NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,180
COMMITMENTS
     960    1,050        0    4,012    3,631    4,972    4,681      208      499

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:         70)
       0        0        0      -18      125      -18      125       88      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     20.3      0.0     77.5     70.1     96.0     90.4      4.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        0       18       17       19       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      162,402
COMMITMENTS
  24,317   25,099   17,776   98,363   89,406  140,456  132,281   21,946   30,121

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -7,348)
  -1,045      586   -3,181     -211   -1,226   -4,437   -3,821   -2,911   -3,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     15.5     10.9     60.6     55.1     86.5     81.5     13.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      22       42       30       61       63      105      116
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      607,618
COMMITMENTS
  34,317   73,486  239,081  261,765  266,777  535,163  579,344   72,455   28,274

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -8,955)
 -15,171  -22,639   20,840  -17,622   -5,743  -11,953   -7,542    2,998   -1,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     12.1     39.3     43.1     43.9     88.1     95.3     11.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      56       53       73       86       73      185      161
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,116
COMMITMENTS
     353        0    1,863   46,202   44,452   48,418   46,315    4,698    6,801

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:        509)
     353   -1,456       71   -1,019    1,856     -595      471    1,104       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      3.5     87.0     83.7     91.2     87.2      8.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       20       18       21       19
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,725
COMMITMENTS
   3,597    5,526    1,761   49,323   47,911   54,681   55,198    7,044    6,527

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,220)
   2,531   -3,415      -28   -2,141    2,959      362     -484      858    1,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      9.0      2.9     79.9     77.6     88.6     89.4     11.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       18       19       23       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,206
COMMITMENTS
  10,150    2,756    2,608   81,659   88,274   94,417   93,638    8,789    9,568

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:        588)
       0      180     -180    1,167      -20      987      -20     -399      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      2.7      2.5     79.1     85.5     91.5     90.7      8.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        2       32       27       35       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,166
COMMITMENTS
     248      744        0   55,527   52,841   55,775   53,585    6,391    8,581

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,757)
       0        0        0    1,215       45    1,215       45      542    1,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.2      0.0     89.3     85.0     89.7     86.2     10.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       21       24       22       25
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,656
COMMITMENTS
       0   10,928      576   75,399   64,168   75,975   75,672    1,681    1,984

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      4,713)
       0    1,066       -6    4,719    4,509    4,713    5,569        0     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.1      0.7     97.1     82.6     97.8     97.4      2.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       20       21       22       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,186
COMMITMENTS
   8,509    8,267    2,827   51,992   54,899   63,328   65,993    8,858    6,193

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:        813)
     642      920        4     -449     -173      197      751      616       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     11.5      3.9     72.0     76.1     87.7     91.4     12.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       19       21       22       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,411
COMMITMENTS
       0    4,350    2,509   96,597   90,653   99,106   97,512    8,305    9,899

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      8,143)
       0    1,396     -317    8,294    7,656    7,977    8,735      166     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.0      2.3     89.9     84.4     92.3     90.8      7.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       25       25       26       26
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,175
COMMITMENTS
     778    1,504    1,838   34,987   40,254   37,603   43,596    7,572    1,579

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      2,108)
       0     -613      430    1,658    3,183    2,088    3,000       20     -892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.3      4.1     77.4     89.1     83.2     96.5     16.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       19       22       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,462
COMMITMENTS
  19,359        0      552   40,823   61,459   60,734   62,011    6,728    5,451

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      4,697)
       0        0        0    5,196    6,657    5,196    6,657     -499   -1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      0.0      0.8     60.5     91.1     90.0     91.9     10.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       20       24       22       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,970
COMMITMENTS
   3,705    1,087    2,141   55,047   55,382   60,893   58,610    8,077   10,360

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -757)
     896      118   -1,134      369     -655      131   -1,671     -888      914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.6      3.1     79.8     80.3     88.3     85.0     11.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       21       19       23       21
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,092
COMMITMENTS
       0    2,417      791   44,391   49,630   45,182   52,838   11,910    4,254

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      2,624)
       0      850     -474    2,577    2,372    2,103    2,748      521     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      1.4     77.8     86.9     79.1     92.5     20.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       15       18       16       19
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,671
COMMITMENTS
   1,634    9,148        0   57,952   49,970   59,586   59,118    1,085    1,553

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     15.1      0.0     95.5     82.4     98.2     97.4      1.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        0       19       17       22       18
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      176,083
COMMITMENTS
     884   23,709    3,857  160,867  144,364  165,608  171,930   10,475    4,153

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      2,456)
     884   -1,612     -594    4,996    5,293    5,286    3,087   -2,830     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     13.5      2.2     91.4     82.0     94.1     97.6      5.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        4        3       38       32       41       37
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,487
COMMITMENTS
  11,486    1,973    1,747   60,345   73,204   73,578   76,924    9,909    6,563

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:        766)
   2,938        0     -570     -898      358    1,470     -212     -704      978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      2.4      2.1     72.3     87.7     88.1     92.1     11.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       20       22       23       24
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,753
COMMITMENTS
     834    9,396        0   71,862   67,827   72,696   77,223    5,057      530

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      8,447)
     834    1,215        0    5,380    6,930    6,214    8,145    2,233      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     12.1      0.0     92.4     87.2     93.5     99.3      6.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       22       17       24       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      210,827
COMMITMENTS
   5,912      823    4,318  190,189  199,421  200,419  204,562   10,408    6,265

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      6,990)
     294     -234       -7    6,667    7,113    6,954    6,872       36      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.4      2.0     90.2     94.6     95.1     97.0      4.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        1        4       40       43       45       47
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      163,131
COMMITMENTS
  14,880    3,048    8,804  133,683  143,235  157,367  155,087    5,764    8,044

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -2,981)
    -667   -1,684   -3,502    1,586    1,567   -2,583   -3,619     -398      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      1.9      5.4     81.9     87.8     96.5     95.1      3.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        6       33       29       39       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      154,772
COMMITMENTS
   3,355    5,269    3,743  139,635  130,353  146,733  139,365    8,039   15,407

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      3,459)
   2,053    1,677       96    2,190    1,596    4,339    3,369     -880       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.4      2.4     90.2     84.2     94.8     90.0      5.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        2       32       32       34       35
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      197,880
COMMITMENTS
   6,125   34,485   25,351  159,998  135,456  191,474  195,292    6,406    2,588

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      3,716)
  -1,005    4,954       78    4,313   -1,188    3,386    3,844      330     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     17.4     12.8     80.9     68.5     96.8     98.7      3.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        3        7       29       34       36       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,999
COMMITMENTS
   4,844    3,019        0   44,347   40,901   49,191   43,920    3,808    9,079

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,464)
    -217     -480        0    1,436    1,302    1,219      822      245      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      5.7      0.0     83.7     77.2     92.8     82.9      7.2     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        0       19       21       21       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,480,743
COMMITMENTS
 246,544   24,520  387,547  828,170  1054953  1462261  1467020   18,482   13,723

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    -31,837)
 -17,271  -37,260   25,379  -36,338  -19,960  -28,230  -31,841   -3,607        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      1.7     26.2     55.9     71.2     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      28        8       30       89       77      123      109
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      306,614
COMMITMENTS
  68,314   24,053   82,380  151,603  197,262  302,297  303,695    4,317    2,919

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    -35,119)
 -20,647   -1,985   -5,751   -9,928  -28,005  -36,326  -35,741    1,207      622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      7.8     26.9     49.4     64.3     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12        9       17       29       25       48       44
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       65,028
COMMITMENTS
  14,878   10,258    7,422   41,909   46,588   64,209   64,268      819      760

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -3,003)
    -216    1,033   -1,505   -1,332   -2,577   -3,053   -3,049       50       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     15.8     11.4     64.4     71.6     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        4        8       42       39       51       48
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,023
COMMITMENTS
   1,310    8,059    1,245   21,765   14,761   24,320   24,065      703      958

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -178)
       0        0        0       92       92       92       92     -270     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     32.2      5.0     87.0     59.0     97.2     96.2      2.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        6       23       23       29       29
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,935
COMMITMENTS
   3,311      968    1,707    8,664   11,260   13,682   13,935      253        0

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:         67)
     510        0        0       23      533      533      533     -466     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      6.9     12.2     62.2     80.8     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        1       17       14       20       17
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,350
COMMITMENTS
   1,398    4,287      105   10,153    7,958   11,656   12,350      694        0

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:         40)
       0       40      -40        0       40      -40       40       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     34.7      0.9     82.2     64.4     94.4    100.0      5.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       13       11       15       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,498
COMMITMENTS
   4,060   10,214      868   20,442   14,268   25,370   25,350    1,128    1,148

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,050)
     -50      500     -110    1,270      700    1,110    1,090      -60      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     38.5      3.3     77.1     53.8     95.7     95.7      4.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        5       24       22       30       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,732
COMMITMENTS
   7,180    1,420      730   15,001   21,130   22,911   23,280      821      452

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,570)
     460      860      100    1,240      586    1,800    1,546     -230       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      6.0      3.1     63.2     89.0     96.5     98.1      3.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        4       31       27       35       32
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,086
COMMITMENTS
     640      902    1,224   10,706   10,500   12,570   12,626      516      460

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:        820)
       0       50      240      580      510      820      800        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      6.9      9.4     81.8     80.2     96.1     96.5      3.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       14       17       18       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      941,616
COMMITMENTS
 120,612  146,263  147,073  609,660  574,726  877,345  868,062   64,271   73,554

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     52,315)
   8,588    4,111    5,798   26,957   25,381   41,343   35,290   10,972   17,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     15.5     15.6     64.7     61.0     93.2     92.2      6.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      67       89       96       83       86      213      222
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,905
COMMITMENTS
   8,224    1,703      906    4,289   14,017   13,419   16,626    3,486      279

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -314)
      23     -113     -793      919      971      149       65     -463     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     10.1      5.4     25.4     82.9     79.4     98.3     20.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      77        7       12       21       27      104       43
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,576
COMMITMENTS
   4,302    1,169      234    1,552    6,026    6,088    7,429    2,488    1,147

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -160)
     153      149       71     -309     -323      -85     -103      -75      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2     13.6      2.7     18.1     70.3     71.0     86.6     29.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      21       10        2        9       18       31       29
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      150,261
COMMITMENTS
  31,878   18,158   10,135   92,412  108,150  134,425  136,443   15,836   13,818

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    -13,485)
  -6,565    1,333    1,219   -6,786  -15,227  -12,132  -12,675   -1,353     -810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     12.1      6.7     61.5     72.0     89.5     90.8     10.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      46       29       37       64       74      127      128
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,161
COMMITMENTS
   3,530        0      350   16,882   20,210   20,762   20,560    1,399    1,601

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,857)
     250        0      200    1,038      929    1,488    1,129      369      728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.0      1.6     76.2     91.2     93.7     92.8      6.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       15       20       19       22
 

Updated March 3, 2006