NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,960
COMMITMENTS
     960      900        0    3,880    3,506    4,840    4,406      120      554

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:        809)
     300      150        0      509      659      809      809        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     18.1      0.0     78.2     70.7     97.6     88.8      2.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       18       15       19       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      165,595
COMMITMENTS
  24,278   23,869   20,773   93,184   88,858  138,235  133,500   27,360   32,095

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      6,351)
     228    3,797    1,681    2,542   -2,865    4,451    2,613    1,900    3,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     14.4     12.5     56.3     53.7     83.5     80.6     16.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      30       35       40       61       64      110      122
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      584,428
COMMITMENTS
  54,085   93,072  189,578  271,947  271,505  515,610  554,155   68,818   30,273

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     26,355)
     982      202    9,170   15,154   12,538   25,306   21,910    1,049    4,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     15.9     32.4     46.5     46.5     88.2     94.8     11.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      54       55       72       98       75      194      163
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,561
COMMITMENTS
       0      791    2,391   45,891   41,742   48,282   44,924    3,279    6,637

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      2,503)
       0      312      426    2,831     -342    3,257      396     -754    2,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      4.6     89.0     81.0     93.6     87.1      6.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       20       18       21       19
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,528
COMMITMENTS
   1,156    6,035    1,448   52,418   47,804   55,022   55,287    5,506    5,241

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      5,301)
     760    3,020     -975    6,038    5,602    5,823    7,647     -522   -2,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     10.0      2.4     86.6     79.0     90.9     91.3      9.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        4       22       23       26       28
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,330
COMMITMENTS
  10,150    3,432    1,932   81,967   89,130   94,049   94,494    9,281    8,836

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -1,094)
       0      856     -856     -724      -21   -1,580      -21      486   -1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      3.3      1.9     79.3     86.3     91.0     91.4      9.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        2       30       30       33       33
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,655
COMMITMENTS
     248      744        0   53,540   51,060   53,788   51,804    5,867    7,851

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:       -312)
       0        0        0   -1,098      666   -1,098      666      786     -978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.2      0.0     89.7     85.6     90.2     86.8      9.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       18       22       19       23
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,109
COMMITMENTS
       0    7,536    1,654   67,588   59,381   69,242   68,571    1,867    2,538

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -1,079)
       0      398   -1,730      651     -477   -1,079   -1,809        0      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.6      2.3     95.0     83.5     97.4     96.4      2.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        3       19       20       22       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,756
COMMITMENTS
   7,415    6,427    2,577   50,762   54,752   60,754   63,756    8,002    5,000

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -1,351)
      22     -345     -143    1,644   -1,106    1,523   -1,594   -2,874      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      9.3      3.7     73.8     79.6     88.4     92.7     11.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       20       22       23       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,342
COMMITMENTS
       0    6,998    1,288   91,545   83,752   92,833   92,038    7,509    8,304

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      5,650)
       0    1,057     -620    6,400    4,357    5,780    4,794     -130      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      1.3     91.2     83.5     92.5     91.7      7.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       20       26       21       27
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,803
COMMITMENTS
       0    4,029    2,064   33,588   34,667   35,652   40,760    7,151    2,043

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:        124)
       0      -64        0      218      368      218      304      -94     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.4      4.8     78.5     81.0     83.3     95.2     16.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       20       17       22       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,902
COMMITMENTS
  19,421        0      552   32,510   53,768   52,483   54,320    7,419    5,582

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      5,881)
    -124     -166     -516    6,155    5,526    5,515    4,844      366    1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4      0.0      0.9     54.3     89.8     87.6     90.7     12.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       16       19       18       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,536
COMMITMENTS
       0    4,237    2,588   58,400   52,245   60,988   59,070    7,548    9,466

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      7,703)
    -547    2,586      781    7,025    5,592    7,259    8,959      444   -1,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.2      3.8     85.2     76.2     89.0     86.2     11.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       22       17       24       19
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,354
COMMITMENTS
       0      949    1,651   39,734   45,074   41,385   47,674   10,969    4,680

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:        589)
       0   -2,193      566     -403    1,790      163      163      426      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      3.2     75.9     86.1     79.0     91.1     21.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       16       17       17       18
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      163,484
COMMITMENTS
       0   20,334    5,990  144,186  133,282  150,176  159,606   13,308    3,878

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      4,588)
    -406   -1,337    2,547      499    3,988    2,640    5,198    1,948     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.4      3.7     88.2     81.5     91.9     97.6      8.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        5        3       36       31       39       36
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,076
COMMITMENTS
  10,138    1,973    1,592   60,589   72,625   72,319   76,190    9,757    5,886

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      1,653)
  -3,148        0    1,177    1,025      944     -946    2,121    2,599     -468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      2.4      1.9     73.8     88.5     88.1     92.8     11.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       19       21       22       23
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,597
COMMITMENTS
       0    7,747      217   66,711   61,529   66,928   69,493    2,669      104

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -5,131)
  -5,892    4,208       -7    1,573   -8,710   -4,326   -4,509     -805     -622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.1      0.3     95.9     88.4     96.2     99.9      3.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       15       17       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      200,996
COMMITMENTS
   9,533      823    3,749  178,705  190,979  191,987  195,551    9,009    5,445

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     14,281)
   2,128     -546     -387   10,535   14,883   12,276   13,950    2,005      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.4      1.9     88.9     95.0     95.5     97.3      4.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        1        5       38       40       43       45
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      163,258
COMMITMENTS
  16,393    3,988   12,640  127,730  139,749  156,763  156,377    6,495    6,881

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      2,563)
     886     -472   -1,501    1,973    4,570    1,358    2,597    1,205      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      2.4      7.7     78.2     85.6     96.0     95.8      4.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        6       33       31       39       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      149,519
COMMITMENTS
   5,753    2,318    1,821  133,870  131,795  141,444  135,934    8,075   13,585

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      8,155)
     199     -199   -1,515   10,988   10,130    9,672    8,416   -1,517     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.6      1.2     89.5     88.1     94.6     90.9      5.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        2       30       31       32       33
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      185,474
COMMITMENTS
   8,819   28,720   23,388  147,178  130,422  179,385  182,530    6,089    2,944

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     18,098)
    -365    6,254    1,184   19,804   10,034   20,623   17,472   -2,525      626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     15.5     12.6     79.4     70.3     96.7     98.4      3.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        7       29       34       36       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,133
COMMITMENTS
   5,061    3,259        0   42,695   40,111   47,756   43,370    3,377    7,763

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      1,979)
     217      366     -155    2,840    2,717    2,902    2,928     -923     -949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      6.4      0.0     83.5     78.4     93.4     84.8      6.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        0       19       20       22       22
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,477,498
COMMITMENTS
 273,748   75,797  335,637  846,377  1054230  1455762  1465664   21,736   11,834

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     71,133)
   3,273    9,233   35,954   32,698   26,049   71,925   71,236     -792     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      5.1     22.7     57.3     71.4     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      28        9       31       91       81      125      115
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      331,633
COMMITMENTS
  89,980   24,292   82,741  155,728  221,952  328,449  328,985    3,184    2,648

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     33,600)
  11,230  -22,301   18,489    4,023   37,696   33,742   33,884     -142     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      7.3     24.9     47.0     66.9     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      16        8       18       30       28       50       50
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       68,717
COMMITMENTS
  15,830    9,157    9,741   42,257   48,845   67,828   67,743      889      974

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:       -960)
    -903      360     -537      820     -620     -620     -797     -340     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     13.3     14.2     61.5     71.1     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        4        9       43       42       53       51
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,093
COMMITMENTS
   1,310    6,510    1,331   20,479   15,024   23,120   22,865      973    1,228

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:        292)
  -1,118   -1,440       64      606      928     -448     -448      740      740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     27.0      5.5     85.0     62.4     96.0     94.9      4.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        6       22       25       28       31
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,552
COMMITMENTS
   2,122    2,500      430    9,281    9,156   11,833   12,086      719      466

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:        831)
       0    1,068     -149      982      -86      833      833       -2       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     19.9      3.4     73.9     72.9     94.3     96.3      5.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       17       12       20       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,848
COMMITMENTS
   4,130    9,494      978   18,552   13,188   23,660   23,660    1,188    1,188

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:        206)
     -80       40        0      246      106      166      146       40       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     38.2      3.9     74.7     53.1     95.2     95.2      4.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        5       24       22       30       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,564
COMMITMENTS
   6,320      560      630   12,853   18,932   19,803   20,122      761      442

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:       -138)
  -1,290     -760       80    1,034      750     -176       70       38     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      2.7      3.1     62.5     92.1     96.3     97.9      3.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        4       30       25       34       30
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,118
COMMITMENTS
     640      852    1,224    9,738    9,602   11,602   11,678      516      440

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:       -222)
       0      200     -240       18     -182     -222     -222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      7.0     10.1     80.4     79.2     95.7     96.4      4.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       14       16       18       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      926,564
COMMITMENTS
 129,197  147,698  151,570  580,179  566,940  860,946  866,208   65,618   60,356

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:    -14,616)
  -8,476    9,486     -575     -978  -19,762  -10,029  -10,851   -4,587   -3,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     15.9     16.4     62.6     61.2     92.9     93.5      7.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      81       87      100       85       96      226      231
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,189
COMMITMENTS
   8,112    1,689    1,052    3,030   12,853   12,194   15,594    3,995      595

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:        -17)
    -268       24      388      214     -437      334      -25     -351        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     10.4      6.5     18.7     79.4     75.3     96.3     24.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      78        7        7       16       26      101       37
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,571
COMMITMENTS
   5,197    1,404       83    1,709    7,112    6,989    8,599    2,582      972

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -1,813)
  -1,973      126      -66      311   -1,487   -1,728   -1,427      -85     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.3     14.7      0.9     17.9     74.3     73.0     89.8     27.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      23        9        1       11       17       35       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      165,826
COMMITMENTS
  46,312   14,423   11,198   91,023  124,652  148,533  150,273   17,293   15,553

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      8,597)
   6,699    4,620   -1,113    1,616    1,780    7,202    5,287    1,395    3,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      8.7      6.8     54.9     75.2     89.6     90.6     10.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      56       22       36       65       68      132      119
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,031
COMMITMENTS
   3,000        0        0   12,463   16,096   15,463   16,096    1,568      935

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      0.0      0.0     73.2     94.5     90.8     94.5      9.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       15       15       15
 

Updated February 17, 2006