NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,265
COMMITMENTS
       0      900        0    3,180    1,666    3,180    2,566       85      699

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        279)
       0        0        0      247      289      247      289       32      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     27.6      0.0     97.4     51.0     97.4     78.6      2.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       12       16       13
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      181,676
COMMITMENTS
  24,559   19,038   19,681  108,510  114,252  152,750  152,971   28,926   28,705

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     -2,170)
   1,442   -4,988   -2,099     -398    3,151   -1,055   -3,936   -1,115    1,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     10.5     10.8     59.7     62.9     84.1     84.2     15.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      40       29       38       71       69      125      122
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      557,246
COMMITMENTS
  59,686   88,712  182,504  240,253  248,684  482,443  519,900   74,803   37,346

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      7,932)
   7,393   -2,464    5,699   -6,928     -844    6,164    2,391    1,768    5,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     15.9     32.8     43.1     44.6     86.6     93.3     13.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      51       49       71       88       72      178      156
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,564
COMMITMENTS
   3,603        0      333   44,411   48,550   48,347   48,883    3,217    2,681

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     -1,058)
    -347        0      137      468     -403      258     -266   -1,316     -792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.0      0.6     86.1     94.2     93.8     94.8      6.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       16       18       17       19
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,834
COMMITMENTS
     125      652    3,533   28,146   28,460   31,804   32,645    7,030    6,189

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:       -300)
     125   -6,723    2,515   -4,418    4,209   -1,778        1    1,478     -301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.7      9.1     72.5     73.3     81.9     84.1     18.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       14       14       16       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,856
COMMITMENTS
  18,642    1,840    3,135   74,330   89,377   96,107   94,352    7,749    9,504

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        378)
     164     -676      -40    1,010    2,209    1,134    1,493     -756   -1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      1.8      3.0     71.6     86.1     92.5     90.8      7.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        4       22       24       27       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,271
COMMITMENTS
   2,160    3,600        0   46,061   42,046   48,221   45,646    3,050    5,625

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     -2,964)
       0     -720        0   -3,324   -1,366   -3,324   -2,086      360     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      7.0      0.0     89.8     82.0     94.1     89.0      5.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       15       17       16       19
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,309
COMMITMENTS
       0   10,589    2,312   58,510   48,890   60,822   61,791    4,487    3,518

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        117)
       0      124     -371      388      -42       17     -289      100      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.2      3.5     89.6     74.9     93.1     94.6      6.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       18       17       20       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,124
COMMITMENTS
  14,534    3,625    4,459   41,031   57,069   60,024   65,153    9,100    3,971

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:       -880)
  -4,645     -736      428    1,879      497   -2,338      189    1,458   -1,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      5.2      6.5     59.4     82.6     86.8     94.3     13.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       20       20       23       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,664
COMMITMENTS
       0       84    2,486   59,701   59,168   62,187   61,738    4,477    4,926

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      2,617)
       0   -2,296      414     -582    5,252     -168    3,370    2,785     -753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      3.7     89.6     88.8     93.3     92.6      6.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       17       20       18       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,985
COMMITMENTS
       0    6,218    2,878   40,967   33,790   43,845   42,886    6,140    7,099

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:       -392)
       0      868   -1,424    1,479   -1,329       55   -1,885     -447    1,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.4      5.8     82.0     67.6     87.7     85.8     12.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       20       16       22       18
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,049
COMMITMENTS
       0      964    2,620   37,153   34,720   39,773   38,304    4,276    5,745

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      1,282)
       0      713     -562      988     -333      426     -182      856    1,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      5.9     84.3     78.8     90.3     87.0      9.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       13       14       14       15
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,528
COMMITMENTS
  18,113      208    1,492   38,811   56,968   58,416   58,668    5,112    4,860

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      1,323)
     298        0        0      886      674    1,184      674      139      649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      0.3      2.3     61.1     89.7     92.0     92.3      8.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        3       16       20       20       23
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      172,999
COMMITMENTS
   1,586   10,442    9,877  147,036  144,963  158,499  165,282   14,500    7,717

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      8,155)
       0    1,639      279    8,028    6,789    8,307    8,707     -152     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      6.0      5.7     85.0     83.8     91.6     95.5      8.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        5        4       34       32       38       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,691
COMMITMENTS
   3,348        0    2,231   64,052   65,926   69,631   68,157    8,060    9,534

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     -1,669)
     752   -3,735     -120   -1,960    1,394   -1,328   -2,461     -341      792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      2.9     82.4     84.9     89.6     87.7     10.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       17       18       19       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      161,979
COMMITMENTS
   5,492      140    5,898  141,278  147,648  152,668  153,686    9,311    8,293

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     18,833)
    -810      140      665   20,434   17,658   20,289   18,463   -1,456      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.1      3.6     87.2     91.2     94.3     94.9      5.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        3       31       31       34       34
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      157,238
COMMITMENTS
  22,626    1,172   13,851  115,977  138,289  152,454  153,312    4,784    3,926

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        178)
    -912        0      999      702   -1,031      789      -32     -611      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      0.7      8.8     73.8     87.9     97.0     97.5      3.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        1        7       33       29       41       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      144,287
COMMITMENTS
   7,704    4,430    3,677  118,081  121,506  129,462  129,613   14,825   14,674

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      6,108)
   1,838     -564      258    4,214    6,067    6,310    5,761     -202      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      3.1      2.5     81.8     84.2     89.7     89.8     10.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       27       26       29       28
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      153,692
COMMITMENTS
  12,515   19,132   10,514  122,702  120,077  145,731  149,723    7,961    3,969

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      4,057)
   5,024      791      300   -1,034    3,215    4,290    4,306     -233     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     12.4      6.8     79.8     78.1     94.8     97.4      5.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        4        9       26       31       35       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,061
COMMITMENTS
     991   13,958    4,330   55,360   38,105   60,681   56,393    2,380    6,668

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        738)
       0   -2,704    2,232   -1,784    2,151      448    1,679      290     -941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     22.1      6.9     87.8     60.4     96.2     89.4      3.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        5        5       15       17       21       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,420,100
COMMITMENTS
 300,480   62,036  315,239  782,135  1029756  1397854  1407031   22,246   13,069

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     34,561)
 -12,261    3,015   24,015   25,265    9,249   37,019   36,279   -2,458   -1,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      4.4     22.2     55.1     72.5     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      30       10       35       85       75      124      111
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      315,265
COMMITMENTS
  76,327   96,489   77,311  159,061  139,892  312,699  313,692    2,566    1,573

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     14,931)
     112    8,840    8,369    7,424     -385   15,905   16,824     -974   -1,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     30.6     24.5     50.5     44.4     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17        6       15       32       29       52       47
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,441
COMMITMENTS
  22,192    7,698   11,482   38,662   53,054   72,336   72,234      105      207

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:         10)
  -1,300   -1,840      232    1,178    1,538      110      -70     -100       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     10.6     15.9     53.4     73.2     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        6       10       38       38       48       49
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,517
COMMITMENTS
   4,735    5,807    1,955   19,806   18,246   26,496   26,008       21      509

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        -54)
    -725      -86     -164      835      196      -54      -54        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     21.9      7.4     74.7     68.8     99.9     98.1      0.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        5        5       23       24       29       30
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,646
COMMITMENTS
   2,172    4,890      592   10,542    8,078   13,306   13,560      340       86

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        654)
     428      838        0      226     -184      654      654        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     35.8      4.3     77.3     59.2     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        3       18       11       22       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,252
COMMITMENTS
   4,420    4,780    2,626   18,106   17,706   25,152   25,112      100      140

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      1,256)
     240     -780      770      811    1,266    1,821    1,256     -565        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     18.9     10.4     71.7     70.1     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        4        7       23       20       30       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,402
COMMITMENTS
  10,042      860    1,250   10,376   19,902   21,668   22,012      734      390

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        116)
      40      600      -40      120     -650      120      -90       -4      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8      3.8      5.6     46.3     88.8     96.7     98.3      3.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        4       22       25       26       30
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,275
COMMITMENTS
     248      400    1,344    9,410    9,271   11,002   11,015      273      260

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        190)
      80      300      220       82      -90      382      430     -192     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.5     11.9     83.5     82.2     97.6     97.7      2.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       15       13       19       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      869,209
COMMITMENTS
 132,646  162,587  128,745  540,179  497,197  801,570  788,529   67,639   80,680

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      7,797)
     814    1,228    4,959      121      868    5,894    7,055    1,903      742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     18.7     14.8     62.1     57.2     92.2     90.7      7.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      61       92       91       72       80      193      212
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,191
COMMITMENTS
   7,008    1,585      344    3,609   11,809   10,961   13,738    3,230      453

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:       -966)
  -1,720     -116      159      528   -1,074   -1,033   -1,031       67       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     11.2      2.4     25.4     83.2     77.2     96.8     22.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      62        6        3       21       25       85       33
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,939
COMMITMENTS
   8,113      653       52    1,209    9,717    9,374   10,422    2,565    1,517

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:       -295)
    -675     -108        2      139     -248     -534     -354      239       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0      5.5      0.4     10.1     81.4     78.5     87.3     21.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      28        5        2        8       21       37       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 12/13/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      145,587
COMMITMENTS
  32,408    9,425   11,969   84,527  112,775  128,904  134,169   16,683   11,418

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      2,360)
     508   -1,753   -1,441    1,068    6,110      135    2,916    2,225     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      6.5      8.2     58.1     77.5     88.5     92.2     11.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      41       19       36       61       72      118      113
 

Updated December 16, 2005