NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| 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 12/20/05 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      171,839
COMMITMENTS
  23,266   20,298   17,418  105,206  107,352  145,890  145,068   25,949   26,771

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     -5,192)
  -1,287      752      476   -1,762   -5,568   -2,573   -4,340   -2,619     -852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     11.8     10.1     61.2     62.5     84.9     84.4     15.1     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      36       28       37       69       67      117      121
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      543,982
COMMITMENTS
  43,186   85,635  185,218  244,803  243,767  473,207  514,620   70,775   29,362

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:    -13,921)
 -10,557   -3,655   -2,817      580   -6,739  -12,794  -13,211   -1,127     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     15.7     34.0     45.0     44.8     87.0     94.6     13.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      50       39       62       86       66      166      139
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,489
COMMITMENTS
   1,132        0    1,617   45,749   47,257   48,498   48,874    3,991    3,615

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        876)
  -1,237        0    1,024      239   -1,297       26     -273      850    1,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      3.1     87.2     90.0     92.4     93.1      7.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       16       17       17       18
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,612
COMMITMENTS
   2,940      464    2,743   30,671   34,069   36,354   37,276    6,258    5,336

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      2,296)
   1,619      124     -127    2,370    3,673    3,862    3,670   -1,566   -1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      1.1      6.4     72.0     80.0     85.3     87.5     14.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       17       18       19       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,958
COMMITMENTS
  17,308    1,598    1,945   74,428   87,055   93,681   90,598    8,277   11,360

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     -1,100)
  -1,812        0        0    1,818   -2,908        6   -2,908   -1,106    1,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      1.6      1.9     73.0     85.4     91.9     88.9      8.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        4       26       26       31       32
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,455
COMMITMENTS
   2,160    3,600        0   50,363   46,106   52,523   49,706    2,932    5,749

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        884)
       0        0        0    1,002      884    1,002      884     -118        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      6.5      0.0     90.8     83.1     94.7     89.6      5.3     10.4

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 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,138
COMMITMENTS
       0   15,595    1,519   60,232   46,340   61,751   63,454    4,387    2,684

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:         45)
       0    2,556      186     -265   -2,269      -79      473      124     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.6      2.3     91.1     70.1     93.4     95.9      6.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       19       17       21       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,380
COMMITMENTS
  18,902    4,059    3,296   41,307   59,518   63,505   66,873    7,875    4,507

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      1,595)
   2,440        0     -915      -59    2,202    1,466    1,287      129      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      5.7      4.6     57.9     83.4     89.0     93.7     11.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       20       20       24       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,671
COMMITMENTS
   2,790        0    1,164   57,993   60,461   61,947   61,625    5,724    6,046

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      3,697)
   2,790     -124   -1,313      818    4,074    2,295    2,637    1,402    1,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      1.7     85.7     89.3     91.5     91.1      8.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       16       19       17       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,207
COMMITMENTS
       0    6,029    3,328   39,886   34,978   43,214   44,335    5,993    4,872

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        138)
       0      155      -88      348      800      260      867     -122     -729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.3      6.8     81.1     71.1     87.8     90.1     12.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        3       20       18       23       21
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,796
COMMITMENTS
       0      342    1,742   37,164   35,941   38,906   38,025    4,890    5,771

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:       -966)
       0     -547      189   -1,743     -608   -1,554     -966      588        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      4.0     84.9     82.1     88.8     86.8     11.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       13       15       14       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,733
COMMITMENTS
  17,493      208    1,492   39,104   57,249   58,089   58,949    5,644    4,784

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        540)
       0        0        0      571      633      571      633      -31      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      0.3      2.3     61.4     89.8     91.1     92.5      8.9      7.5

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 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,722
COMMITMENTS
       0    5,192    2,748   46,030   34,128   48,778   42,068    7,944   14,654

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      1,469)
    -317    3,377     -833    1,606      566      456    3,110    1,013   -1,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.2      4.8     81.2     60.2     86.0     74.2     14.0     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       13       18       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      173,919
COMMITMENTS
   1,586    8,679    9,829  148,144  147,756  159,559  166,264   14,360    7,655

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:       -856)
       0   -3,256      527   -1,243    1,935     -716     -794     -140      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      5.0      5.7     85.2     85.0     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        5        4       35       33       39       39
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,332
COMMITMENTS
   2,956    1,130    2,287   67,154   67,058   72,397   70,475    7,935    9,857

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        698)
       0     -577       91      580      818      671      332       27      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.4      2.8     83.6     83.5     90.1     87.7      9.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       18       19       20       20
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,977
COMMITMENTS
   5,952      268    2,880   51,627   58,527   60,459   61,675    1,518      302

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      0.4      4.6     83.3     94.4     97.6     99.5      2.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       15       15       17       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      163,332
COMMITMENTS
   5,409    1,163    4,258  144,191  149,824  153,858  155,245    9,474    8,087

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      1,064)
     610      -34     -643      624    1,215      591      538      473      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.7      2.6     88.3     91.7     94.2     95.0      5.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        3       30       32       33       35
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      159,939
COMMITMENTS
  20,574    1,265   16,136  117,720  139,688  154,430  157,089    5,509    2,850

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      1,368)
  -1,252       31    1,452    1,299      906    1,499    2,389     -131   -1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.8     10.1     73.6     87.3     96.6     98.2      3.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        1        7       35       31       43       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      142,418
COMMITMENTS
     332    4,120    6,583  121,148  115,732  128,063  126,435   14,355   15,983

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:       -257)
  -2,842     -310    1,994     -617   -5,558   -1,465   -3,874    1,208    3,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.9      4.6     85.1     81.3     89.9     88.8     10.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       27       25       29       27
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,732
COMMITMENTS
  14,012   20,508   10,413  128,439  125,777  152,864  156,698    7,868    4,034

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      5,735)
   1,613     -216       31    2,864    4,823    4,508    4,638    1,227    1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     12.8      6.5     79.9     78.3     95.1     97.5      4.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        5        9       26       30       35       40
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,641
COMMITMENTS
     621   14,085    2,195   55,119   37,765   57,935   54,045    2,706    6,596

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     -2,549)
     -62   -1,315     -558   -1,535      498   -2,155   -1,375     -394   -1,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     23.2      3.6     90.9     62.3     95.5     89.1      4.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        5        4       18       19       23       24
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,427,426
COMMITMENTS
 285,323   57,157  291,736  826,594  1067809  1403653  1416702   23,773   10,724

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     -3,469)
  -7,968   -7,002  -26,506   30,618   33,324   -3,856     -184      387   -3,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      4.0     20.4     57.9     74.8     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      31       11       37       97       83      137      122
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      343,368
COMMITMENTS
  86,782  108,867   83,572  168,975  147,690  339,329  340,129    4,039    3,239

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     16,026)
   7,466    8,307    3,423    4,402    2,790   15,291   14,520      735    1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     31.7     24.3     49.2     43.0     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      14        9       16       34       31       55       49
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       74,444
COMMITMENTS
  22,632    7,070   11,604   40,041   55,665   74,277   74,339      167      105

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        515)
     280      500     -190      443      247      533      557      -18      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      9.5     15.6     53.8     74.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        5       10       39       39       49       49
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,269
COMMITMENTS
   1,650    5,687    3,025   21,573   17,048   26,248   25,760       21      509

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:         87)
       0        0        0       87       87       87       87        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     21.6     11.5     82.1     64.9     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 12/27/05                         |
--------------------------------------------------------------| 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
   4,326    2,786      949    8,238   10,032   13,513   13,767      254        0

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:          0)
    -246        0      246        0     -246        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     20.2      6.9     59.8     72.9     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 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,704
COMMITMENTS
   3,800    7,168    1,854   19,750   16,502   25,404   25,524      300      180

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        608)
       0      558     -120      528      170      408      608      200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     27.9      7.2     76.8     64.2     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        6        6       23       22       29       30
 
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465K
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        5,540
COMMITMENTS
     100    1,680    1,540    3,580    2,040    5,220    5,260      320      280

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     30.3     27.8     64.6     36.8     94.2     94.9      5.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        4       12       10       16       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,784
COMMITMENTS
   9,990      880    1,370   10,650   20,144   22,010   22,394      774      390

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:         40)
      80      140      100      -40      -60      140      180     -100     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8      3.9      6.0     46.7     88.4     96.6     98.3      3.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       23       26       26       30
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,977
COMMITMENTS
     360      592    1,592    9,752    9,493   11,704   11,677      273      300

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        382)
     280      160       40       82      182      402      382      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      4.9     13.3     81.4     79.3     97.7     97.5      2.3      2.5

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 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      818,841
COMMITMENTS
 120,638  144,892  117,933  534,297  488,984  772,868  751,809   45,973   67,032

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      5,661)
     220    7,483    2,336    9,912   -5,304   12,468    4,515   -6,807    1,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     17.7     14.4     65.3     59.7     94.4     91.8      5.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      59       86       88       73       81      186      210
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,997
COMMITMENTS
   7,166    1,257       31    3,560   12,407   10,757   13,695    3,240      302

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:       -289)
    -126     -254      -74      -85       26     -285     -302       -4       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2      9.0      0.2     25.4     88.6     76.9     97.8     23.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      69        5        1       15       24       85       30
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,323
COMMITMENTS
   6,153      694      195    1,301    8,168    7,649    9,057    2,674    1,266

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:       -374)
    -239      -72     -141      -34     -422     -414     -635       40      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.6      6.7      1.9     12.6     79.1     74.1     87.7     25.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      24        6        3        9       19       35       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 12/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      143,248
COMMITMENTS
  31,634   11,829    7,183   89,894  112,720  128,711  131,732   14,537   11,516

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     -1,374)
    -994    1,474   -1,525      862   -2,013   -1,657   -2,064      283      690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      8.3      5.0     62.8     78.7     89.9     92.0     10.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      45       19       27       61       73      115      110
 

Updated December 30, 2005