NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,923
COMMITMENTS
   1,080    1,250      125    4,428    4,182    5,633    5,557      290      366

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:        725)
       0      375      125      575      200      700      700       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     21.1      2.1     74.8     70.6     95.1     93.8      4.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        1       16       17       18       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      166,174
COMMITMENTS
  27,431   14,165   24,238   87,336  100,831  139,005  139,234   27,169   26,940

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      2,809)
   1,945   -1,196   -2,139    2,248    7,368    2,054    4,033      755   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      8.5     14.6     52.6     60.7     83.7     83.8     16.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      29       27       34       56       57      106       98
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      687,913
COMMITMENTS
  58,583   91,797  279,505  269,386  281,691  607,474  652,993   80,439   34,920

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:     24,399)
   5,109    9,719   10,580    8,927    4,321   24,616   24,620     -217     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     13.3     40.6     39.2     40.9     88.3     94.9     11.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      57       58       79       94       72      198      170
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,906
COMMITMENTS
       0      189    2,260   46,109   46,113   48,369   48,562    5,537    5,344

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:        232)
       0     -198       15     -183      570     -168      387      400     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      4.2     85.5     85.5     89.7     90.1     10.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       18       19       19       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,314
COMMITMENTS
   7,209    2,500    1,873   46,085   52,105   55,167   56,478    8,147    6,836

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      1,083)
     155        0     -206    1,536    2,269    1,485    2,063     -402     -980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      3.9      3.0     72.8     82.3     87.1     89.2     12.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        3       20       18       24       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      118,106
COMMITMENTS
   1,984      439      920  103,397  106,334  106,301  107,693   11,805   10,413

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      8,594)
       0        0        0   10,426   11,065   10,426   11,065   -1,832   -2,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.4      0.8     87.5     90.0     90.0     91.2     10.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       25       22       27       23
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,967
COMMITMENTS
       0    1,658        0   53,281   51,741   53,281   53,399    8,686    8,568

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      3,664)
       0        0        0    3,612    2,936    3,612    2,936       52      728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.0     86.0     83.5     86.0     86.2     14.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       17       21       17       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,754
COMMITMENTS
       0   16,683      302   74,284   54,682   74,586   71,667    3,168    6,087

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      1,723)
       0    2,282     -245    1,234      228      989    2,265      734     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.5      0.4     95.5     70.3     95.9     92.2      4.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       19       16       20       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,330
COMMITMENTS
  13,566    9,687    2,221   42,928   49,831   58,715   61,739    8,615    5,591

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      2,728)
   3,014    1,196     -406      150    2,496    2,758    3,286      -30     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     14.4      3.3     63.8     74.0     87.2     91.7     12.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        2       19       21       23       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      109,494
COMMITMENTS
       0    5,532    1,610   97,554   93,834   99,164  100,976   10,330    8,518

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      5,825)
  -1,361    5,532      -89    5,987     -517    4,537    4,926    1,288      899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      1.5     89.1     85.7     90.6     92.2      9.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       23       24       24       25
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,616
COMMITMENTS
   6,286        0    1,364   68,863   75,527   76,513   76,891    9,103    8,725

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      5,400)
  -2,914        0    1,364    6,890    3,360    5,340    4,724       60      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      1.6     80.4     88.2     89.4     89.8     10.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       20       21       21       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,249
COMMITMENTS
       0    6,767    2,080   56,086   46,874   58,166   55,721    8,083   10,528

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:        871)
       0      527     -248    1,261      220    1,013      499     -142      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.2      3.1     84.7     70.8     87.8     84.1     12.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       21       16       23       18
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      166,394
COMMITMENTS
     588   17,957    4,644  152,057  138,764  157,289  161,365    9,105    5,029

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      1,480)
     588   -1,227      403      519    2,090    1,510    1,266      -30      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     10.8      2.8     91.4     83.4     94.5     97.0      5.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        3       36       33       39       37
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,526
COMMITMENTS
   3,520       60    3,462   63,329   63,362   70,311   66,884   12,215   15,642

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      3,457)
  -1,757       60    1,266    4,475    1,162    3,984    2,488     -527      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.1      4.2     76.7     76.8     85.2     81.0     14.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       17       18       19       19
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,314
COMMITMENTS
     496    6,236        0   66,768   63,096   67,264   69,332    4,050    1,982

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:    -10,399)
  -1,784   -1,568        0  -10,749   -5,997  -12,533   -7,565    2,134   -2,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      8.7      0.0     93.6     88.5     94.3     97.2      5.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       13       16       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      221,966
COMMITMENTS
  13,957      482    2,389  198,808  212,082  215,154  214,953    6,812    7,013

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:     16,230)
  -1,104        0    1,075   16,806   16,910   16,777   17,985     -547   -1,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.2      1.1     89.6     95.5     96.9     96.8      3.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        4       37       38       42       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      153,762
COMMITMENTS
   6,310    2,759    9,077  130,332  133,997  145,719  145,833    8,043    7,929

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      1,234)
  -2,877    1,191      278    2,425   -1,029     -174      440    1,408      794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      1.8      5.9     84.8     87.1     94.8     94.8      5.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        5       35       31       40       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      148,694
COMMITMENTS
       0    5,377    4,830  134,346  128,923  139,176  139,130    9,518    9,564

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      1,799)
  -2,240    1,148    1,292    3,084     -348    2,136    2,092     -337     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      3.2     90.4     86.7     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        2       34       33       36       36
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      190,599
COMMITMENTS
   7,164   29,176   22,930  156,188  134,249  186,282  186,355    4,317    4,244

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      5,410)
    -821    4,937      334    5,845     -315    5,358    4,956       52      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     15.3     12.0     81.9     70.4     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        4        7       30       34       39       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,130
COMMITMENTS
       0        0        0   49,942   43,092   49,942   43,092    5,188   12,038

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      3,299)
       0        0        0    3,059    3,299    3,059    3,299      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.6     78.2     90.6     78.2      9.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       15       15       15
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,657,032
COMMITMENTS
 255,801   38,994  436,382  946,778  1171714  1638961  1647090   18,071    9,942

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:     31,303)
   3,746   -7,020   18,560   10,234   19,560   32,540   31,100   -1,237      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      2.4     26.3     57.1     70.7     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      25       15       35       95       81      134      119
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      409,940
COMMITMENTS
  89,763   17,463  100,026  216,158  289,259  405,947  406,748    3,993    3,192

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      7,108)
  -2,873  -14,691    8,321      985   13,693    6,433    7,323      675     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      4.3     24.4     52.7     70.6     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       12       20       31       31       54       53
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       59,652
COMMITMENTS
  11,202    2,700    7,292   40,718   49,253   59,212   59,245      440      407

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:       -650)
    -750       20      300      -20     -790     -470     -470     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      4.5     12.2     68.3     82.6     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        4        8       42       38       50       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       23,915
COMMITMENTS
   1,152    4,195      743   21,394   18,286   23,289   23,224      626      691

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:        561)
       0     -112      219      342      454      561      561        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     17.5      3.1     89.5     76.5     97.4     97.1      2.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        3       25       21       30       26
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,474
COMMITMENTS
   2,614      980        0   11,670   13,494   14,284   14,474      190        0

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:        264)
       0      176        0      264       88      264      264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      6.8      0.0     80.6     93.2     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        0       15       18       17       22
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,977
COMMITMENTS
   1,146    2,552        0   10,223    9,382   11,369   11,934      608       43

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -43        0      -43        0       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     21.3      0.0     85.4     78.3     94.9     99.6      5.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       11       11       12       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,572
COMMITMENTS
   3,840    4,734      302   19,802   19,168   23,944   24,204    1,628    1,368

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:         84)
       0        0        0       84       64       84       64        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     18.5      1.2     77.4     75.0     93.6     94.7      6.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       19       20       23       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,088
COMMITMENTS
   4,730      160      620   18,743   23,970   24,093   24,750      995      338

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:        608)
       0        0        0      708      716      708      716     -100     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      0.6      2.5     74.7     95.5     96.0     98.7      4.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       27       26       30       30
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,358
COMMITMENTS
     540      248      892   10,686   11,598   12,118   12,738    1,240      620

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:       -220)
     -68     -330     -220      -64      130     -352     -420      132      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.9      6.7     80.0     86.8     90.7     95.4      9.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       13       15       15       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      987,579
COMMITMENTS
 157,568  129,319  191,278  575,785  598,821  924,631  919,418   62,948   68,161

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:     19,671)
   7,966    9,742      795    3,958   15,306   12,719   25,843    6,952   -6,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     13.1     19.4     58.3     60.6     93.6     93.1      6.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      83       92      116       83       97      237      250
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       23,598
COMMITMENTS
  16,266   12,777      684      493      706   17,443   14,167    6,155    9,431

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      7,659)
   4,990    5,525      605      493      211    6,088    6,341    1,571    1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9     54.1      2.9      2.1      3.0     73.9     60.0     26.1     40.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      14        7        3        1        1       17        9
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,261
COMMITMENTS
  11,378    2,618    1,053    2,304   14,045   14,735   17,716    3,526      545

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      1,136)
     194      120       30      852    1,139    1,076    1,289       60     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.3     14.3      5.8     12.6     76.9     80.7     97.0     19.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      89        9        7       14       30      110       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,290
COMMITMENTS
   4,962    1,059        0    1,701    6,998    6,663    8,057    2,627    1,233

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:        187)
       0      -85        0       20      329       20      244      167      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.4     11.4      0.0     18.3     75.3     71.7     86.7     28.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      28        8        0       14       19       42       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      125,651
COMMITMENTS
  23,925    9,667   10,134   74,458   96,305  108,517  116,106   17,134    9,545

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      1,976)
    -198      643    1,503   -2,031      340     -726    2,486    2,702     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      7.7      8.1     59.3     76.6     86.4     92.4     13.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      43       26       34       60       70      123      113
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 04/11/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       38,732
COMMITMENTS
   6,249      264    1,602   28,109   34,233   35,960   36,099    2,772    2,633

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      1,906)
  -4,086       55      957    5,731    4,796    2,602    5,808     -696   -3,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      0.7      4.1     72.6     88.4     92.8     93.2      7.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        3        5       23       24       32       29
 

Updated April 14, 2006