NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,110
COMMITMENTS
     960    1,050        0    4,030    3,506    4,990    4,556      120      554

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        150)
       0      150        0      150        0      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     20.5      0.0     78.9     68.6     97.7     89.2      2.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        0       19       15       20       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      195,911
COMMITMENTS
  22,393   24,474   36,199  109,331   99,375  167,923  160,047   27,988   35,864

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      3,972)
     700       45       93    5,505    2,202    6,298    2,340   -2,326    1,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     12.5     18.5     55.8     50.7     85.7     81.7     14.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      27       41       42       64       67      116      130
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,005,980
COMMITMENTS
  46,770   85,445  460,031  422,237  425,570  929,039  971,047   76,941   34,933

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     22,242)
  -7,015    8,530   24,844    3,499  -10,974   21,328   22,399      914     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      8.5     45.7     42.0     42.3     92.4     96.5      7.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      57       55       86      106       93      210      190
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,607
COMMITMENTS
       0    1,456    1,792   47,221   42,596   49,013   45,844    3,594    6,763

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      1,046)
       0      665     -599    1,330      854      731      920      315      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.8      3.4     89.8     81.0     93.2     87.1      6.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       20       18       21       19
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,505
COMMITMENTS
   1,066    8,941    1,789   51,464   44,952   54,319   55,682    6,186    4,823

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        -23)
     -90    2,906      341     -954   -2,852     -703      395      680     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     14.8      3.0     85.1     74.3     89.8     92.0     10.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        4       19       19       24       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,618
COMMITMENTS
  10,150    2,576    2,788   80,492   88,294   93,430   93,658    9,188    8,960

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:       -712)
       0     -856      856   -1,475     -836     -619     -836      -93      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      2.5      2.7     78.4     86.0     91.0     91.3      9.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        2       30       28       33       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,409
COMMITMENTS
     248      744        0   54,312   52,796   54,560   53,540    5,849    6,869

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        754)
       0        0        0      772    1,736      772    1,736      -18     -982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      1.2      0.0     89.9     87.4     90.3     88.6      9.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       18       23       19       24
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,943
COMMITMENTS
       0    9,862      582   70,680   59,659   71,262   70,103    1,681    2,840

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      1,834)
       0    2,326   -1,072    3,092      278    2,020    1,532     -186      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.5      0.8     96.9     81.8     97.7     96.1      2.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       20       20       22       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,373
COMMITMENTS
   7,867    7,347    2,823   52,441   55,072   63,131   65,242    8,242    6,131

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      2,617)
     452      920      246    1,679      320    2,377    1,486      240    1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     10.3      4.0     73.5     77.2     88.5     91.4     11.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       19       21       22       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,268
COMMITMENTS
       0    2,954    2,826   88,303   82,997   91,129   88,777    8,139   10,491

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -1,074)
       0   -4,044    1,538   -3,242     -755   -1,704   -3,261      630    2,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      2.8     89.0     83.6     91.8     89.4      8.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       25       22       26
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,067
COMMITMENTS
     778    2,117    1,408   33,329   37,071   35,515   40,596    7,552    2,471

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        264)
     778   -1,912     -656     -259    2,404     -137     -164      401      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      4.9      3.3     77.4     86.1     82.5     94.3     17.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       19       18       21       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,765
COMMITMENTS
  19,359        0      552   35,627   54,802   55,538   55,354    7,227    7,411

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      2,863)
     -62        0        0    3,117    1,034    3,055    1,034     -192    1,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8      0.0      0.9     56.8     87.3     88.5     88.2     11.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       17       21       19       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,727
COMMITMENTS
   2,809      969    3,275   54,678   56,037   60,762   60,281    8,965    9,446

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      1,191)
   2,809   -3,268      687   -3,722    3,792     -226    1,211    1,417      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.4      4.7     78.4     80.4     87.1     86.5     12.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       20       17       22       19
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,468
COMMITMENTS
       0    1,567    1,265   41,814   47,258   43,079   50,090   11,389    4,378

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      2,114)
       0      618     -386    2,080    2,184    1,694    2,416      420     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      2.3     76.8     86.8     79.1     92.0     20.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       16       18       17       19
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      173,627
COMMITMENTS
       0   25,321    4,451  155,871  139,071  160,322  168,843   13,305    4,784

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     10,143)
       0    4,987   -1,539   11,685    5,789   10,146    9,237       -3      906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.6      2.6     89.8     80.1     92.3     97.2      7.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        5        3       36       31       39       36
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,721
COMMITMENTS
   8,548    1,973    2,317   61,243   72,846   72,108   77,136   10,613    5,585

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        645)
  -1,590        0      725      654      221     -211      946      856     -301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      2.4      2.8     74.0     88.1     87.2     93.2     12.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       20       22       23       24
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,306
COMMITMENTS
       0    8,181        0   66,482   60,897   66,482   69,078    2,824      228

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:       -291)
       0      434     -217     -229     -632     -446     -415      155      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.8      0.0     95.9     87.9     95.9     99.7      4.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       14       16       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      203,837
COMMITMENTS
   5,618    1,057    4,325  183,522  192,308  193,465  197,690   10,372    6,147

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      2,841)
  -3,915      234      576    4,817    1,329    1,478    2,139    1,363      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.5      2.1     90.0     94.3     94.9     97.0      5.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        5       39       41       44       46
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      166,112
COMMITMENTS
  15,547    4,732   12,306  132,097  141,668  159,950  158,706    6,162    7,406

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      2,854)
    -846      744     -334    4,367    1,919    3,187    2,329     -333      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      2.8      7.4     79.5     85.3     96.3     95.5      3.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        6       33       31       39       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      151,313
COMMITMENTS
   1,302    3,592    3,647  137,445  128,757  142,394  135,996    8,919   15,317

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      1,794)
  -4,451    1,274    1,826    3,575   -3,038      950       62      844    1,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.4      2.4     90.8     85.1     94.1     89.9      5.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       31       31       32       33
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      194,164
COMMITMENTS
   7,130   29,531   25,273  155,685  136,644  188,088  191,448    6,076    2,716

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      8,690)
  -1,689      811    1,885    8,507    6,222    8,703    8,918      -13     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     15.2     13.0     80.2     70.4     96.9     98.6      3.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        7       29       35       36       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,535
COMMITMENTS
   5,061    3,499        0   42,911   39,599   47,972   43,098    3,563    8,437

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        402)
       0      240        0      216     -512      216     -272      186      674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      6.8      0.0     83.3     76.8     93.1     83.6      6.9     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        0       20       21       23       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,512,580
COMMITMENTS
 263,815   61,780  362,168  864,508  1074913  1490491  1498861   22,089   13,719

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     35,082)
  -9,933  -14,017   26,531   18,131   20,683   34,729   33,197      353    1,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      4.1     23.9     57.2     71.1     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      26       10       29       95       82      127      115
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      341,733
COMMITMENTS
  88,961   26,038   88,131  161,531  225,267  338,623  339,436    3,110    2,297

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     10,100)
  -1,019    1,746    5,390    5,803    3,315   10,174   10,451      -74     -351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      7.6     25.8     47.3     65.9     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18        5       18       32       30       52       51
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       85,548
COMMITMENTS
  13,671    7,209   17,065   54,043   60,560   84,779   84,834      769      714

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:       -848)
  -1,036     -366     -490      798      268     -728     -588     -120     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      8.4     19.9     63.2     70.8     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        6       11       44       43       56       54
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,201
COMMITMENTS
   1,310    8,059    1,245   21,673   14,669   24,228   23,973      973    1,228

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      1,108)
       0    1,549      -86    1,194     -355    1,108    1,108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     32.0      4.9     86.0     58.2     96.1     95.1      3.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        6       23       23       29       29
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,868
COMMITMENTS
   2,801      968    1,707    8,641   10,727   13,149   13,402      719      466

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      1,316)
     679   -1,532    1,277     -640    1,571    1,316    1,316        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      7.0     12.3     62.3     77.4     94.8     96.6      5.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        1       17       14       20       17
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,310
COMMITMENTS
   1,398    4,247      145   10,153    7,918   11,696   12,310      614        0

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     34.5      1.2     82.5     64.3     95.0    100.0      5.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       13       10       15       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,448
COMMITMENTS
   4,110    9,714      978   19,172   13,568   24,260   24,260    1,188    1,188

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        600)
     -20      220        0      620      380      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     38.2      3.8     75.3     53.3     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        5       24       22       30       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,162
COMMITMENTS
   6,720      560      630   13,761   20,544   21,111   21,734    1,051      428

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      1,598)
     400        0        0      908    1,612    1,308    1,612      290      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      2.5      2.8     62.1     92.7     95.3     98.1      4.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        4       31       27       35       32
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,266
COMMITMENTS
     640      852      984   10,126    9,990   11,750   11,826      516      440

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        148)
       0        0     -240      388      388      148      148        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      6.9      8.0     82.6     81.4     95.8     96.4      4.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       14       16       18       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,475,737
COMMITMENTS
 124,985   98,814  409,333  878,741  904,766  1413059  1412913   62,678   62,824

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:   -125,864)
 -15,294   -3,980  -59,458  -34,758  -56,632 -109,510 -120,070  -16,353   -5,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      6.7     27.7     59.5     61.3     95.8     95.7      4.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      82       91      124       79       87      235      241
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,219
COMMITMENTS
   8,201    1,816    1,699    3,370   13,046   13,270   16,561    3,949      658

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      1,030)
      89      127      647      340      193    1,076      967      -46       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.6     10.5      9.9     19.6     75.8     77.1     96.2     22.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      74        8       11       16       27       98       43
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,739
COMMITMENTS
   4,149    1,020      163    1,861    6,349    6,173    7,532    2,566    1,207

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:       -834)
  -1,048     -384       80      152     -763     -816   -1,067      -18      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.5     11.7      1.9     21.3     72.7     70.6     86.2     29.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19        7        2       14       17       35       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      192,000
COMMITMENTS
  36,142   16,819   28,937  106,513  128,959  171,591  174,714   20,409   17,286

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -1,491)
  -7,078    1,965   -2,077    7,027   -1,111   -2,128   -1,224      637     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      8.8     15.1     55.5     67.2     89.4     91.0     10.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      49       31       38       67       78      131      133
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,304
COMMITMENTS
   3,280        0      150   15,844   19,281   19,274   19,431    1,030      873

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      3,273)
     280        0      150    3,381    3,185    3,811    3,335     -538      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      0.0      0.7     78.0     95.0     94.9     95.7      5.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       16       18       18       19
 

Updated February 24, 2006