NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders - Futures Only, February 28, 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  :     5,180:       960      1,050          0      4,012      3,631      4,972      4,681:       208        499
Old  :     5,180:       960      1,050          0      4,012      3,631      4,972      4,681:       208        499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :        70:         0          0          0        -18        125        -18        125:        88        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       20.3        0.0       77.5       70.1       96.0       90.4:       4.0        9.6
Old  :     100.0:      18.5       20.3        0.0       77.5       70.1       96.0       90.4:       4.0        9.6
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:         1          3          0         18         17         19         20:
Old  :        28:         1          3          0         18         17         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       40.3       75.3       61.7       51.1       36.4       63.2       50.1
Old  :                 56.5       40.3       75.3       61.7       51.1       36.4       63.2       50.1
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 28, 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  :   162,402:    24,317     25,099     17,776     98,363     89,406    140,456    132,281:    21,946     30,121
Old  :   162,402:    24,317     25,099     17,776     98,363     89,406    140,456    132,281:    21,946     30,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -7,348:    -1,045        586     -3,181       -211     -1,226     -4,437     -3,821:    -2,911     -3,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       15.5       10.9       60.6       55.1       86.5       81.5:      13.5       18.5
Old  :     100.0:      15.0       15.5       10.9       60.6       55.1       86.5       81.5:      13.5       18.5
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  :       137:        22         42         30         61         63        105        116:
Old  :       137:        22         42         30         61         63        105        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       17.1       40.9       26.7       22.3       10.3       32.9       16.3
Old  :                 24.5       17.1       40.9       26.7       22.3       10.3       32.9       16.3
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 28, 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  :   607,618:    34,317     73,486    239,081    261,765    266,777    535,163    579,344:    72,455     28,274
Old  :   607,618:    34,317     73,486    239,081    261,765    266,777    535,163    579,344:    72,455     28,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -8,955:   -15,171    -22,639     20,840    -17,622     -5,743    -11,953     -7,542:     2,998     -1,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       12.1       39.3       43.1       43.9       88.1       95.3:      11.9        4.7
Old  :     100.0:       5.6       12.1       39.3       43.1       43.9       88.1       95.3:      11.9        4.7
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  :       204:        56         53         73         86         73        185        161:
Old  :       204:        56         53         73         86         73        185        161:
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  :                 31.7       33.9       43.2       46.0        7.4        7.3       10.3       12.0
Old  :                 31.7       33.9       43.2       46.0        7.4        7.3       10.3       12.0
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 28, 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  :    53,116:       353          0      1,863     46,202     44,452     48,418     46,315:     4,698      6,801
Old  :    53,116:       353          0      1,863     46,202     44,452     48,418     46,315:     4,698      6,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :       509:       353     -1,456         71     -1,019      1,856       -595        471:     1,104         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        3.5       87.0       83.7       91.2       87.2:       8.8       12.8
Old  :     100.0:       0.7        0.0        3.5       87.0       83.7       91.2       87.2:       8.8       12.8
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  :        26:         1          0          1         20         18         21         19:
Old  :        26:         1          0          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  :                 48.1       61.2       71.2       75.8       47.7       59.5       68.4       68.3
Old  :                 48.1       61.2       71.2       75.8       47.7       59.5       68.4       68.3
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 28, 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  :    61,725:     3,597      5,526      1,761     49,323     47,911     54,681     55,198:     7,044      6,527
Old  :    61,725:     3,597      5,526      1,761     49,323     47,911     54,681     55,198:     7,044      6,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     1,220:     2,531     -3,415        -28     -2,141      2,959        362       -484:       858      1,704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        9.0        2.9       79.9       77.6       88.6       89.4:      11.4       10.6
Old  :     100.0:       5.8        9.0        2.9       79.9       77.6       88.6       89.4:      11.4       10.6
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  :        30:         2          3          4         18         19         23         23:
Old  :        30:         2          3          4         18         19         23         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  :                 42.1       40.7       63.9       59.0       39.9       34.6       56.1       49.1
Old  :                 42.1       40.7       63.9       59.0       39.9       34.6       56.1       49.1
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 28, 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  :   103,206:    10,150      2,756      2,608     81,659     88,274     94,417     93,638:     8,789      9,568
Old  :   103,206:    10,150      2,756      2,608     81,659     88,274     94,417     93,638:     8,789      9,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :       588:         0        180       -180      1,167        -20        987        -20:      -399        608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        2.7        2.5       79.1       85.5       91.5       90.7:       8.5        9.3
Old  :     100.0:       9.8        2.7        2.5       79.1       85.5       91.5       90.7:       8.5        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  :        37:         1          3          2         32         27         35         30:
Old  :        37:         1          3          2         32         27         35         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  :                 43.9       42.2       61.6       61.1       40.7       36.8       54.2       52.1
Old  :                 43.9       42.2       61.6       61.1       40.7       36.8       54.2       52.1
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 28, 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  :    62,166:       248        744          0     55,527     52,841     55,775     53,585:     6,391      8,581
Old  :    62,166:       248        744          0     55,527     52,841     55,775     53,585:     6,391      8,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     1,757:         0          0          0      1,215         45      1,215         45:       542      1,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        1.2        0.0       89.3       85.0       89.7       86.2:      10.3       13.8
Old  :     100.0:       0.4        1.2        0.0       89.3       85.0       89.7       86.2:      10.3       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  :        29:         1          1          0         21         24         22         25:
Old  :        29:         1          1          0         21         24         22         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       36.8       72.9       61.0       43.2       28.3       60.1       46.7
Old  :                 45.6       36.8       72.9       61.0       43.2       28.3       60.1       46.7
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 28, 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  :    77,656:         0     10,928        576     75,399     64,168     75,975     75,672:     1,681      1,984
Old  :    77,656:         0     10,928        576     75,399     64,168     75,975     75,672:     1,681      1,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     4,713:         0      1,066         -6      4,719      4,509      4,713      5,569:         0       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.1        0.7       97.1       82.6       97.8       97.4:       2.2        2.6
Old  :     100.0:       0.0       14.1        0.7       97.1       82.6       97.8       97.4:       2.2        2.6
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  :        29:         0          3          2         20         21         22         24:
Old  :        29:         0          3          2         20         21         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  :                 49.7       47.1       71.4       70.2       44.3       38.8       63.0       55.5
Old  :                 49.7       47.1       71.4       70.2       44.3       38.8       63.0       55.5
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 28, 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  :    72,186:     8,509      8,267      2,827     51,992     54,899     63,328     65,993:     8,858      6,193
Old  :    72,186:     8,509      8,267      2,827     51,992     54,899     63,328     65,993:     8,858      6,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :       813:       642        920          4       -449       -173        197        751:       616         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       11.5        3.9       72.0       76.1       87.7       91.4:      12.3        8.6
Old  :     100.0:      11.8       11.5        3.9       72.0       76.1       87.7       91.4:      12.3        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  :        27:         2          2          3         19         21         22         25:
Old  :        27:         2          2          3         19         21         22         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       35.3       62.7       60.8       36.6       30.0       46.6       46.6
Old  :                 43.4       35.3       62.7       60.8       36.6       30.0       46.6       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 28, 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  :   107,411:         0      4,350      2,509     96,597     90,653     99,106     97,512:     8,305      9,899
Old  :   107,411:         0      4,350      2,509     96,597     90,653     99,106     97,512:     8,305      9,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     8,143:         0      1,396       -317      8,294      7,656      7,977      8,735:       166       -592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.0        2.3       89.9       84.4       92.3       90.8:       7.7        9.2
Old  :     100.0:       0.0        4.0        2.3       89.9       84.4       92.3       90.8:       7.7        9.2
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  :        34:         0          1          1         25         25         26         26:
Old  :        34:         0          1          1         25         25         26         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       41.9       69.8       61.9       47.5       35.1       60.9       52.3
Old  :                 52.5       41.9       69.8       61.9       47.5       35.1       60.9       52.3
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 28, 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  :    45,175:       778      1,504      1,838     34,987     40,254     37,603     43,596:     7,572      1,579
Old  :    45,175:       778      1,504      1,838     34,987     40,254     37,603     43,596:     7,572      1,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     2,108:         0       -613        430      1,658      3,183      2,088      3,000:        20       -892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        3.3        4.1       77.4       89.1       83.2       96.5:      16.8        3.5
Old  :     100.0:       1.7        3.3        4.1       77.4       89.1       83.2       96.5:      16.8        3.5
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  :        25:         1          1          2         20         19         22         21:
Old  :        25:         1          1          2         20         19         22         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  :                 36.7       54.9       58.3       77.4       33.5       53.4       52.2       66.9
Old  :                 36.7       54.9       58.3       77.4       33.5       53.4       52.2       66.9
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 28, 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  :    67,462:    19,359          0        552     40,823     61,459     60,734     62,011:     6,728      5,451
Old  :    67,462:    19,359          0        552     40,823     61,459     60,734     62,011:     6,728      5,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     4,697:         0          0          0      5,196      6,657      5,196      6,657:      -499     -1,960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        0.0        0.8       60.5       91.1       90.0       91.9:      10.0        8.1
Old  :     100.0:      28.7        0.0        0.8       60.5       91.1       90.0       91.9:      10.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          0          2         20         24         22         26:
Old  :        28:         2          0          2         20         24         22         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  :                 57.3       45.5       76.0       62.3       46.2       26.9       49.7       39.3
Old  :                 57.3       45.5       76.0       62.3       46.2       26.9       49.7       39.3
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 28, 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  :    68,970:     3,705      1,087      2,141     55,047     55,382     60,893     58,610:     8,077     10,360
Old  :    68,970:     3,705      1,087      2,141     55,047     55,382     60,893     58,610:     8,077     10,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :      -757:       896        118     -1,134        369       -655        131     -1,671:      -888        914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        1.6        3.1       79.8       80.3       88.3       85.0:      11.7       15.0
Old  :     100.0:       5.4        1.6        3.1       79.8       80.3       88.3       85.0:      11.7       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          1          2         21         19         23         21:
Old  :        29:         1          1          2         21         19         23         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  :                 40.3       34.3       62.0       55.5       30.8       31.2       49.7       50.1
Old  :                 40.3       34.3       62.0       55.5       30.8       31.2       49.7       50.1
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 28, 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  :    57,092:         0      2,417        791     44,391     49,630     45,182     52,838:    11,910      4,254
Old  :    57,092:         0      2,417        791     44,391     49,630     45,182     52,838:    11,910      4,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     2,624:         0        850       -474      2,577      2,372      2,103      2,748:       521       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.2        1.4       77.8       86.9       79.1       92.5:      20.9        7.5
Old  :     100.0:       0.0        4.2        1.4       77.8       86.9       79.1       92.5:      20.9        7.5
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  :        24:         0          1          1         15         18         16         19:
Old  :        24:         0          1          1         15         18         16         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  :                 58.5       48.3       70.3       72.0       57.3       47.0       66.9       66.8
Old  :                 58.5       48.3       70.3       72.0       57.3       47.0       66.9       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-023A09
Commitments of Traders - Futures Only, February 28, 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  :    60,671:     1,634      9,148          0     57,952     49,970     59,586     59,118:     1,085      1,553
Old  :    60,671:     1,634      9,148          0     57,952     49,970     59,586     59,118:     1,085      1,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       15.1        0.0       95.5       82.4       98.2       97.4:       1.8        2.6
Old  :     100.0:       2.7       15.1        0.0       95.5       82.4       98.2       97.4:       1.8        2.6
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  :        34:         3          1          0         19         17         22         18:
Old  :        34:         3          1          0         19         17         22         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  :                 75.6       70.1       87.6       90.3       53.2       56.6       60.9       64.5
Old  :                 75.6       70.1       87.6       90.3       53.2       56.6       60.9       64.5
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 28, 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  :   176,083:       884     23,709      3,857    160,867    144,364    165,608    171,930:    10,475      4,153
Old  :   176,083:       884     23,709      3,857    160,867    144,364    165,608    171,930:    10,475      4,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     2,456:       884     -1,612       -594      4,996      5,293      5,286      3,087:    -2,830       -631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       13.5        2.2       91.4       82.0       94.1       97.6:       5.9        2.4
Old  :     100.0:       0.5       13.5        2.2       91.4       82.0       94.1       97.6:       5.9        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  :        46:         1          4          3         38         32         41         37:
Old  :        46:         1          4          3         38         32         41         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  :                 36.5       39.6       54.3       59.9       31.1       39.1       45.6       56.3
Old  :                 36.5       39.6       54.3       59.9       31.1       39.1       45.6       56.3
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 28, 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  :    83,487:    11,486      1,973      1,747     60,345     73,204     73,578     76,924:     9,909      6,563
Old  :    83,487:    11,486      1,973      1,747     60,345     73,204     73,578     76,924:     9,909      6,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :       766:     2,938          0       -570       -898        358      1,470       -212:      -704        978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        2.4        2.1       72.3       87.7       88.1       92.1:      11.9        7.9
Old  :     100.0:      13.8        2.4        2.1       72.3       87.7       88.1       92.1:      11.9        7.9
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  :        32:         2          1          2         20         22         23         24:
Old  :        32:         2          1          2         20         22         23         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  :                 45.4       64.1       67.4       79.2       43.6       63.5       64.6       78.6
Old  :                 45.4       64.1       67.4       79.2       43.6       63.5       64.6       78.6
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 28, 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  :    77,753:       834      9,396          0     71,862     67,827     72,696     77,223:     5,057        530
Old  :    77,753:       834      9,396          0     71,862     67,827     72,696     77,223:     5,057        530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     8,447:       834      1,215          0      5,380      6,930      6,214      8,145:     2,233        302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       12.1        0.0       92.4       87.2       93.5       99.3:       6.5        0.7
Old  :     100.0:       1.1       12.1        0.0       92.4       87.2       93.5       99.3:       6.5        0.7
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  :        32:         2          1          0         22         17         24         18:
Old  :        32:         2          1          0         22         17         24         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  :                 67.3       64.9       80.6       84.7       49.7       43.7       56.8       60.9
Old  :                 67.3       64.9       80.6       84.7       49.7       43.7       56.8       60.9
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 28, 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  :   210,827:     5,912        823      4,318    190,189    199,421    200,419    204,562:    10,408      6,265
Old  :   210,827:     5,912        823      4,318    190,189    199,421    200,419    204,562:    10,408      6,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     6,990:       294       -234         -7      6,667      7,113      6,954      6,872:        36        118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        0.4        2.0       90.2       94.6       95.1       97.0:       4.9        3.0
Old  :     100.0:       2.8        0.4        2.0       90.2       94.6       95.1       97.0:       4.9        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         3          1          4         40         43         45         47:
Old  :        51:         3          1          4         40         43         45         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       37.8       62.5       58.4       35.3       34.4       47.4       47.5
Old  :                 46.3       37.8       62.5       58.4       35.3       34.4       47.4       47.5
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 28, 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  :   163,131:    14,880      3,048      8,804    133,683    143,235    157,367    155,087:     5,764      8,044
Old  :   163,131:    14,880      3,048      8,804    133,683    143,235    157,367    155,087:     5,764      8,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -2,981:      -667     -1,684     -3,502      1,586      1,567     -2,583     -3,619:      -398        638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        1.9        5.4       81.9       87.8       96.5       95.1:       3.5        4.9
Old  :     100.0:       9.1        1.9        5.4       81.9       87.8       96.5       95.1:       3.5        4.9
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  :        43:         3          3          6         33         29         39         35:
Old  :        43:         3          3          6         33         29         39         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       52.9       55.1       69.5       33.8       49.9       48.9       60.5
Old  :                 37.3       52.9       55.1       69.5       33.8       49.9       48.9       60.5
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 28, 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  :   154,772:     3,355      5,269      3,743    139,635    130,353    146,733    139,365:     8,039     15,407
Old  :   154,772:     3,355      5,269      3,743    139,635    130,353    146,733    139,365:     8,039     15,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     3,459:     2,053      1,677         96      2,190      1,596      4,339      3,369:      -880         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        3.4        2.4       90.2       84.2       94.8       90.0:       5.2       10.0
Old  :     100.0:       2.2        3.4        2.4       90.2       84.2       94.8       90.0:       5.2       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         1          2          2         32         32         34         35:
Old  :        42:         1          2          2         32         32         34         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       50.8       55.3       62.4       36.3       45.7       47.8       54.9
Old  :                 37.8       50.8       55.3       62.4       36.3       45.7       47.8       54.9
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 28, 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  :   197,880:     6,125     34,485     25,351    159,998    135,456    191,474    195,292:     6,406      2,588
Old  :   197,880:     6,125     34,485     25,351    159,998    135,456    191,474    195,292:     6,406      2,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     3,716:    -1,005      4,954         78      4,313     -1,188      3,386      3,844:       330       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1       17.4       12.8       80.9       68.5       96.8       98.7:       3.2        1.3
Old  :     100.0:       3.1       17.4       12.8       80.9       68.5       96.8       98.7:       3.2        1.3
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  :        44:         4          3          7         29         34         36         41:
Old  :        44:         4          3          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  :                 42.9       35.7       62.7       57.2       38.7       30.1       48.3       43.2
Old  :                 42.9       35.7       62.7       57.2       38.7       30.1       48.3       43.2
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 28, 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  :    52,999:     4,844      3,019          0     44,347     40,901     49,191     43,920:     3,808      9,079
Old  :    52,999:     4,844      3,019          0     44,347     40,901     49,191     43,920:     3,808      9,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     1,464:      -217       -480          0      1,436      1,302      1,219        822:       245        642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        5.7        0.0       83.7       77.2       92.8       82.9:       7.2       17.1
Old  :     100.0:       9.1        5.7        0.0       83.7       77.2       92.8       82.9:       7.2       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          2          0         19         21         21         23:
Old  :        30:         2          2          0         19         21         21         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  :                 50.6       35.2       72.8       56.6       46.8       31.6       61.2       46.2
Old  :                 50.6       35.2       72.8       56.6       46.8       31.6       61.2       46.2
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 28, 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  : 1,480,743:   246,544     24,520    387,547    828,170  1,054,953  1,462,261  1,467,020:    18,482     13,723
Old  : 1,480,743:   246,544     24,520    387,547    828,170  1,054,953  1,462,261  1,467,020:    18,482     13,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -31,837:   -17,271    -37,260     25,379    -36,338    -19,960    -28,230    -31,841:    -3,607          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        1.7       26.2       55.9       71.2       98.8       99.1:       1.2        0.9
Old  :     100.0:      16.7        1.7       26.2       55.9       71.2       98.8       99.1:       1.2        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        28          8         30         89         77        123        109:
Old  :       128:        28          8         30         89         77        123        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       29.3       42.3       46.7       13.9       23.6       22.7       33.6
Old  :                 26.7       29.3       42.3       46.7       13.9       23.6       22.7       33.6
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 28, 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  :   306,614:    68,314     24,053     82,380    151,603    197,262    302,297    303,695:     4,317      2,919
Old  :   306,614:    68,314     24,053     82,380    151,603    197,262    302,297    303,695:     4,317      2,919
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -35,119:   -20,647     -1,985     -5,751     -9,928    -28,005    -36,326    -35,741:     1,207        622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        7.8       26.9       49.4       64.3       98.6       99.0:       1.4        1.0
Old  :     100.0:      22.3        7.8       26.9       49.4       64.3       98.6       99.0:       1.4        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        12          9         17         29         25         48         44:
Old  :        50:        12          9         17         29         25         48         44:
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  :                 47.4       59.2       62.4       75.9       19.3       26.3       27.0       37.8
Old  :                 47.4       59.2       62.4       75.9       19.3       26.3       27.0       37.8
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 28, 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  :    65,028:    14,878     10,258      7,422     41,909     46,588     64,209     64,268:       819        760
Old  :    65,028:    14,878     10,258      7,422     41,909     46,588     64,209     64,268:       819        760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -3,003:      -216      1,033     -1,505     -1,332     -2,577     -3,053     -3,049:        50         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       15.8       11.4       64.4       71.6       98.7       98.8:       1.3        1.2
Old  :     100.0:      22.9       15.8       11.4       64.4       71.6       98.7       98.8:       1.3        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         6          4          8         42         39         51         48:
Old  :        54:         6          4          8         42         39         51         48:
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       39.4       58.0       58.7       37.3       32.1       45.7       45.2
Old  :                 44.6       39.4       58.0       58.7       37.3       32.1       45.7       45.2
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 28, 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  :    25,023:     1,310      8,059      1,245     21,765     14,761     24,320     24,065:       703        958
Old  :    25,023:     1,310      8,059      1,245     21,765     14,761     24,320     24,065:       703        958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :      -178:         0          0          0         92         92         92         92:      -270       -270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       32.2        5.0       87.0       59.0       97.2       96.2:       2.8        3.8
Old  :     100.0:       5.2       32.2        5.0       87.0       59.0       97.2       96.2:       2.8        3.8
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  :        36:         2          4          6         23         23         29         29:
Old  :        36:         2          4          6         23         23         29         29:
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  :                 62.8       50.6       80.4       72.4       57.0       46.0       71.0       64.7
Old  :                 62.8       50.6       80.4       72.4       57.0       46.0       71.0       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465B
Commitments of Traders - Futures Only, February 28, 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  :    13,935:     3,311        968      1,707      8,664     11,260     13,682     13,935:       253          0
Old  :    13,935:     3,311        968      1,707      8,664     11,260     13,682     13,935:       253          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :        67:       510          0          0         23        533        533        533:      -466       -466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        6.9       12.2       62.2       80.8       98.2      100.0:       1.8        0.0
Old  :     100.0:      23.8        6.9       12.2       62.2       80.8       98.2      100.0:       1.8        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          2          1         17         14         20         17:
Old  :        26:         3          2          1         17         14         20         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  :                 56.0       58.9       78.9       84.5       38.7       39.3       53.4       55.0
Old  :                 56.0       58.9       78.9       84.5       38.7       39.3       53.4       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465C
Commitments of Traders - Futures Only, February 28, 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  :    12,350:     1,398      4,287        105     10,153      7,958     11,656     12,350:       694          0
Old  :    12,350:     1,398      4,287        105     10,153      7,958     11,656     12,350:       694          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :        40:         0         40        -40          0         40        -40         40:        80          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       34.7        0.9       82.2       64.4       94.4      100.0:       5.6        0.0
Old  :     100.0:      11.3       34.7        0.9       82.2       64.4       94.4      100.0:       5.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          1         13         11         15         14:
Old  :        21:         1          3          1         13         11         15         14:
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  :                 73.6       68.3       89.2       91.8       68.1       65.6       77.0       82.3
Old  :                 73.6       68.3       89.2       91.8       68.1       65.6       77.0       82.3
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 28, 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  :    26,498:     4,060     10,214        868     20,442     14,268     25,370     25,350:     1,128      1,148
Old  :    26,498:     4,060     10,214        868     20,442     14,268     25,370     25,350:     1,128      1,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     1,050:       -50        500       -110      1,270        700      1,110      1,090:       -60        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       38.5        3.3       77.1       53.8       95.7       95.7:       4.3        4.3
Old  :     100.0:      15.3       38.5        3.3       77.1       53.8       95.7       95.7:       4.3        4.3
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  :        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  :                 51.7       57.3       69.7       74.8       50.7       48.9       62.2       62.2
Old  :                 51.7       57.3       69.7       74.8       50.7       48.9       62.2       62.2
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 28, 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  :    23,732:     7,180      1,420        730     15,001     21,130     22,911     23,280:       821        452
Old  :    23,732:     7,180      1,420        730     15,001     21,130     22,911     23,280:       821        452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     1,570:       460        860        100      1,240        586      1,800      1,546:      -230         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        6.0        3.1       63.2       89.0       96.5       98.1:       3.5        1.9
Old  :     100.0:      30.3        6.0        3.1       63.2       89.0       96.5       98.1:       3.5        1.9
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  :        38:         3          2          4         31         27         35         32:
Old  :        38:         3          2          4         31         27         35         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       48.2       68.8       72.0       44.7       45.1       57.2       62.4
Old  :                 51.7       48.2       68.8       72.0       44.7       45.1       57.2       62.4
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 28, 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  :    13,086:       640        902      1,224     10,706     10,500     12,570     12,626:       516        460
Old  :    13,086:       640        902      1,224     10,706     10,500     12,570     12,626:       516        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :       820:         0         50        240        580        510        820        800:         0         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        6.9        9.4       81.8       80.2       96.1       96.5:       3.9        3.5
Old  :     100.0:       4.9        6.9        9.4       81.8       80.2       96.1       96.5:       3.9        3.5
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  :        24:         2          2          2         14         17         18         19:
Old  :        24:         2          2          2         14         17         18         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  :                 56.7       61.9       80.0       83.5       54.5       56.9       66.9       70.1
Old  :                 56.7       61.9       80.0       83.5       54.5       56.9       66.9       70.1
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 28, 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  :   941,616:   120,612    146,263    147,073    609,660    574,726    877,345    868,062:    64,271     73,554
Old  :   941,616:   120,612    146,263    147,073    609,660    574,726    877,345    868,062:    64,271     73,554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    52,315:     8,588      4,111      5,798     26,957     25,381     41,343     35,290:    10,972     17,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       15.5       15.6       64.7       61.0       93.2       92.2:       6.8        7.8
Old  :     100.0:      12.8       15.5       15.6       64.7       61.0       93.2       92.2:       6.8        7.8
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  :       265:        67         89         96         83         86        213        222:
Old  :       265:        67         89         96         83         86        213        222:
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  :                 25.6       20.4       39.6       29.7       20.4        8.7       27.3       14.2
Old  :                 25.6       20.4       39.6       29.7       20.4        8.7       27.3       14.2
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 28, 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  :    16,905:     8,224      1,703        906      4,289     14,017     13,419     16,626:     3,486        279
Old  :    16,905:     8,224      1,703        906      4,289     14,017     13,419     16,626:     3,486        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :      -314:        23       -113       -793        919        971        149         65:      -463       -379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6       10.1        5.4       25.4       82.9       79.4       98.3:      20.6        1.7
Old  :     100.0:      48.6       10.1        5.4       25.4       82.9       79.4       98.3:      20.6        1.7
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  :       129:        77          7         12         21         27        104         43:
Old  :       129:        77          7         12         21         27        104         43:
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  :                 16.7       50.7       28.0       68.2       15.5       45.1       26.0       61.2
Old  :                 16.7       50.7       28.0       68.2       15.5       45.1       26.0       61.2
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 28, 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  :     8,576:     4,302      1,169        234      1,552      6,026      6,088      7,429:     2,488      1,147
Old  :     8,576:     4,302      1,169        234      1,552      6,026      6,088      7,429:     2,488      1,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :      -160:       153        149         71       -309       -323        -85       -103:       -75        -57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2       13.6        2.7       18.1       70.3       71.0       86.6:      29.0       13.4
Old  :     100.0:      50.2       13.6        2.7       18.1       70.3       71.0       86.6:      29.0       13.4
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  :        56:        21         10          2          9         18         31         29:
Old  :        56:        21         10          2          9         18         31         29:
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  :                 22.2       44.2       35.7       59.2       22.2       42.1       35.7       57.1
Old  :                 22.2       44.2       35.7       59.2       22.2       42.1       35.7       57.1
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 28, 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  :   150,261:    31,878     18,158     10,135     92,412    108,150    134,425    136,443:    15,836     13,818
Old  :   150,261:    31,878     18,158     10,135     92,412    108,150    134,425    136,443:    15,836     13,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -13,485:    -6,565      1,333      1,219     -6,786    -15,227    -12,132    -12,675:    -1,353       -810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       12.1        6.7       61.5       72.0       89.5       90.8:      10.5        9.2
Old  :     100.0:      21.2       12.1        6.7       61.5       72.0       89.5       90.8:      10.5        9.2
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  :       165:        46         29         37         64         74        127        128:
Old  :       165:        46         29         37         64         74        127        128:
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  :                 29.2       22.9       43.7       34.6       22.0       18.1       36.0       28.2
Old  :                 29.2       22.9       43.7       34.6       22.0       18.1       36.0       28.2
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 28, 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  :    22,161:     3,530          0        350     16,882     20,210     20,762     20,560:     1,399      1,601
Old  :    22,161:     3,530          0        350     16,882     20,210     20,762     20,560:     1,399      1,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     1,857:       250          0        200      1,038        929      1,488      1,129:       369        728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.0        1.6       76.2       91.2       93.7       92.8:       6.3        7.2
Old  :     100.0:      15.9        0.0        1.6       76.2       91.2       93.7       92.8:       6.3        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  :        26:         2          0          2         15         20         19         22:
Old  :        26:         2          0          2         15         20         19         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  :                 58.2       51.6       82.2       69.6       31.0       23.2       37.5       32.7
Old  :                 58.2       51.6       82.2       69.6       31.0       23.2       37.5       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 3, 2006