NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,430
COMMITMENTS
     685      750        0    3,622    3,133    4,307    3,883      123      547

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        647)
      25      300        0      604      347      629      647       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     16.9      0.0     81.8     70.7     97.2     87.7      2.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        0       19       15       21       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      174,676
COMMITMENTS
  27,326   17,382   23,785   93,488  106,149  144,599  147,316   30,077   27,360

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      3,718)
   3,635     -553    2,400   -3,431    2,462    2,604    4,309    1,114     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     10.0     13.6     53.5     60.8     82.8     84.3     17.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      31       37       43       62       63      123      117
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      547,602
COMMITMENTS
  49,736   97,668  177,688  249,388  242,441  476,812  517,797   70,790   29,805

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        620)
   2,243     -502    3,108   -4,374   -2,707      977     -101     -357      721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     17.8     32.4     45.5     44.3     87.1     94.6     12.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      55       53       72       92       73      185      163
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,410
COMMITMENTS
       0      234    2,315   43,166   44,137   45,481   46,686    2,929    1,724

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        154)
    -253      234      -84     -136        4     -473      154      627        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      4.8     89.2     91.2     93.9     96.4      6.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       19       19       20       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,340
COMMITMENTS
   7,348    1,682    1,461   37,698   43,299   46,507   46,442    6,833    6,898

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      5,484)
     627      252       87    3,488    3,801    4,202    4,140    1,282    1,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      3.2      2.7     70.7     81.2     87.2     87.1     12.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       16       19       19       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,424
COMMITMENTS
   6,648    1,112    1,098   82,411   88,007   90,157   90,217   11,267   11,207

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:         71)
       0      248     -155      458     -754      303     -661     -232      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.1      1.1     81.3     86.8     88.9     89.0     11.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        2       26       27       30       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,703
COMMITMENTS
   1,416    2,360        0   54,444   47,886   55,860   50,246    2,843    8,457

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        428)
    -377        0     -302    2,764     -777    2,085   -1,079   -1,657    1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      4.0      0.0     92.7     81.6     95.2     85.6      4.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       16       19       17       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,609
COMMITMENTS
       0   10,044    2,550   65,322   56,521   67,872   69,115    2,737    1,494

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      6,305)
       0    2,210   -2,489    9,464    6,442    6,975    6,163     -670      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.2      3.6     92.5     80.0     96.1     97.9      3.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        3       21       22       24       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,869
COMMITMENTS
  12,169    4,452    3,076   47,398   59,154   62,643   66,682    8,226    4,187

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      1,640)
  -4,171    1,288      526    5,066    1,181    1,421    2,995      219   -1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      6.3      4.3     66.9     83.5     88.4     94.1     11.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       20       24       23       28
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,633
COMMITMENTS
       0    4,495    3,158   71,812   69,341   74,970   76,994    8,663    6,639

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      8,588)
       0     -379    1,172    7,285    7,983    8,457    8,776      131     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      3.8     85.9     82.9     89.6     92.1     10.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       20       23       21       24
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,230
COMMITMENTS
       0    4,772    2,321   36,313   35,762   38,634   42,855    6,596    2,375

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      2,262)
       0     -943      544    1,447    2,721    1,991    2,322      271      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.6      5.1     80.3     79.1     85.4     94.7     14.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       21       17       23       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,317
COMMITMENTS
  19,347      344    1,306   31,530   49,508   52,183   51,158    6,134    7,159

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:       -683)
       0      310        0   -1,013   -1,061   -1,013     -751      330       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      0.6      2.2     54.1     84.9     89.5     87.7     10.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       17       20       20       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,283
COMMITMENTS
       0    4,282    2,904   56,069   48,928   58,973   56,114    7,310   10,169

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      5,261)
       0     -359      318    1,800    6,210    2,118    6,169    3,143     -908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      4.4     84.6     73.8     89.0     84.7     11.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       21       19       23       21
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,251
COMMITMENTS
       0    3,318    1,043   42,210   43,495   43,253   47,856   10,998    6,395

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      1.9     77.8     80.2     79.7     88.2     20.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       15       15       16       16
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      169,822
COMMITMENTS
     966   24,930    2,080  153,567  137,849  156,613  164,859   13,209    4,963

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      5,595)
       0    2,077   -1,864    5,371    4,785    3,507    4,998    2,088      597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     14.7      1.2     90.4     81.2     92.2     97.1      7.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        4        4       35       30       39       35
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,501
COMMITMENTS
  11,427    1,917    1,144   62,201   71,786   74,772   74,847    6,729    6,654

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      2,030)
  -1,756    1,917      740    2,185    1,485    1,169    4,142      861   -2,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      2.4      1.4     76.3     88.1     91.7     91.8      8.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       19       20       22       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,212
COMMITMENTS
   5,668    3,763      224   64,586   66,011   70,478   69,998    2,734    3,214

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      5.1      0.3     88.2     90.2     96.3     95.6      3.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       15       18       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      194,223
COMMITMENTS
   4,838    3,046    6,174  171,974  176,531  182,986  185,751   11,237    8,472

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     10,377)
    -589        0      890    9,285    9,227    9,586   10,117      791      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.6      3.2     88.5     90.9     94.2     95.6      5.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        4       34       31       38       35
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,639
COMMITMENTS
  17,776    4,576   13,037  122,948  136,464  153,761  154,077    6,878    6,562

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        367)
  -3,004    1,630      358    2,252   -1,287     -394      701      761     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      2.8      8.1     76.5     85.0     95.7     95.9      4.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        7       32       26       39       33
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      145,249
COMMITMENTS
       0    6,798    5,651  129,213  115,552  134,864  128,001   10,385   17,248

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      3,420)
       0   -4,274    1,347    1,842    5,741    3,189    2,814      231      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      3.9     89.0     79.6     92.9     88.1      7.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       29       29       30       31
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       32,309
COMMITMENTS
   2,246    5,107      426   23,900   20,386   26,572   25,919    5,737    6,390

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:         53)
     112      527        0    1,104   -1,622    1,216   -1,095   -1,163    1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     15.8      1.3     74.0     63.1     82.2     80.2     17.8     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       13       12       15       13
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      164,864
COMMITMENTS
  11,784   21,991   18,405  128,684  122,218  158,873  162,614    5,991    2,250

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      4,459)
    -356    1,929     -766    5,000    4,510    3,878    5,673      581   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     13.3     11.2     78.1     74.1     96.4     98.6      3.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        3        9       28       33       37       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,883
COMMITMENTS
   5,409    7,108       56   41,607   38,076   47,072   45,240    4,811    6,643

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:       -423)
       0     -496        0   -1,207    1,025   -1,207      529      784     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     13.7      0.1     80.2     73.4     90.7     87.2      9.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       19       18       21       22
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,421,396
COMMITMENTS
 259,261   70,206  300,861  840,383  1038048  1400505  1409115   20,891   12,281

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     23,126)
   6,935    6,204   -1,072   17,504   20,110   23,367   25,242     -241   -2,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      4.9     21.2     59.1     73.0     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      31       13       38       91       82      133      122
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      325,535
COMMITMENTS
  53,725   65,949   90,549  176,952  166,518  321,226  323,016    4,309    2,519

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     15,081)
 -10,813  -18,551   23,759    1,575    9,757   14,521   14,965      560      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     20.3     27.8     54.4     51.2     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       10       15       30       27       50       46
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       74,646
COMMITMENTS
  21,086    7,320   12,656   40,744   54,482   74,486   74,458      160      188

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      1,890)
    -570    1,010      654    1,925      366    2,009    2,030     -119     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      9.8     17.0     54.6     73.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        5       10       40       41       51       52
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,098
COMMITMENTS
   2,306    8,085    1,434   21,104   15,070   24,844   24,589      254      509

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        283)
     782      578     -375     -124       80      283      283        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     32.2      5.7     84.1     60.0     99.0     98.0      1.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        5        6       21       22       28       28
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,315
COMMITMENTS
   4,179    1,644      912    7,463   10,293   12,554   12,849      761      466

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:       -432)
     -84        0       -8     -386     -464     -478     -472       46       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     12.3      6.8     56.0     77.3     94.3     96.5      5.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        2       16       10       20       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,290
COMMITMENTS
   4,640    9,492    1,334   20,236   15,364   26,210   26,190       80      100

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        778)
     220    1,020       40      498     -302      758      758       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     36.1      5.1     77.0     58.4     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        5        6       23       22       30       29
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,986
COMMITMENTS
   8,810      730    1,140   11,339   19,460   21,289   21,330      697      656

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:       -254)
    -600       50      -20      226     -424     -394     -394      140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1      3.3      5.2     51.6     88.5     96.8     97.0      3.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        4       25       24       29       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,736
COMMITMENTS
     720      616    1,408   10,309   10,412   12,437   12,436      299      300

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        150)
       0     -220       48      222      442      270      270     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      4.8     11.1     80.9     81.8     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       14       13       18       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      908,242
COMMITMENTS
 151,138  145,597  148,202  548,218  554,903  847,558  848,702   60,684   59,540

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     -1,331)
   3,082   -4,135    3,929   -1,827    7,345    5,184    7,139   -6,515   -8,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     16.0     16.3     60.4     61.1     93.3     93.4      6.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      76       88       97       80       89      221      221
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,642
COMMITMENTS
   6,878    1,588      568    3,782   12,247   11,228   14,403    3,414      239

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        614)
      21      -16      359      450      268      830      611     -216        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     10.8      3.9     25.8     83.6     76.7     98.4     23.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      72        6        5       15       28       90       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,275
COMMITMENTS
   7,460    1,087        0    1,314    8,944    8,774   10,031    2,501    1,244

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        446)
     523      171        0     -250      369      273      540      173      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.2      9.6      0.0     11.7     79.3     77.8     89.0     22.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      29        8        0       10       19       39       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 01/24/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      163,339
COMMITMENTS
  41,469    8,039   11,965   91,635  132,391  145,069  152,395   18,270   10,944

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      5,680)
     997    1,298   -1,272    6,193    8,203    5,918    8,229     -238   -2,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      4.9      7.3     56.1     81.1     88.8     93.3     11.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      52       19       36       69       77      139      117
 

Updated January 20, 2006