NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,753
COMMITMENTS
   1,080    1,180        0    3,977    4,185    5,057    5,365      696      388

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        275)
       0        0        0      468      275      468      275     -193        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     20.5      0.0     69.1     72.7     87.9     93.3     12.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       21       17       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      191,490
COMMITMENTS
  20,089   15,866   30,931  107,465  116,921  158,485  163,717   33,004   27,772

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        445)
      64     -643    1,182      732       30    1,978      568   -1,532     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      8.3     16.2     56.1     61.1     82.8     85.5     17.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      28       28       33       66       67      116      109
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,314,953
COMMITMENTS
  90,513   71,737  638,214  500,710  559,525  1229438  1269477   85,515   45,476

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     48,448)
  -8,571  -12,983   39,740   11,318   18,579   42,487   45,335    5,961    3,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      5.5     48.5     38.1     42.6     93.5     96.5      6.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      75       55       96       93       86      212      199
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,347
COMMITMENTS
   1,806    8,892    5,799   57,867   53,927   65,472   68,618    7,875    4,729

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      1,414)
     680     -906    1,042     -216    1,370    1,506    1,506      -92      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     12.1      7.9     78.9     73.5     89.3     93.6     10.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       19       21       21       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,427
COMMITMENTS
   4,145    3,653    3,853   41,073   41,804   49,071   49,310    7,356    7,117

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:       -509)
      31      -90     -292      -62      -34     -323     -416     -186      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      6.5      6.8     72.8     74.1     87.0     87.4     13.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       21       17       26       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      129,141
COMMITMENTS
   8,730        0        0  107,678  115,610  116,408  115,610   12,733   13,531

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      1,474)
  -1,240        0        0    2,441    1,419    1,201    1,419      273       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      0.0     83.4     89.5     90.1     89.5      9.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       26       24       29       24
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,955
COMMITMENTS
  11,984    2,952        0   67,863   74,331   79,847   77,283    6,108    8,672

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        918)
       0        0        0      978      918      978      918      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      3.4      0.0     79.0     86.5     92.9     89.9      7.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       22       24       23       25
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,911
COMMITMENTS
   1,044   14,594    2,233   76,820   61,340   80,097   78,167    4,814    6,744

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      1,656)
       0    2,137   -1,502    2,209      935      707    1,570      949       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     17.2      2.6     90.5     72.2     94.3     92.1      5.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        2       17       16       20       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,531
COMMITMENTS
   6,705   10,336    2,716   51,538   45,839   60,959   58,891    4,572    6,640

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      1,237)
  -1,172        0      606    1,803      631    1,237    1,237        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     15.8      4.1     78.6     70.0     93.0     89.9      7.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        3       21       21       25       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,831
COMMITMENTS
     248    1,682    4,848   93,070   94,343   98,166  100,873   10,665    7,958

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      5,513)
     248     -649     -107    5,817    6,600    5,958    5,844     -445     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.5      4.5     85.5     86.7     90.2     92.7      9.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       32       28       34       29
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,770
COMMITMENTS
   2,851    6,064      615   31,465   33,551   34,931   40,230    9,839    4,540

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        722)
    -428      368      298   -1,229     -343   -1,359      323    2,081      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     13.5      1.4     70.3     74.9     78.0     89.9     22.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       15       16       17       18
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,433
COMMITMENTS
       0   10,579    1,537   55,344   46,340   56,881   58,456   10,552    8,977

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.7      2.3     82.1     68.7     84.4     86.7     15.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       16       17       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,634
COMMITMENTS
       0    6,662    2,315   38,235   31,462   40,550   40,439    6,084    6,195

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.3      5.0     82.0     67.5     87.0     86.7     13.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        1       14       11       15       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,845
COMMITMENTS
   9,474        0    1,488   79,956   93,427   90,918   94,915   10,927    6,930

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:       -604)
       0        0        0     -738      115     -738      115      134     -719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      0.0      1.5     78.5     91.7     89.3     93.2     10.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       25       26       27       27
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,951
COMMITMENTS
       0    9,609    4,007   69,953   61,970   73,960   75,586    7,991    6,365

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        -59)
       0    2,375   -1,593    1,284   -1,108     -309     -326      250      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.7      4.9     85.4     75.6     90.2     92.2      9.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        2       27       24       29       27
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,438
COMMITMENTS
   1,289        0    4,357   45,818   48,416   51,464   52,773   10,974    9,665

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        950)
   1,289      -85     -545      178    1,572      922      942       28        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      7.0     73.4     77.5     82.4     84.5     17.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       17       19       18       20
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,269
COMMITMENTS
     806    7,370        0   43,801   38,372   44,607   45,742    1,662      527

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     15.9      0.0     94.7     82.9     96.4     98.9      3.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        0       10       14       12       17
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      189,154
COMMITMENTS
   1,627   14,696   13,127  165,653  156,170  180,407  183,993    8,747    5,161

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      3,717)
       0   -4,188    1,329    1,483    6,836    2,812    3,977      905     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      7.8      6.9     87.6     82.6     95.4     97.3      4.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        4       36       30       40       34
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,670
COMMITMENTS
   9,770    3,020    2,111   65,168   70,195   77,049   75,326   11,621   13,344

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      1,855)
  -1,017      906      213    2,568      339    1,764    1,458       91      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      3.4      2.4     73.5     79.2     86.9     85.0     13.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       22       20       24       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,019
COMMITMENTS
     806   10,598        0   65,202   53,095   66,008   63,693    1,011    3,326

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        932)
     558    2,728        0    1,083     -676    1,641    2,052     -709   -1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     15.8      0.0     97.3     79.2     98.5     95.0      1.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        0       16       17       18       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      269,061
COMMITMENTS
  20,194    2,204    1,675  236,628  261,960  258,497  265,839   10,564    3,222

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        875)
      96      -66      192      609      529      897      655      -22      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.8      0.6     87.9     97.4     96.1     98.8      3.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        1        3       41       44       47       47
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      156,194
COMMITMENTS
  15,226    2,966    5,714  125,629  140,244  146,569  148,924    9,625    7,270

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      4,126)
   1,598     -832      946      818    4,136    3,362    4,250      764     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      1.9      3.7     80.4     89.8     93.8     95.3      6.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        3       35       32       39       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      159,776
COMMITMENTS
  10,871    2,018    3,458  134,999  140,026  149,328  145,502   10,448   14,274

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      4,360)
   2,027      248       47    1,369    3,115    3,443    3,410      917      950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      1.3      2.2     84.5     87.6     93.5     91.1      6.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        2        2       37       33       39       36
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      182,984
COMMITMENTS
  14,415   32,950   11,126  151,164  130,332  176,705  174,408    6,279    8,576

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      1,929)
  -1,289   -4,077    1,926    1,764    5,305    2,401    3,154     -472   -1,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     18.0      6.1     82.6     71.2     96.6     95.3      3.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        3        7       31       34       39       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,098
COMMITMENTS
       0    3,313      370   57,199   47,108   57,569   50,791    3,529   10,307

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        971)
       0      748        0    1,190     -257    1,190      491     -219      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      0.6     93.6     77.1     94.2     83.1      5.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       20       20       21       22
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,608,690
COMMITMENTS
 547,816   80,318  735,601  1311639  1782326  2595056  2598245   13,634   10,445

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     41,041)
  15,412      922   -2,623   26,079   41,537   38,868   39,836    2,173    1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      3.1     28.2     50.3     68.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      25       16       39      102       84      142      125
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      569,323
COMMITMENTS
  77,715   69,756  163,373  324,385  333,445  565,473  566,574    3,850    2,749

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     38,794)
   7,924   15,378      237   28,990   22,066   37,151   37,681    1,643    1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     12.3     28.7     57.0     58.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17       15       22       33       31       61       57
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       78,186
COMMITMENTS
   9,062    3,544   12,509   56,043   61,746   77,614   77,799      572      387

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      3,083)
    -121      207      677    2,601    2,167    3,156    3,051      -73       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      4.5     16.0     71.7     79.0     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        7       12       40       41       53       54
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       27,777
COMMITMENTS
   1,240    4,148      296   26,115   22,930   27,651   27,374      126      403

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      3,060)
       0        0        0    3,060    3,060    3,060    3,060        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     14.9      1.1     94.0     82.6     99.5     98.5      0.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        1       25       25       26       30
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,419
COMMITMENTS
   2,377      512        0   15,042   16,907   17,419   17,419        0        0

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      2,247)
    -676        0        0    2,923    2,247    2,247    2,247        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      2.9      0.0     86.4     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        0       17       16       20       17
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,357
COMMITMENTS
   1,020    2,267        0   12,787   12,027   13,807   14,294      550       63

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:         17)
       0     -166        0       17      183       17       17        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     15.8      0.0     89.1     83.8     96.2     99.6      3.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        0       13       11       14       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,424
COMMITMENTS
   2,940    4,706      386   20,644   19,012   23,970   24,104      454      320

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        104)
     -40        0       40       40       24       40       64       64       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     19.3      1.6     84.5     77.8     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        3       21       21       25       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,520
COMMITMENTS
   3,240      140      440   22,279   26,514   25,959   27,094    1,561      426

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100       80      100       80        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      0.5      1.6     81.0     96.3     94.3     98.5      5.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       23       26       26       28
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,342
COMMITMENTS
     460      380    1,096   11,092   11,426   12,648   12,902      694      440

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:       -240)
       0        0        0     -240     -240     -240     -240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.8      8.2     83.1     85.6     94.8     96.7      5.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       14       14       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,560,200
COMMITMENTS
 165,196  120,527  472,318  865,700  896,475  1503214  1489321   56,986   70,880

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:   -136,972)
 -10,017   -1,907  -63,966  -58,730  -67,831 -132,713 -133,704   -4,258   -3,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      7.7     30.3     55.5     57.5     96.3     95.5      3.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      97      102      135       83      101      256      271
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,681
COMMITMENTS
   7,370    2,008      685    2,891    9,885   10,946   12,578    2,735    1,103

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:       -674)
    -440     -207     -103      213     -542     -330     -852     -344      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.9     14.7      5.0     21.1     72.3     80.0     91.9     20.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      54        8        7       19       22       77       35
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,380
COMMITMENTS
   3,224    2,018        4    2,106    4,268    5,334    6,290    2,046    1,090

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -1,236)
    -394   -1,146        3     -386      223     -777     -920     -459     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.7     27.3      0.1     28.5     57.8     72.3     85.2     27.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      19        4        2       12       20       31       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      110,743
COMMITMENTS
  12,670    6,817   23,089   57,899   69,699   93,659   99,606   17,084   11,137

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -6,153)
  -4,834     -608     -743      812   -2,795   -4,764   -4,146   -1,389   -2,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      6.2     20.8     52.3     62.9     84.6     89.9     15.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      40       20       33       57       63      112      102
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       49,860
COMMITMENTS
   9,338      695    3,037   34,041   42,071   46,416   45,803    3,444    4,057

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      1,496)
     566      695      573    1,082      115    2,221    1,383     -725      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      1.4      6.1     68.3     84.4     93.1     91.9      6.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8        3        8       31       31       44       39
 

Updated June 23, 2006