NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,783
COMMITMENTS
     660      450        0    3,018    2,786    3,678    3,236      105      547

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        141)
       0     -225        0      141      366      141      141        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     11.9      0.0     79.8     73.6     97.2     85.5      2.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       17       15       18       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      170,958
COMMITMENTS
  23,691   17,935   21,385   96,919  103,687  141,995  143,007   28,963   27,951

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     -1,054)
  -2,375    1,884      795       84   -2,363   -1,496      316      442   -1,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     10.5     12.5     56.7     60.7     83.1     83.7     16.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      32       39       39       62       69      116      128
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      546,982
COMMITMENTS
  47,493   98,170  174,580  253,762  245,148  475,835  517,898   71,147   29,084

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:       -972)
   3,610    7,340   -5,914    2,604      642      300    2,068   -1,272   -3,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     17.9     31.9     46.4     44.8     87.0     94.7     13.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      53       54       68       91       72      183      158
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,256
COMMITMENTS
     253        0    2,399   43,302   44,133   45,954   46,532    2,302    1,724

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:       -166)
  -1,197        0      916    1,910   -1,110    1,629     -194   -1,795       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      5.0     89.7     91.5     95.2     96.4      4.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       19       20       20       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,856
COMMITMENTS
   6,721    1,430    1,374   34,210   39,498   42,305   42,302    5,551    5,554

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      3,680)
     778      488     -458    3,329    4,084    3,649    4,114       31     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      3.0      2.9     71.5     82.5     88.4     88.4     11.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       16       19       19       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,353
COMMITMENTS
   6,648      864    1,253   81,953   88,761   89,854   90,878   11,499   10,475

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      3,883)
  -9,417      472     -472   10,647    4,483      758    4,483    3,125     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.9      1.2     80.9     87.6     88.7     89.7     11.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        2       25       25       29       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,275
COMMITMENTS
   1,793    2,360      302   51,680   48,663   53,775   51,325    4,500    6,950

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      3,534)
     260        0        0    2,023    3,813    2,283    3,813    1,251     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      4.0      0.5     88.7     83.5     92.3     88.1      7.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       15       18       17       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,304
COMMITMENTS
       0    7,834    5,039   55,858   50,079   60,897   62,952    3,407    1,352

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      4,075)
       0   -6,942    3,948      393    6,994    4,341    4,000     -266       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.2      7.8     86.9     77.9     94.7     97.9      5.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        3       21       20       24       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,229
COMMITMENTS
  16,340    3,164    2,550   42,332   57,973   61,222   63,687    8,007    5,542

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        291)
   2,742        0   -1,557     -306    1,420      879     -137     -588      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      4.6      3.7     61.1     83.7     88.4     92.0     11.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       19       21       22       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,045
COMMITMENTS
       0    4,874    1,986   64,527   61,358   66,513   68,218    8,532    6,827

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      2,998)
     -76    4,874   -2,167    3,328     -255    1,085    2,452    1,913      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      2.6     86.0     81.8     88.6     90.9     11.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       16       21       17       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,968
COMMITMENTS
       0    5,715    1,777   34,866   33,041   36,643   40,533    6,325    2,435

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      1,309)
       0      706      152    1,220    1,247    1,372    2,105      -63     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.3      4.1     81.1     76.9     85.3     94.3     14.7      5.7

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
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,000
COMMITMENTS
  19,347       34    1,306   32,543   50,569   53,196   51,909    5,804    7,091

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      1,752)
       0       34      214    2,028    2,325    2,242    2,573     -490     -821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      0.1      2.2     55.2     85.7     90.2     88.0      9.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       17       19       20       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,022
COMMITMENTS
       0    4,641    2,586   54,269   42,718   56,855   49,945    4,167   11,077

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      5,321)
       0     -741      124    7,463    8,162    7,587    7,545   -2,266   -2,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.6      4.2     88.9     70.0     93.2     81.8      6.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       22       19       24       21
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      164,227
COMMITMENTS
     966   22,853    3,944  148,196  133,064  153,106  159,861   11,121    4,366

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      5,826)
  -2,873    7,414      282    8,685   -1,646    6,094    6,050     -268     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     13.9      2.4     90.2     81.0     93.2     97.3      6.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        5        3       35       30       38       36
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,471
COMMITMENTS
  13,183        0      404   60,016   70,301   73,603   70,705    5,868    8,766

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      4,894)
   6,172        0   -1,671      397    6,855    4,898    5,184       -4     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      0.0      0.5     75.5     88.5     92.6     89.0      7.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       17       19       19       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      183,846
COMMITMENTS
   5,427    3,046    5,284  162,689  167,304  173,400  175,634   10,446    8,212

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     10,301)
  -6,249    1,108    2,297   14,403    6,628   10,451   10,033     -150      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.7      2.9     88.5     91.0     94.3     95.5      5.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        4       34       31       38       35
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,272
COMMITMENTS
  20,780    2,946   12,679  120,696  137,751  154,155  153,376    6,117    6,896

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      1,533)
   1,821     -248   -1,632      -91    2,745       98      865    1,435      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      1.8      7.9     75.3     85.9     96.2     95.7      3.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        6       34       29       41       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      141,829
COMMITMENTS
       0   11,072    4,304  127,371  109,811  131,675  125,187   10,154   16,642

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      3,036)
       0   -7,488    1,238    5,156   10,038    6,394    3,788   -3,358     -752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      3.0     89.8     77.4     92.8     88.3      7.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        2       29       25       31       27
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       32,256
COMMITMENTS
   2,134    4,580      426   22,796   22,008   25,356   27,014    6,900    5,242

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     14.2      1.3     70.7     68.2     78.6     83.7     21.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       13       13       15       14
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,405
COMMITMENTS
  12,140   20,062   19,171  123,684  117,708  154,995  156,941    5,410    3,464

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      9,944)
  -9,463     -103   10,398    9,713        4   10,648   10,299     -704     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     12.5     12.0     77.1     73.4     96.6     97.8      3.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        3        9       26       32       35       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,306
COMMITMENTS
   5,409    7,604       56   42,814   37,051   48,279   44,711    4,027    7,595

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:       -502)
   5,036   -4,223   -1,252   -3,651    4,020      133   -1,455     -635      953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     14.5      0.1     81.9     70.8     92.3     85.5      7.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       17       17       19       21
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,398,270
COMMITMENTS
 252,326   64,002  301,933  822,879  1017938  1377138  1383873   21,132   14,397

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:    -10,835)
 -25,573    5,600      326   12,965  -18,012  -12,282  -12,086    1,447    1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      4.6     21.6     58.8     72.8     98.5     99.0      1.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      31        9       34       86       78      125      114
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      310,454
COMMITMENTS
  64,538   84,500   66,790  175,377  156,761  306,705  308,051    3,749    2,403

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      6,012)
  -1,701   -4,330    4,164    3,586    6,821    6,049    6,655      -37     -643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     27.2     21.5     56.5     50.5     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       10       16       28       26       49       46
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,756
COMMITMENTS
  21,656    6,310   12,002   38,819   54,116   72,477   72,428      279      328

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      1,374)
    -452      910      -44    1,888      348    1,392    1,214      -18      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      8.7     16.5     53.4     74.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        5       10       40       39       51       50
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,815
COMMITMENTS
   1,524    7,507    1,809   21,228   14,990   24,561   24,306      254      509

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        272)
       0      243       57      215      -28      272      272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     30.3      7.3     85.5     60.4     99.0     97.9      1.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        6        6       21       21       28       27
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,747
COMMITMENTS
   4,263    1,644      920    7,849   10,757   13,032   13,321      715      426

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:         91)
     234     -634     -157       60      922      137      131      -46      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     12.0      6.7     57.1     78.2     94.8     96.9      5.2      3.1

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
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,512
COMMITMENTS
   4,420    8,472    1,294   19,738   15,666   25,452   25,432       60       80

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:       -213)
     -40      100     -280      147       67     -173     -113      -40     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     33.2      5.1     77.4     61.4     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        6        7       24       22       32       29
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,240
COMMITMENTS
   9,410      680    1,160   11,113   19,884   21,683   21,724      557      516

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        180)
    -280      -40     -130      750      190      340       20     -160      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3      3.1      5.2     50.0     89.4     97.5     97.7      2.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        4       24       24       28       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,586
COMMITMENTS
     720      836    1,360   10,087    9,970   12,167   12,166      419      420

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        528)
      20      160     -240      571      448      351      368      177      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      6.6     10.8     80.1     79.2     96.7     96.7      3.3      3.3

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
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      909,573
COMMITMENTS
 148,056  149,732  144,273  550,045  547,558  842,374  841,563   67,199   68,010

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     16,624)
   2,747    3,701      588   15,042   15,636   18,377   19,925   -1,753   -3,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     16.5     15.9     60.5     60.2     92.6     92.5      7.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      75       90       99       78       89      219      222
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,028
COMMITMENTS
   6,857    1,604      209    3,332   11,979   10,398   13,792    3,630      236

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        687)
     344      118      209       60      501      613      828       74     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     11.4      1.5     23.8     85.4     74.1     98.3     25.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      73        5        2       13       27       88       34
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,829
COMMITMENTS
   6,937      916        0    1,564    8,575    8,501    9,491    2,328    1,338

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        928)
     891       70        0       91      608      982      678      -54      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1      8.5      0.0     14.4     79.2     78.5     87.6     21.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      30        6        0       13       17       43       23
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 01/17/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      157,659
COMMITMENTS
  40,472    6,741   13,237   85,442  124,188  139,151  144,166   18,508   13,493

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      7,483)
   1,761      108    3,894    1,556    1,879    7,211    5,881      272    1,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      4.3      8.4     54.2     78.8     88.3     91.4     11.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      57       15       33       65       76      134      116
 

Updated January 20, 2006