NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,642
COMMITMENTS
     660      675        0    2,877    2,420    3,537    3,095      105      547

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        522)
     660     -225        0     -188      849      472      624       50     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     18.5      0.0     79.0     66.4     97.1     85.0      2.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       18       14       19       15
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      200,464
COMMITMENTS
  24,723   17,083   37,526  106,391  114,463  168,641  169,072   31,823   31,392

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      7,215)
   3,639    1,484    5,364   -2,299      815    6,703    7,663      512     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      8.5     18.7     53.1     57.1     84.1     84.3     15.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      41       33       43       65       71      123      132
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      887,006
COMMITMENTS
  37,630   83,307  401,052  369,313  365,813  807,996  850,172   79,011   36,834

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     24,979)
   1,987    1,392   11,102    8,479    9,660   21,568   22,155    3,411    2,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      9.4     45.2     41.6     41.2     91.1     95.8      8.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      59       58       82       93       82      195      182
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,422
COMMITMENTS
   1,450        0    1,483   41,392   45,243   44,325   46,726    4,097    1,696

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,773)
    -942        0      977    1,583    1,352    1,618    2,329      155     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      3.1     85.5     93.4     91.5     96.5      8.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       19       19       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,176
COMMITMENTS
   5,943      942    1,832   30,881   35,414   38,656   38,188    5,520    5,988

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      4,483)
   1,688      616       90    2,733    2,867    4,511    3,573      -28      910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      2.1      4.1     69.9     80.2     87.5     86.4     12.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       15       18       18       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,470
COMMITMENTS
  16,065      392    1,725   71,306   84,278   89,096   86,395    8,374   11,075

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        133)
  -1,109     -214      214    1,174   -1,054      279   -1,054     -146    1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      0.4      1.8     73.2     86.5     91.4     88.6      8.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        3       25       25       31       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,741
COMMITMENTS
   1,533    2,360      302   49,657   44,850   51,492   47,512    3,249    7,229

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:       -906)
    -627   -1,240      302     -272   -1,200     -597   -2,138     -309    1,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      4.3      0.6     90.7     81.9     94.1     86.8      5.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       16       18       18       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,229
COMMITMENTS
       0   14,776    1,091   55,465   43,085   56,556   58,952    3,673    1,277

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -1,154)
       0   -2,845       11     -947    2,582     -936     -252     -218     -902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     24.5      1.8     92.1     71.5     93.9     97.9      6.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        2       18       17       20       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,938
COMMITMENTS
  13,598    3,164    4,107   42,638   56,553   60,343   63,824    8,595    5,114

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      2,395)
  -3,078     -182      795    6,929    2,299    4,646    2,912   -2,251     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      4.6      6.0     61.8     82.0     87.5     92.6     12.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       18       21       21       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,047
COMMITMENTS
      76        0    4,153   61,199   61,613   65,428   65,766    6,619    6,281

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      4,395)
  -4,636        0    2,695    6,777    1,794    4,836    4,489     -441      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      5.8     84.9     85.5     90.8     91.3      9.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       18       20       19       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,659
COMMITMENTS
       0    5,009    1,625   33,646   31,794   35,271   38,428    6,388    3,231

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -2,785)
    -691        0   -1,510   -1,354      702   -3,555     -808      770   -1,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.0      3.9     80.8     76.3     84.7     92.2     15.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       21       17       23       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,248
COMMITMENTS
  19,347        0    1,092   30,515   48,244   50,954   49,336    6,294    7,912

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -1,426)
   2,288     -270     -214   -4,578   -4,182   -2,504   -4,666    1,078    3,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8      0.0      1.9     53.3     84.3     89.0     86.2     11.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       18       18       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,701
COMMITMENTS
       0    5,382    2,462   46,806   34,556   49,268   42,400    6,433   13,301

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -3,337)
       0   -1,873      329   -1,170      836     -841     -708   -2,496   -2,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.7      4.4     84.0     62.0     88.5     76.1     11.5     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       19       16       21       18
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      158,401
COMMITMENTS
   3,839   15,439    3,662  139,511  134,710  147,012  153,811   11,389    4,590

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        906)
   2,873     -518     -505    2,130    5,314    4,498    4,291   -3,592   -3,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      9.7      2.3     88.1     85.0     92.8     97.1      7.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        4       34       29       38       35
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,577
COMMITMENTS
   7,011        0    2,075   59,619   63,446   68,705   65,521    5,872    9,056

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:       -691)
   3,736        0   -1,537   -1,591      330      608   -1,207   -1,299      516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      0.0      2.8     79.9     85.1     92.1     87.9      7.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       18       17       20       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      173,545
COMMITMENTS
  11,676    1,938    2,987  148,286  160,676  162,949  165,601   10,596    7,944

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     17,395)
   6,136    1,938   -1,569   10,398   16,966   14,965   17,335    2,430       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      1.1      1.7     85.4     92.6     93.9     95.4      6.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       32       30       36       33
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      158,739
COMMITMENTS
  18,959    3,194   14,311  120,787  135,006  154,057  152,511    4,682    6,228

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      5,731)
  -5,234    3,194      879   11,929    1,518    7,574    5,591   -1,843      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      2.0      9.0     76.1     85.0     97.1     96.1      2.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        2        7       33       28       41       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      138,793
COMMITMENTS
       0   18,560    3,066  122,215   99,773  125,281  121,399   13,512   17,394

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      7,250)
       0    9,431   -1,439   11,847      671   10,408    8,663   -3,158   -1,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.4      2.2     88.1     71.9     90.3     87.5      9.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        2       27       24       29       26
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      150,461
COMMITMENTS
  21,603   20,165    8,773  113,971  117,704  144,347  146,642    6,114    3,819

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      4,231)
   3,900    2,213     -199    1,559    2,181    5,260    4,195   -1,029       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     13.4      5.8     75.7     78.2     95.9     97.5      4.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        4        9       25       30       34       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,808
COMMITMENTS
     373   11,827    1,308   46,465   33,031   48,146   46,166    4,662    6,642

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:         78)
       0   -1,772        0   -1,800    2,220   -1,800      448    1,878     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     22.4      2.5     88.0     62.5     91.2     87.4      8.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        5        2       16       16       19       21
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,409,105
COMMITMENTS
 277,899   58,402  301,607  809,914  1035950  1389420  1395959   19,685   13,146

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     53,694)
 -14,538    2,397   20,264   49,710   30,100   55,436   52,761   -1,742      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      4.1     21.4     57.5     73.5     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      31        8       33       86       79      124      114
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      304,442
COMMITMENTS
  66,239   88,830   62,626  171,791  149,940  300,656  301,396    3,786    3,046

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     17,132)
  -7,969   -2,449    9,622   14,213   10,259   15,866   17,432    1,266     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     29.2     20.6     56.4     49.3     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15        8       17       29       27       48       48
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       86,485
COMMITMENTS
  22,287    4,995   17,785   46,087   63,513   86,160   86,294      325      191

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -1,220)
  -1,388   -2,546      436      347    1,349     -605     -761     -615     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      5.8     20.6     53.3     73.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        4       12       39       41       51       53
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,543
COMMITMENTS
   1,524    7,264    1,752   21,013   15,018   24,289   24,034      254      509

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -1,721)
    -126    1,664   -1,191     -595   -2,152   -1,912   -1,679      191      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     29.6      7.1     85.6     61.2     99.0     97.9      1.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        6        6       20       20       27       26
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,656
COMMITMENTS
   4,029    2,278    1,077    7,789    9,835   12,895   13,190      761      466

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:       -480)
    -256     -508       87     -777     -525     -946     -946      466      466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5     16.7      7.9     57.0     72.0     94.4     96.6      5.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        2       16       10       20       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,725
COMMITMENTS
   4,460    8,372    1,574   19,591   15,599   25,625   25,545      100      180

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        690)
     600    1,264      -40      350     -474      910      750     -220      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     32.5      6.1     76.2     60.6     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        4        5       23       21       30       26
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,060
COMMITMENTS
   9,690      720    1,290   10,363   19,694   21,343   21,704      717      356

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:         50)
    -200      -80       40      230       60       70       20      -20       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9      3.3      5.8     47.0     89.3     96.7     98.4      3.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        4       23       24       27       28
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,058
COMMITMENTS
     700      676    1,600    9,516    9,522   11,816   11,798      242      260

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        102)
     200      104     -152      104      130      152       82      -50       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      5.6     13.3     78.9     79.0     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       14       12       18       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,492,595
COMMITMENTS
 154,705   92,572  424,577  835,421  892,160  1414703  1409309   77,892   83,286

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     50,510)
  10,618    2,795   21,711    8,184   27,254   40,512   51,760    9,997   -1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      6.2     28.4     56.0     59.8     94.8     94.4      5.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      89      106      146       83       91      256      269
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,341
COMMITMENTS
   6,513    1,486        0    3,272   11,478    9,785   12,964    3,556      377

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:       -589)
    -322      204        0     -346     -920     -668     -716       79      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.8     11.1      0.0     24.5     86.0     73.3     97.2     26.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      68        7        0       13       26       81       33
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,905
COMMITMENTS
   6,046      846        0    1,473    7,967    7,519    8,813    2,386    1,092

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        521)
     519      145        0      137      348      656      493     -135       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.0      8.5      0.0     14.9     80.4     75.9     89.0     24.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      23        5        0       13       19       36       24
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      172,022
COMMITMENTS
  38,613    5,895   24,033   88,885  127,836  151,531  157,764   20,492   14,258

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     15,277)
   2,932   -1,193    4,641    4,484    9,536   12,057   12,984    3,221    2,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      3.4     14.0     51.7     74.3     88.1     91.7     11.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      55       17       41       59       76      129      121
 

Updated January 12, 2006