NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     5,353:     1,080      1,180          0      3,434      3,785      4,514      4,965:       839        388
Old  :     5,353:     1,080      1,180          0      3,434      3,785      4,514      4,965:       839        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -1,004:         0       -200          0       -974       -760       -974       -960:       -30        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       22.0        0.0       64.2       70.7       84.3       92.8:      15.7        7.2
Old  :     100.0:      20.2       22.0        0.0       64.2       70.7       84.3       92.8:      15.7        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          1          0         14         18         15         19:
Old  :        26:         1          1          0         14         18         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       63.5       75.3       80.3       54.5       60.3       64.7       72.4
Old  :                 61.3       63.5       75.3       80.3       54.5       60.3       64.7       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   185,159:    24,296     16,464     29,712     95,460    113,606    149,468    159,783:    35,691     25,376
Old  :   185,159:    24,296     16,464     29,712     95,460    113,606    149,468    159,783:    35,691     25,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :      -382:     1,773     -1,647       -271     -3,581      3,478     -2,080      1,560:     1,697     -1,942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        8.9       16.0       51.6       61.4       80.7       86.3:      19.3       13.7
Old  :     100.0:      13.1        8.9       16.0       51.6       61.4       80.7       86.3:      19.3       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        29         27         29         58         61        107         99:
Old  :       127:        29         27         29         58         61        107         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       25.0       33.1       34.6       16.2       16.7       23.7       21.2
Old  :                 20.3       25.0       33.1       34.6       16.2       16.7       23.7       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  : 1,231,518:    90,271     90,108    581,829    479,700    517,895  1,151,799  1,189,832:    79,719     41,686
Old  : 1,231,518:    90,271     90,108    581,829    479,700    517,895  1,151,799  1,189,832:    79,719     41,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    22,938:     1,115     -6,505     10,497     13,057     17,760     24,669     21,753:    -1,731      1,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        7.3       47.2       39.0       42.1       93.5       96.6:       6.5        3.4
Old  :     100.0:       7.3        7.3       47.2       39.0       42.1       93.5       96.6:       6.5        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        72         65         97         97         88        215        207:
Old  :       239:        72         65         97         97         88        215        207:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       28.6       43.1       42.6        6.0        5.0        7.9        7.8
Old  :                 30.1       28.6       43.1       42.6        6.0        5.0        7.9        7.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    69,150:       413      9,798      5,279     56,173     49,161     61,865     64,238:     7,285      4,912
Old  :    69,150:       413      9,798      5,279     56,173     49,161     61,865     64,238:     7,285      4,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -1,349:      -950     -2,114      1,927     -2,208     -1,396     -1,231     -1,583:      -118        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       14.2        7.6       81.2       71.1       89.5       92.9:      10.5        7.1
Old  :     100.0:       0.6       14.2        7.6       81.2       71.1       89.5       92.9:      10.5        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          2         19         21         21         23:
Old  :        25:         1          1          2         19         21         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       58.2       63.6       73.5       40.1       52.6       52.8       61.7
Old  :                 44.0       58.2       63.6       73.5       40.1       52.6       52.8       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    55,768:     3,194      3,433      4,145     40,949     41,042     48,288     48,620:     7,480      7,148
Old  :    55,768:     3,194      3,433      4,145     40,949     41,042     48,288     48,620:     7,480      7,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :   -11,575:    -2,446      1,026     -1,662     -7,124    -10,905    -11,232    -11,541:      -343        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        6.2        7.4       73.4       73.6       86.6       87.2:      13.4       12.8
Old  :     100.0:       5.7        6.2        7.4       73.4       73.6       86.6       87.2:      13.4       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          2          3         21         16         26         19:
Old  :        30:         3          2          3         21         16         26         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       42.7       55.6       62.2       34.6       32.7       44.6       46.2
Old  :                 39.2       42.7       55.6       62.2       34.6       32.7       44.6       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   127,880:     7,398        744        615    108,520    115,060    116,533    116,419:    11,347     11,461
Old  :   127,880:     7,398        744        615    108,520    115,060    116,533    116,419:    11,347     11,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -5,199:     1,496        150       -150     -4,097     -6,861     -2,751     -6,861:    -2,448      1,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        0.6        0.5       84.9       90.0       91.1       91.0:       8.9        9.0
Old  :     100.0:       5.8        0.6        0.5       84.9       90.0       91.1       91.0:       8.9        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          1          1         25         25         29         26:
Old  :        34:         3          1          1         25         25         29         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       47.2       61.0       69.1       37.5       38.0       53.0       54.0
Old  :                 39.9       47.2       61.0       69.1       37.5       38.0       53.0       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    80,412:    11,984          0          0     62,562     71,130     74,546     71,130:     5,866      9,282
Old  :    80,412:    11,984          0          0     62,562     71,130     74,546     71,130:     5,866      9,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :       254:         0          0          0        438        636        438        636:      -184       -382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        0.0        0.0       77.8       88.5       92.7       88.5:       7.3       11.5
Old  :     100.0:      14.9        0.0        0.0       77.8       88.5       92.7       88.5:       7.3       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          0          0         21         22         22         22:
Old  :        29:         1          0          0         21         22         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       46.5       68.2       64.8       39.4       45.3       58.2       59.5
Old  :                 46.4       46.5       68.2       64.8       39.4       45.3       58.2       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    82,355:     1,044     14,553      3,270     74,571     58,588     78,885     76,411:     3,470      5,944
Old  :    82,355:     1,044     14,553      3,270     74,571     58,588     78,885     76,411:     3,470      5,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -5,541:         0        737       -438     -4,903     -5,012     -5,341     -4,713:      -200       -828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       17.7        4.0       90.5       71.1       95.8       92.8:       4.2        7.2
Old  :     100.0:       1.3       17.7        4.0       90.5       71.1       95.8       92.8:       4.2        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          4          2         18         16         21         20:
Old  :        25:         1          4          2         18         16         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       46.3       79.8       72.5       53.6       38.0       65.0       56.4
Old  :                 61.4       46.3       79.8       72.5       53.6       38.0       65.0       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    63,556:     7,939     10,336      2,110     48,935     44,772     58,984     57,218:     4,572      6,338
Old  :    63,556:     7,939     10,336      2,110     48,935     44,772     58,984     57,218:     4,572      6,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -4,935:     1,080        154     -1,155     -2,768     -3,475     -2,843     -4,476:    -2,092       -459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       16.3        3.3       77.0       70.4       92.8       90.0:       7.2       10.0
Old  :     100.0:      12.5       16.3        3.3       77.0       70.4       92.8       90.0:       7.2       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          4          3         20         21         24         26:
Old  :        29:         2          4          3         20         21         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       43.3       72.2       64.1       47.5       39.7       61.5       57.8
Old  :                 52.8       43.3       72.2       64.1       47.5       39.7       61.5       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   101,106:         0      7,109      2,652     88,667     83,235     91,319     92,996:     9,787      8,110
Old  :   101,106:         0      7,109      2,652     88,667     83,235     91,319     92,996:     9,787      8,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -2,437:         0      4,162     -2,507     -3,150     -3,170     -5,657     -1,515:     3,220       -922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.0        2.6       87.7       82.3       90.3       92.0:       9.7        8.0
Old  :     100.0:       0.0        7.0        2.6       87.7       82.3       90.3       92.0:       9.7        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         0          1          1         30         27         31         28:
Old  :        37:         0          1          1         30         27         31         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       40.8       52.9       60.4       27.3       33.1       41.4       48.4
Old  :                 32.1       40.8       52.9       60.4       27.3       33.1       41.4       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    43,399:     3,279      4,629        432     32,872     34,352     36,583     39,413:     6,816      3,986
Old  :    43,399:     3,279      4,629        432     32,872     34,352     36,583     39,413:     6,816      3,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -3,677:      -658     -1,694        -63     -1,326       -788     -2,047     -2,545:    -1,630     -1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       10.7        1.0       75.7       79.2       84.3       90.8:      15.7        9.2
Old  :     100.0:       7.6       10.7        1.0       75.7       79.2       84.3       90.8:      15.7        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          1         15         16         17         18:
Old  :        23:         1          2          1         15         16         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       37.9       67.3       62.3       34.3       34.5       49.9       51.3
Old  :                 46.5       37.9       67.3       62.3       34.3       34.5       49.9       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   100,263:     6,398          0      1,488     82,852     92,158     90,738     93,646:     9,525      6,617
Old  :   100,263:     6,398          0      1,488     82,852     92,158     90,738     93,646:     9,525      6,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -6,280:    -1,598          0         48     -5,427     -7,036     -6,977     -6,988:       697        708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        0.0        1.5       82.6       91.9       90.5       93.4:       9.5        6.6
Old  :     100.0:       6.4        0.0        1.5       82.6       91.9       90.5       93.4:       9.5        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         1          0          1         26         26         27         27:
Old  :        30:         1          0          1         26         26         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       43.4       64.3       62.8       19.9       23.1       33.2       32.8
Old  :                 43.1       43.4       64.3       62.8       19.9       23.1       33.2       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    79,253:         0      5,323      6,394     65,118     61,589     71,512     73,306:     7,741      5,947
Old  :    79,253:         0      5,323      6,394     65,118     61,589     71,512     73,306:     7,741      5,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -2,159:         0     -4,192      1,806     -6,147      1,063     -4,341     -1,323:     2,182       -836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.7        8.1       82.2       77.7       90.2       92.5:       9.8        7.5
Old  :     100.0:       0.0        6.7        8.1       82.2       77.7       90.2       92.5:       9.8        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         0          3          2         27         24         29         27:
Old  :        35:         0          3          2         27         24         29         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       25.9       62.1       46.2       30.5       22.2       45.1       41.3
Old  :                 40.5       25.9       62.1       46.2       30.5       22.2       45.1       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    59,225:     4,119          0      2,376     40,736     47,047     47,231     49,423:    11,994      9,802
Old  :    59,225:     4,119          0      2,376     40,736     47,047     47,231     49,423:    11,994      9,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -1,458:     4,119       -222     -1,546     -5,542     -1,091     -2,969     -2,859:     1,511      1,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        0.0        4.0       68.8       79.4       79.7       83.4:      20.3       16.6
Old  :     100.0:       7.0        0.0        4.0       68.8       79.4       79.7       83.4:      20.3       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          0          1         15         18         16         19:
Old  :        23:         1          0          1         15         18         16         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       44.7       64.3       63.7       42.8       44.7       58.0       60.3
Old  :                 48.0       44.7       64.3       63.7       42.8       44.7       58.0       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   174,547:     1,627     17,367      6,294    158,875    146,072    166,796    169,733:     7,751      4,814
Old  :   174,547:     1,627     17,367      6,294    158,875    146,072    166,796    169,733:     7,751      4,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -8,808:       -90      3,074       -658     -7,478    -11,623     -8,226     -9,207:      -582        399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        9.9        3.6       91.0       83.7       95.6       97.2:       4.4        2.8
Old  :     100.0:       0.9        9.9        3.6       91.0       83.7       95.6       97.2:       4.4        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         1          3          4         36         29         40         33:
Old  :        41:         1          3          4         36         29         40         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       34.0       53.6       54.4       30.6       29.0       42.6       40.5
Old  :                 35.7       34.0       53.6       54.4       30.6       29.0       42.6       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    84,472:     7,342      2,114      2,817     64,036     69,097     74,195     74,028:    10,277     10,444
Old  :    84,472:     7,342      2,114      2,817     64,036     69,097     74,195     74,028:    10,277     10,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :      -211:     3,788      2,114     -1,538        -59      3,611      2,191      4,187:    -2,402     -4,398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        2.5        3.3       75.8       81.8       87.8       87.6:      12.2       12.4
Old  :     100.0:       8.7        2.5        3.3       75.8       81.8       87.8       87.6:      12.2       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          1          1         22         21         24         23:
Old  :        32:         2          1          1         22         21         24         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       52.5       68.5       68.7       44.6       51.3       64.4       66.5
Old  :                 47.1       52.5       68.5       68.7       44.6       51.3       64.4       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    65,281:         0      8,738          0     63,561     53,523     63,561     62,261:     1,720      3,020
Old  :    65,281:         0      8,738          0     63,561     53,523     63,561     62,261:     1,720      3,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :   -10,180:    -4,422     -1,800          0     -5,297     -9,452     -9,719    -11,252:      -461      1,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.4        0.0       97.4       82.0       97.4       95.4:       2.6        4.6
Old  :     100.0:       0.0       13.4        0.0       97.4       82.0       97.4       95.4:       2.6        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          2          0         14         15         14         17:
Old  :        23:         0          2          0         14         15         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.9       54.0       90.0       76.8       75.2       47.8       80.8       67.2
Old  :                 77.9       54.0       90.0       76.8       75.2       47.8       80.8       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   266,684:    20,329      2,394      1,519    235,029    259,705    256,877    263,618:     9,807      3,066
Old  :   266,684:    20,329      2,394      1,519    235,029    259,705    256,877    263,618:     9,807      3,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -3,803:     4,651     -1,082     -1,855     -7,654       -753     -4,858     -3,690:     1,055       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        0.9        0.6       88.1       97.4       96.3       98.9:       3.7        1.1
Old  :     100.0:       7.6        0.9        0.6       88.1       97.4       96.3       98.9:       3.7        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         5          2          4         39         45         46         49:
Old  :        54:         5          2          4         39         45         46         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       35.5       55.6       55.3       30.7       32.5       43.2       46.9
Old  :                 39.1       35.5       55.6       55.3       30.7       32.5       43.2       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   149,780:    13,070      3,798      5,464    122,713    133,860    141,247    143,122:     8,533      6,658
Old  :   149,780:    13,070      3,798      5,464    122,713    133,860    141,247    143,122:     8,533      6,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -6,913:       372       -956       -304     -8,656     -6,723     -8,588     -7,983:     1,675      1,070
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        2.5        3.6       81.9       89.4       94.3       95.6:       5.7        4.4
Old  :     100.0:       8.7        2.5        3.6       81.9       89.4       94.3       95.6:       5.7        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         2          3          4         35         32         40         36:
Old  :        43:         2          3          4         35         32         40         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       54.8       52.8       71.7       27.3       51.9       42.5       64.7
Old  :                 33.7       54.8       52.8       71.7       27.3       51.9       42.5       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   151,388:     7,887      1,890      3,618    130,049    132,797    141,554    138,305:     9,834     13,083
Old  :   151,388:     7,887      1,890      3,618    130,049    132,797    141,554    138,305:     9,834     13,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -2,655:    -3,633        -88      1,449       -654     -6,934     -2,838     -5,573:       183      2,918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        1.2        2.4       85.9       87.7       93.5       91.4:       6.5        8.6
Old  :     100.0:       5.2        1.2        2.4       85.9       87.7       93.5       91.4:       6.5        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         1          2          2         36         34         38         37:
Old  :        44:         1          2          2         36         34         38         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       49.5       53.7       62.5       30.1       41.5       47.4       53.0
Old  :                 32.4       49.5       53.7       62.5       30.1       41.5       47.4       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   174,006:    14,736     34,937      9,208    144,275    121,310    168,219    165,455:     5,787      8,551
Old  :   174,006:    14,736     34,937      9,208    144,275    121,310    168,219    165,455:     5,787      8,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :   -14,543:     4,230     -2,604     -3,706    -14,593     -8,132    -14,069    -14,442:      -474       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       20.1        5.3       82.9       69.7       96.7       95.1:       3.3        4.9
Old  :     100.0:       8.5       20.1        5.3       82.9       69.7       96.7       95.1:       3.3        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6          3          6         28         33         37         39:
Old  :        46:         6          3          6         28         33         37         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       32.8       66.4       51.2       47.8       30.7       59.8       45.1
Old  :                 49.3       32.8       66.4       51.2       47.8       30.7       59.8       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    58,030:         0      1,744        370     52,190     45,479     52,560     47,593:     5,470     10,437
Old  :    58,030:         0      1,744        370     52,190     45,479     52,560     47,593:     5,470     10,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :      -244:         0      1,744        370       -748     -1,893       -378        221:       134       -465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.0        0.6       89.9       78.4       90.6       82.0:       9.4       18.0
Old  :     100.0:       0.0        3.0        0.6       89.9       78.4       90.6       82.0:       9.4       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          1          1         19         19         20         20:
Old  :        26:         0          1          1         19         19         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       36.1       65.7       57.5       37.5       26.4       55.4       45.4
Old  :                 44.0       36.1       65.7       57.5       37.5       26.4       55.4       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 2,542,686:   536,022     64,751    726,120  1,264,630  1,739,091  2,526,772  2,529,962:    15,914     12,724
Old  : 2,542,686:   536,022     64,751    726,120  1,264,630  1,739,091  2,526,772  2,529,962:    15,914     12,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :   544,898:   149,293      8,042    184,203    211,957    352,704    545,453    544,949:      -555        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        2.5       28.6       49.7       68.4       99.4       99.5:       0.6        0.5
Old  :     100.0:      21.1        2.5       28.6       49.7       68.4       99.4       99.5:       0.6        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        26         16         37         98         80        137        121:
Old  :       144:        26         16         37         98         80        137        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       38.5       52.9       54.4       15.8       20.1       23.1       25.9
Old  :                 39.3       38.5       52.9       54.4       15.8       20.1       23.1       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   506,910:    62,296     39,686    157,917    282,775    305,861    502,988    503,464:     3,922      3,446
Old  :   506,910:    62,296     39,686    157,917    282,775    305,861    502,988    503,464:     3,922      3,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    18,566:   -20,472     -3,603     29,065     10,889     -5,915     19,482     19,547:      -916       -981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        7.8       31.2       55.8       60.3       99.2       99.3:       0.8        0.7
Old  :     100.0:      12.3        7.8       31.2       55.8       60.3       99.2       99.3:       0.8        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        13         13         20         32         31         55         54:
Old  :        59:        13         13         20         32         31         55         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       40.0       68.9       60.6       26.5       21.8       30.5       31.2
Old  :                 53.1       40.0       68.9       60.6       26.5       21.8       30.5       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    74,666:     9,662      3,489     11,741     52,573     58,918     73,976     74,148:       690        518
Old  :    74,666:     9,662      3,489     11,741     52,573     58,918     73,976     74,148:       690        518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -2,518:       243       -206       -770     -1,592       -687     -2,119     -1,663:      -399       -855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        4.7       15.7       70.4       78.9       99.1       99.3:       0.9        0.7
Old  :     100.0:      12.9        4.7       15.7       70.4       78.9       99.1       99.3:       0.9        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         7          7         10         39         39         51         51:
Old  :        57:         7          7         10         39         39         51         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       34.1       59.7       57.1       22.7       23.6       28.8       33.0
Old  :                 42.5       34.1       59.7       57.1       22.7       23.6       28.8       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :    24,465:     1,240      4,148        296     22,929     19,618     24,465     24,062:         0        403
Old  :    24,465:     1,240      4,148        296     22,929     19,618     24,465     24,062:         0        403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -1,276:        88       -243       -329       -865       -682     -1,106     -1,254:      -170        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       17.0        1.2       93.7       80.2      100.0       98.4:       0.0        1.6
Old  :     100.0:       5.1       17.0        1.2       93.7       80.2      100.0       98.4:       0.0        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         1          4          1         25         25         26         30:
Old  :        38:         1          4          1         25         25         26         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       50.5       74.0       71.5       48.3       49.0       63.0       62.6
Old  :                 55.5       50.5       74.0       71.5       48.3       49.0       63.0       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :    15,132:     3,053        598          0     11,993     14,448     15,046     15,046:        86         86
Old  :    15,132:     3,053        598          0     11,993     14,448     15,046     15,046:        86         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :      -959:        87        -46       -308       -650       -605       -871       -959:       -88          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        4.0        0.0       79.3       95.5       99.4       99.4:       0.6        0.6
Old  :     100.0:      20.2        4.0        0.0       79.3       95.5       99.4       99.4:       0.6        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          1          0         17         16         20         17:
Old  :        27:         3          1          0         17         16         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       55.7       74.5       78.1       42.7       37.8       55.5       52.3
Old  :                 55.7       55.7       74.5       78.1       42.7       37.8       55.5       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :    14,105:     1,020      2,255          0     12,598     11,672     13,618     13,927:       487        178
Old  :    14,105:     1,020      2,255          0     12,598     11,672     13,618     13,927:       487        178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :      -229:       -46       -464          0       -139         57       -185       -407:       -44        178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       16.0        0.0       89.3       82.8       96.5       98.7:       3.5        1.3
Old  :     100.0:       7.2       16.0        0.0       89.3       82.8       96.5       98.7:       3.5        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          3          0         13         11         14         14:
Old  :        22:         1          3          0         13         11         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.6       65.4       87.5       88.7       69.3       63.3       79.5       79.5
Old  :                 72.6       65.4       87.5       88.7       69.3       63.3       79.5       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    24,288:     2,980      4,706        346     20,572     18,956     23,898     24,008:       390        280
Old  :    24,288:     2,980      4,706        346     20,572     18,956     23,898     24,008:       390        280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :      -898:      -100         26        -26       -742       -864       -868       -864:       -30        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       19.4        1.4       84.7       78.0       98.4       98.8:       1.6        1.2
Old  :     100.0:      12.3       19.4        1.4       84.7       78.0       98.4       98.8:       1.6        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          3          3         21         21         25         25:
Old  :        33:         2          3          3         21         21         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       55.4       75.8       77.8       51.4       50.7       66.6       61.9
Old  :                 53.4       55.4       75.8       77.8       51.4       50.7       66.6       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    27,522:     3,320        140        440     22,119     26,544     25,879     27,124:     1,643        398
Old  :    27,522:     3,320        140        440     22,119     26,544     25,879     27,124:     1,643        398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -1,048:       -50          0       -100       -856     -1,174     -1,006     -1,274:       -42        226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        0.5        1.6       80.4       96.4       94.0       98.6:       6.0        1.4
Old  :     100.0:      12.1        0.5        1.6       80.4       96.4       94.0       98.6:       6.0        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          1          2         24         26         27         28:
Old  :        32:         2          1          2         24         26         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       45.2       66.6       71.0       29.8       38.0       41.8       50.1
Old  :                 45.9       45.2       66.6       71.0       29.8       38.0       41.8       50.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    13,582:       460        380      1,096     11,332     11,666     12,888     13,142:       694        440
Old  :    13,582:       460        380      1,096     11,332     11,666     12,888     13,142:       694        440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :      -932:       -80         16        -40       -680       -788       -800       -812:      -132       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        2.8        8.1       83.4       85.9       94.9       96.8:       5.1        3.2
Old  :     100.0:       3.4        2.8        8.1       83.4       85.9       94.9       96.8:       5.1        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          1         14         14         16         16:
Old  :        21:         1          2          1         14         14         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       66.9       84.7       89.7       61.7       63.5       70.9       72.1
Old  :                 65.8       66.9       84.7       89.7       61.7       63.5       70.9       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 1,673,222:   185,176    111,801    530,447    885,123    951,371  1,600,746  1,593,619:    72,476     79,603
Old  : 1,673,222:   185,176    111,801    530,447    885,123    951,371  1,600,746  1,593,619:    72,476     79,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    44,530:       -14      7,759     15,485     28,842     20,562     44,313     43,806:       217        724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        6.7       31.7       52.9       56.9       95.7       95.2:       4.3        4.8
Old  :     100.0:      11.1        6.7       31.7       52.9       56.9       95.7       95.2:       4.3        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       337:       108        111        153         91        100        287        290:
Old  :       337:       108        111        153         91        100        287        290:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       17.1       28.7       28.0        7.5        5.9       11.5        9.8
Old  :                 17.9       17.1       28.7       28.0        7.5        5.9       11.5        9.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                            Code-067655
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500 BARRELS)                                                 :
     :          :                                                                            :
All  :    20,111:    11,771     11,119          0          0      1,032     11,771     12,151:     8,340      7,960
Old  :    20,111:    11,771     11,119          0          0      1,032     11,771     12,151:     8,340      7,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :     2,495:     3,154      1,526         -4          0      1,032      3,150      2,554:      -655        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.5       55.3        0.0        0.0        5.1       58.5       60.4:      41.5       39.6
Old  :     100.0:      58.5       55.3        0.0        0.0        5.1       58.5       60.4:      41.5       39.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        15         10          0          0          1         15         11:
Old  :        26:        15         10          0          0          1         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       39.6       43.2       53.5       29.3       39.6       43.2       53.5
Old  :                 29.3       39.6       43.2       53.5       29.3       39.6       43.2       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    15,514:     9,018      2,300        970      2,601     11,682     12,589     14,952:     2,925        562
Old  :    15,514:     9,018      2,300        970      2,601     11,682     12,589     14,952:     2,925        562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -3,812:      -955       -316       -186     -2,355     -3,166     -3,496     -3,668:      -316       -144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.1       14.8        6.3       16.8       75.3       81.1       96.4:      18.9        3.6
Old  :     100.0:      58.1       14.8        6.3       16.8       75.3       81.1       96.4:      18.9        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        60          6          8         18         26         84         37:
Old  :       104:        60          6          8         18         26         84         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       39.5       37.1       62.9       24.5       38.6       37.1       58.1
Old  :                 24.5       39.5       37.1       62.9       24.5       38.6       37.1       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :     8,918:     4,067      2,198         84      2,193      5,491      6,344      7,773:     2,574      1,145
Old  :     8,918:     4,067      2,198         84      2,193      5,491      6,344      7,773:     2,574      1,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :      -759:      -618        320       -235        154       -976       -699       -891:       -60        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       24.6        0.9       24.6       61.6       71.1       87.2:      28.9       12.8
Old  :     100.0:      45.6       24.6        0.9       24.6       61.6       71.1       87.2:      28.9       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        23          5          2         13         19         37         26:
Old  :        55:        23          5          2         13         19         37         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       35.1       31.9       55.1       18.0       35.1       31.8       55.1
Old  :                 18.1       35.1       31.9       55.1       18.0       35.1       31.8       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   118,334:    22,205      6,534     22,377     53,782     75,865     98,364    104,776:    19,970     13,558
Old  :   118,334:    22,205      6,534     22,377     53,782     75,865     98,364    104,776:    19,970     13,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -2,217:     2,677        146      1,845     -7,336     -4,225     -2,813     -2,234:       597         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        5.5       18.9       45.4       64.1       83.1       88.5:      16.9       11.5
Old  :     100.0:      18.8        5.5       18.9       45.4       64.1       83.1       88.5:      16.9       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        51         15         30         42         59        106         92:
Old  :       133:        51         15         30         42         59        106         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       20.6       33.7       33.2       19.4       17.3       26.9       26.9
Old  :                 21.7       20.6       33.7       33.2       19.4       17.3       26.9       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    46,036:     7,657        226      3,091     32,404     39,969     43,152     43,286:     2,884      2,750
Old  :    46,036:     7,657        226      3,091     32,404     39,969     43,152     43,286:     2,884      2,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2006                         :
     :    -2,973:       721        226         17     -3,467     -3,359     -2,729     -3,116:      -244        143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        0.5        6.7       70.4       86.8       93.7       94.0:       6.3        6.0
Old  :     100.0:      16.6        0.5        6.7       70.4       86.8       93.7       94.0:       6.3        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         7          4          6         27         33         37         40:
Old  :        51:         7          4          6         27         33         37         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       35.0       62.2       52.1       34.4       19.2       42.7       29.2
Old  :                 43.0       35.0       62.2       52.1       34.4       19.2       42.7       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 9, 2006