NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,120
COMMITMENTS
       0      900        0    3,065    1,571    3,065    2,471       55      649

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:       -145)
       0        0        0     -115      -95     -115      -95      -30      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     28.8      0.0     98.2     50.4     98.2     79.2      1.8     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       12       17       13
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      177,031
COMMITMENTS
  24,553   19,546   16,942  106,968  112,920  148,463  149,408   28,568   27,623

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -4,645)
      -6      508   -2,739   -1,542   -1,332   -4,287   -3,563     -358   -1,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     11.0      9.6     60.4     63.8     83.9     84.4     16.1     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      37       25       32       76       72      122      120
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      557,903
COMMITMENTS
  53,743   89,290  188,035  244,223  250,506  486,001  527,831   71,902   30,072

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        657)
  -5,943      578    5,531    3,970    1,822    3,558    7,931   -2,901   -7,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     16.0     33.7     43.8     44.9     87.1     94.6     12.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      48       48       67       88       70      175      150
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,613
COMMITMENTS
   2,369        0      593   45,510   48,554   48,472   49,147    3,141    2,466

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:         49)
  -1,234        0      260    1,099        4      125      264      -76     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      1.1     88.2     94.1     93.9     95.2      6.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       19       18       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,316
COMMITMENTS
   1,321      340    2,870   28,301   30,396   32,492   33,606    7,824    6,710

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      1,482)
   1,196     -312     -663      155    1,936      688      961      794      521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.8      7.1     70.2     75.4     80.6     83.4     19.4     16.6

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 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,058
COMMITMENTS
  19,120    1,598    1,945   72,610   89,963   93,675   93,506    9,383    9,552

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:       -798)
     478     -242   -1,190   -1,720      586   -2,432     -846    1,634       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      1.6      1.9     70.5     87.3     90.9     90.7      9.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        4       23       25       28       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,571
COMMITMENTS
   2,160    3,600        0   49,361   45,222   51,521   48,822    3,050    5,749

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      3,300)
       0        0        0    3,300    3,176    3,300    3,176        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      6.6      0.0     90.5     82.9     94.4     89.5      5.6     10.5

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 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,093
COMMITMENTS
       0   13,039    1,333   60,497   48,609   61,830   62,981    4,263    3,112

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        784)
       0    2,450     -979    1,987     -281    1,008    1,190     -224     -406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     19.7      2.0     91.5     73.5     93.5     95.3      6.5      4.7

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 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,785
COMMITMENTS
  16,462    4,059    4,211   41,366   57,316   62,039   65,586    7,746    4,199

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        661)
   1,928      434     -248      335      247    2,015      433   -1,354      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      5.8      6.0     59.3     82.1     88.9     94.0     11.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       21       20       25       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,974
COMMITMENTS
       0      124    2,477   57,175   56,387   59,652   58,988    4,322    4,986

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -2,690)
       0       40       -9   -2,526   -2,781   -2,535   -2,750     -155       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      3.9     89.4     88.1     93.2     92.2      6.8      7.8

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 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,069
COMMITMENTS
       0    5,874    3,416   39,538   34,178   42,954   43,468    6,115    5,601

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:       -916)
       0     -344      538   -1,429      388     -891      582      -25   -1,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.0      7.0     80.6     69.7     87.5     88.6     12.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       20       17       22       19
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,762
COMMITMENTS
       0      889    1,553   38,907   36,549   40,460   38,991    4,302    5,771

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        713)
       0      -75   -1,067    1,754    1,829      687      687       26       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      3.5     86.9     81.7     90.4     87.1      9.6     12.9

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 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,193
COMMITMENTS
  17,493      208    1,492   38,533   56,616   57,518   58,316    5,675    4,877

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:       -335)
    -620        0        0     -278     -352     -898     -352      563       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      0.3      2.4     61.0     89.6     91.0     92.3      9.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       16       19       19       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,253
COMMITMENTS
     317    1,815    3,581   44,424   33,562   48,322   38,958    6,931   16,295

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      3.3      6.5     80.4     60.7     87.5     70.5     12.5     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       16       12       18       14
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      174,775
COMMITMENTS
   1,586   11,935    9,302  149,387  145,821  160,275  167,058   14,500    7,717

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      1,776)
       0    1,493     -575    2,351      858    1,776    1,776        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      6.8      5.3     85.5     83.4     91.7     95.6      8.3      4.4

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 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,634
COMMITMENTS
   2,956    1,707    2,196   66,574   66,240   71,726   70,143    7,908    9,491

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      1,943)
    -392    1,707      -35    2,522      314    2,095    1,986     -152      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      2.1      2.8     83.6     83.2     90.1     88.1      9.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       18       19       20       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      162,268
COMMITMENTS
   4,799    1,197    4,901  143,567  148,609  153,267  154,707    9,001    7,561

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        289)
    -693    1,057     -997    2,289      961      599    1,021     -310     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.7      3.0     88.5     91.6     94.5     95.3      5.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        3       31       33       34       36
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      158,571
COMMITMENTS
  21,826    1,234   14,684  116,421  138,782  152,931  154,700    5,640    3,871

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      1,333)
    -800       62      833      444      493      477    1,388      856      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      0.8      9.3     73.4     87.5     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        1        7       33       30       41       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      142,675
COMMITMENTS
   3,174    4,430    4,589  121,765  121,290  129,528  130,309   13,147   12,366

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -1,612)
  -4,530        0      912    3,684     -216       66      696   -1,678   -2,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.1      3.2     85.3     85.0     90.8     91.3      9.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       29       28       31       30
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      154,997
COMMITMENTS
  12,399   20,724   10,382  125,575  120,954  148,356  152,060    6,641    2,937

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      1,305)
    -116    1,592     -132    2,873      877    2,625    2,337   -1,320   -1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     13.4      6.7     81.0     78.0     95.7     98.1      4.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        4        9       27       31       36       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,190
COMMITMENTS
     683   15,400    2,753   56,654   37,267   60,090   55,420    3,100    7,770

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        129)
    -308    1,442   -1,577    1,294     -838     -591     -973      720    1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     24.4      4.4     89.7     59.0     95.1     87.7      4.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        4       16       17       21       22
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,430,895
COMMITMENTS
 293,291   64,159  318,242  795,976  1034485  1407509  1416886   23,386   14,009

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     10,795)
  -7,189    2,123    3,003   13,841    4,729    9,655    9,855    1,140      940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      4.5     22.2     55.6     72.3     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      28       13       36       89       78      128      116
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      327,342
COMMITMENTS
  79,316  100,560   80,149  164,573  144,900  324,038  325,609    3,304    1,733

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     12,077)
   2,989    4,071    2,838    5,512    5,008   11,339   11,917      738      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     30.7     24.5     50.3     44.3     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17        7       15       33       29       54       47
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       73,929
COMMITMENTS
  22,352    6,570   11,794   39,598   55,418   73,744   73,782      185      147

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      1,488)
     160   -1,128      312      936    2,364    1,408    1,548       80      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      8.9     16.0     53.6     75.0     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        4        9       39       39       48       49
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,182
COMMITMENTS
   1,650    5,687    3,025   21,486   16,961   26,161   25,673       21      509

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:       -335)
  -3,085     -120    1,070    1,680   -1,285     -335     -335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     21.7     11.6     82.1     64.8     99.9     98.1      0.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        6        6       23       24       30       30
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,767
COMMITMENTS
   4,572    2,786      703    8,238   10,278   13,513   13,767      254        0

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        121)
   2,400   -2,104      111   -2,304    2,200      207      207      -86      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     20.2      5.1     59.8     74.7     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       18       11       22       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,096
COMMITMENTS
   3,800    6,610    1,974   19,222   16,332   24,996   24,916      100      180

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:       -156)
    -620    1,830     -652    1,116   -1,374     -156     -196        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     26.3      7.9     76.6     65.1     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        6        6       23       21       29       29
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,744
COMMITMENTS
   9,910      740    1,270   10,690   20,204   21,870   22,214      874      530

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        342)
    -132     -120       20      314      302      202      202      140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6      3.3      5.6     47.0     88.8     96.2     97.7      3.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        4       23       26       27       30
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,595
COMMITMENTS
      80      432    1,552    9,670    9,311   11,302   11,295      293      300

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:        320)
    -168       32      208      260       40      300      280       20       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.7     13.4     83.4     80.3     97.5     97.4      2.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        3       15       13       19       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      813,180
COMMITMENTS
 120,418  137,409  115,597  524,385  494,288  760,400  747,294   52,780   65,886

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -56,029)
 -12,228  -25,178  -13,148  -15,794   -2,909  -41,170  -41,235  -14,859  -14,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     16.9     14.2     64.5     60.8     93.5     91.9      6.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      58       85       82       69       78      178      203
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,286
COMMITMENTS
   7,292    1,511      105    3,645   12,381   11,042   13,997    3,244      289

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:         95)
     284      -74     -239       36      572       81      259       14     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.0     10.6      0.7     25.5     86.7     77.3     98.0     22.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      67        8        2       19       25       88       34
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,697
COMMITMENTS
   6,392      766      336    1,335    8,590    8,063    9,692    2,634    1,005

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -1,242)
  -1,721      113      284      126   -1,127   -1,311     -730       69     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.8      7.2      3.1     12.5     80.3     75.4     90.6     24.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      25        7        6        8       20       36       31
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 12/20/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      144,622
COMMITMENTS
  32,628   10,355    8,708   89,032  114,733  130,368  133,796   14,254   10,826

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:       -965)
     220      930   -3,261    4,505    1,958    1,464     -373   -2,429     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      7.2      6.0     61.6     79.3     90.1     92.5      9.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      38       20       27       67       73      115      110
 

Updated December 23, 2005