728    221,952    328,449    328,985:     3,184      2,648
Old  :   331,633:    89,980     24,292     82,741    155,728    221,952    328,449    328,985:     3,184      2,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :    33,600:    11,230    -22,301     18,489      4,023     37,696     33,742     33,884:      -142       -284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        7.3       24.9       47.0       66.9       99.0       99.2:       1.0        0.8
Old  :     100.0:      27.1        7.3       24.9       47.0       66.9       99.0       99.2:       1.0        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        16          8         18         30         28         50         50:
Old  :        58:        16          8         18         30         28         50         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  :                 44.1       51.6       61.7       71.0       18.3       22.2       25.9       34.6
Old  :                 44.1       51.6       61.7       71.0       18.3       22.2       25.9       34.6
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    68,717:    15,830      9,157      9,741     42,257     48,845     67,828     67,743:       889        974
Old  :    68,717:    15,830      9,157      9,741     42,257     48,845     67,828     67,743:       889        974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :      -960:      -903        360       -537        820       -620       -620       -797:      -340       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       13.3       14.2       61.5       71.1       98.7       98.6:       1.3        1.4
Old  :     100.0:      23.0       13.3       14.2       61.5       71.1       98.7       98.6:       1.3        1.4
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  :        57:         5          4          9         43         42         53         51:
Old  :        57:         5          4          9         43         42         53         51:
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  :                 44.9       40.7       58.2       60.6       37.4       32.2       45.2       46.2
Old  :                 44.9       40.7       58.2       60.6       37.4       32.2       45.2       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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    24,093:     1,310      6,510      1,331     20,479     15,024     23,120     22,865:       973      1,228
Old  :    24,093:     1,310      6,510      1,331     20,479     15,024     23,120     22,865:       973      1,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :       292:    -1,118     -1,440         64        606        928       -448       -448:       740        740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       27.0        5.5       85.0       62.4       96.0       94.9:       4.0        5.1
Old  :     100.0:       5.4       27.0        5.5       85.0       62.4       96.0       94.9:       4.0        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  :        36:         2          4          6         22         25         28         31:
Old  :        36:         2          4          6         22         25         28         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.0       49.2       81.7       70.4       59.4       48.7       72.8       66.1
Old  :                 67.0       49.2       81.7       70.4       59.4       48.7       72.8       66.1
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,552:     2,122      2,500        430      9,281      9,156     11,833     12,086:       719        466
Old  :    12,552:     2,122      2,500        430      9,281      9,156     11,833     12,086:       719        466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :       831:         0      1,068       -149        982        -86        833        833:        -2         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       19.9        3.4       73.9       72.9       94.3       96.3:       5.7        3.7
Old  :     100.0:      16.9       19.9        3.4       73.9       72.9       94.3       96.3:       5.7        3.7
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  :        25:         2          3          1         17         12         20         15:
Old  :        25:         2          3          1         17         12         20         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  :                 49.6       62.4       70.6       84.2       37.5       41.3       53.1       52.3
Old  :                 49.6       62.4       70.6       84.2       37.5       41.3       53.1       52.3
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    24,848:     4,130      9,494        978     18,552     13,188     23,660     23,660:     1,188      1,188
Old  :    24,848:     4,130      9,494        978     18,552     13,188     23,660     23,660:     1,188      1,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :       206:       -80         40          0        246        106        166        146:        40         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       38.2        3.9       74.7       53.1       95.2       95.2:       4.8        4.8
Old  :     100.0:      16.6       38.2        3.9       74.7       53.1       95.2       95.2:       4.8        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          5          5         24         22         30         28:
Old  :        34:         2          5          5         24         22         30         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  :                 52.7       58.5       71.8       76.0       51.7       49.6       63.2       62.3
Old  :                 52.7       58.5       71.8       76.0       51.7       49.6       63.2       62.3
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    20,564:     6,320        560        630     12,853     18,932     19,803     20,122:       761        442
Old  :    20,564:     6,320        560        630     12,853     18,932     19,803     20,122:       761        442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :      -138:    -1,290       -760         80      1,034        750       -176         70:        38       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        2.7        3.1       62.5       92.1       96.3       97.9:       3.7        2.1
Old  :     100.0:      30.7        2.7        3.1       62.5       92.1       96.3       97.9:       3.7        2.1
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  :        37:         3          2          4         30         25         34         30:
Old  :        37:         3          2          4         30         25         34         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       52.3       67.1       74.8       50.1       49.2       65.6       66.5
Old  :                 50.7       52.3       67.1       74.8       50.1       49.2       65.6       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06465S
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,118:       640        852      1,224      9,738      9,602     11,602     11,678:       516        440
Old  :    12,118:       640        852      1,224      9,738      9,602     11,602     11,678:       516        440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :      -222:         0        200       -240         18       -182       -222       -222:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        7.0       10.1       80.4       79.2       95.7       96.4:       4.3        3.6
Old  :     100.0:       5.3        7.0       10.1       80.4       79.2       95.7       96.4:       4.3        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  :        23:         2          2          2         14         16         18         18:
Old  :        23:         2          2          2         14         16         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       66.9       83.0       86.9       54.8       59.2       64.5       68.0
Old  :                 58.1       66.9       83.0       86.9       54.8       59.2       64.5       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   926,564:   129,197    147,698    151,570    580,179    566,940    860,946    866,208:    65,618     60,356
Old  :   926,564:   129,197    147,698    151,570    580,179    566,940    860,946    866,208:    65,618     60,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :   -14,616:    -8,476      9,486       -575       -978    -19,762    -10,029    -10,851:    -4,587     -3,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       15.9       16.4       62.6       61.2       92.9       93.5:       7.1        6.5
Old  :     100.0:      13.9       15.9       16.4       62.6       61.2       92.9       93.5:       7.1        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        81         87        100         85         96        226        231:
Old  :       280:        81         87        100         85         96        226        231:
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  :                 24.5       18.3       37.0       27.4       20.0        8.3       26.1       14.5
Old  :                 24.5       18.3       37.0       27.4       20.0        8.3       26.1       14.5
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    16,189:     8,112      1,689      1,052      3,030     12,853     12,194     15,594:     3,995        595
Old  :    16,189:     8,112      1,689      1,052      3,030     12,853     12,194     15,594:     3,995        595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :       -17:      -268         24        388        214       -437        334        -25:      -351          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       10.4        6.5       18.7       79.4       75.3       96.3:      24.7        3.7
Old  :     100.0:      50.1       10.4        6.5       18.7       79.4       75.3       96.3:      24.7        3.7
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:        78          7          7         16         26        101         37:
Old  :       130:        78          7          7         16         26        101         37:
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  :                 14.5       44.9       25.6       64.1       14.5       44.9       25.6       62.6
Old  :                 14.5       44.9       25.6       64.1       14.5       44.9       25.6       62.6
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,571:     5,197      1,404         83      1,709      7,112      6,989      8,599:     2,582        972
Old  :     9,571:     5,197      1,404         83      1,709      7,112      6,989      8,599:     2,582        972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :    -1,813:    -1,973        126        -66        311     -1,487     -1,728     -1,427:       -85       -386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.3       14.7        0.9       17.9       74.3       73.0       89.8:      27.0       10.2
Old  :     100.0:      54.3       14.7        0.9       17.9       74.3       73.0       89.8:      27.0       10.2
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  :        58:        23          9          1         11         17         35         26:
Old  :        58:        23          9          1         11         17         35         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  :                 22.3       44.4       35.8       60.9       22.3       42.7       35.8       59.2
Old  :                 22.3       44.4       35.8       60.9       22.3       42.7       35.8       59.2
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 - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   165,826:    46,312     14,423     11,198     91,023    124,652    148,533    150,273:    17,293     15,553
Old  :   165,826:    46,312     14,423     11,198     91,023    124,652    148,533    150,273:    17,293     15,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :     8,597:     6,699      4,620     -1,113      1,616      1,780      7,202      5,287:     1,395      3,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        8.7        6.8       54.9       75.2       89.6       90.6:      10.4        9.4
Old  :     100.0:      27.9        8.7        6.8       54.9       75.2       89.6       90.6:      10.4        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  :       164:        56         22         36         65         68        132        119:
Old  :       164:        56         22         36         65         68        132        119:
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  :                 21.8       21.8       35.5       33.8       18.1       16.5       29.7       26.6
Old  :                 21.8       21.8       35.5       33.8       18.1       16.5       29.7       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders - Futures Only, February 14, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    17,031:     3,000          0          0     12,463     16,096     15,463     16,096:     1,568        935
Old  :    17,031:     3,000          0          0     12,463     16,096     15,463     16,096:     1,568        935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2006                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        0.0        0.0       73.2       94.5       90.8       94.5:       9.2        5.5
Old  :     100.0:      17.6        0.0        0.0       73.2       94.5       90.8       94.5:       9.2        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0         14         15         15         15:
Old  :        20:         1          0          0         14         15         15         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  :                 59.7       55.8       83.6       78.0       32.9       25.5       38.8       37.1
Old  :                 59.7       55.8       83.6       78.0       32.9       25.5       38.8       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 17, 2006