NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,753
COMMITMENTS
     960      250        0    3,618    4,123    4,578    4,373      175      380

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        185)
       0       75        0      175      110      175      185       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      5.3      0.0     76.1     86.7     96.3     92.0      3.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       16       16       17       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      169,675
COMMITMENTS
  24,463   20,719   22,491   98,342   95,159  145,296  138,369   24,379   31,306

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     -3,851)
    -378   -1,471      -52   -1,217    1,180   -1,647     -343   -2,204   -3,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     12.2     13.3     58.0     56.1     85.6     81.5     14.4     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      23       36       31       54       55       98      103
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      631,938
COMMITMENTS
  34,501   76,274  247,415  271,529  274,477  553,445  598,166   78,493   33,772

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     14,092)
     499      406    9,365    2,502    1,618   12,366   11,389    1,726    2,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     12.1     39.2     43.0     43.4     87.6     94.7     12.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      59       53       74       91       73      193      162
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,648
COMMITMENTS
       0      612    2,621   47,301   44,875   49,922   48,108    4,726    6,540

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      3,224)
       0     -424      714    2,510    2,386    3,224    2,676        0      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      4.8     86.6     82.1     91.4     88.0      8.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       18       16       19       17
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,939
COMMITMENTS
   4,687    4,905    2,543   52,631   52,343   59,861   59,791    8,078    8,148

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      7,618)
   1,088     -282      591    5,709    7,371    7,388    7,680      230      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      7.2      3.7     77.5     77.0     88.1     88.0     11.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        3       18       16       23       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,121
COMMITMENTS
   9,383    2,353    1,926   78,124   84,876   89,433   89,155   11,688   11,966

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      4,807)
     616        0        0    5,380    4,351    5,996    4,351   -1,189      456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      2.3      1.9     77.3     83.9     88.4     88.2     11.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       23       20       26       22
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,608
COMMITMENTS
       0    1,778        0   67,514   62,385   67,514   64,163    4,094    7,445

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      6,149)
       0      124        0    9,120    5,305    9,120    5,429   -2,971      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.0     94.3     87.1     94.3     89.6      5.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       19       21       19       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,281
COMMITMENTS
       0   13,458      516   73,063   55,904   73,579   69,878    2,702    6,403

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      2,126)
       0    3,673      117    1,707   -1,911    1,824    1,879      302      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.6      0.7     95.8     73.3     96.5     91.6      3.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       19       15       21       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,930
COMMITMENTS
  10,970    8,205    2,248   45,116   50,653   58,334   61,106    8,596    5,824

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        681)
     236        0      136      217    1,760      589    1,896       92   -1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     12.3      3.4     67.4     75.7     87.2     91.3     12.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       18       19       22       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,269
COMMITMENTS
       0    3,000    2,291   91,416   86,798   93,707   92,089    9,562   11,180

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     -3,013)
       0   -4,800      662   -4,283     -192   -3,621   -4,330      608    1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      2.2     88.5     84.1     90.7     89.2      9.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       23       21       24       22
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,764
COMMITMENTS
  19,260        0        0   46,164   69,071   65,424   69,071   10,340    6,693

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      3,474)
       0        0        0    2,441    3,385    2,441    3,385    1,033       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      0.0      0.0     60.9     91.2     86.4     91.2     13.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       19       15       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,086
COMMITMENTS
   1,164    2,287    2,524   57,642   52,482   61,330   57,293    8,756   12,793

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      2,203)
    -520    1,337     -638    4,152      774    2,994    1,473     -791      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.3      3.6     82.2     74.9     87.5     81.7     12.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       22       16       24       18
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      173,138
COMMITMENTS
       0   25,817    2,571  159,556  139,726  162,127  168,114   11,011    5,024

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      7,531)
       0    2,820      459    9,044    5,198    9,503    8,477   -1,972     -946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.9      1.5     92.2     80.7     93.6     97.1      6.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        4        3       36       32       39       36
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,997
COMMITMENTS
  12,054    2,550    1,072   58,337   69,883   71,463   73,505   12,534   10,492

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      1,772)
  -3,728    2,550      552    5,613     -387    2,437    2,715     -665     -943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      3.0      1.3     69.5     83.2     85.1     87.5     14.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       13       14       15       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,587
COMMITMENTS
       0    7,004        0   64,515   60,723   64,515   67,727    5,072    1,860

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     -8,166)
    -834   -2,392        0   -7,347   -7,104   -8,181   -9,496       15    1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.1      0.0     92.7     87.3     92.7     97.3      7.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       13       13       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      206,708
COMMITMENTS
   8,926    1,330    2,360  188,639  194,601  199,925  198,291    6,783    8,417

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      1,282)
   1,235        0     -608    2,637    2,133    3,264    1,525   -1,982     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.6      1.1     91.3     94.1     96.7     95.9      3.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        4       33       36       38       40
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      154,077
COMMITMENTS
   8,816    2,300    9,230  128,458  131,948  146,504  143,478    7,573   10,599

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      1,918)
  -2,865    1,148      222    2,758      688      115    2,058    1,803     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      1.5      6.0     83.4     85.6     95.1     93.1      4.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        5       32       27       37       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      146,518
COMMITMENTS
   6,961    5,594    1,957  125,047  125,364  133,965  132,915   12,553   13,603

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        345)
  -2,119      362      751      182      931   -1,186    2,044    1,531   -1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      3.8      1.3     85.3     85.6     91.4     90.7      8.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        2       30       29       32       33
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      186,854
COMMITMENTS
   5,057   31,480   26,055  150,795  125,768  181,907  183,303    4,947    3,551

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:       -213)
    -230   -2,724    3,266   -2,873   -1,245      163     -703     -376      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     16.8     13.9     80.7     67.3     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        8       26       32       34       40
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,968
COMMITMENTS
   3,604        0        0   40,647   36,768   44,251   36,768    4,717   12,200

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      2,617)
       0        0        0    2,780    3,686    2,780    3,686     -163   -1,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.0      0.0     83.0     75.1     90.4     75.1      9.6     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       13       14       15       14
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,594,120
COMMITMENTS
 253,374   33,702  422,761  900,327  1127040  1576462  1583503   17,658   10,617

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     44,641)
  20,273    6,253    1,634   24,917   36,707   46,824   44,594   -2,183       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      2.1     26.5     56.5     70.7     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      24       17       35       90       78      128      116
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      350,121
COMMITMENTS
  82,128   22,562   91,299  171,621  231,577  345,048  345,438    5,073    4,683

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     23,857)
  14,680   -6,333    4,543    5,288   24,705   24,511   22,915     -654      942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      6.4     26.1     49.0     66.1     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14        8       20       30       28       51       49
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       64,768
COMMITMENTS
  14,788   11,358    7,302   41,879   45,408   63,969   64,068      799      700

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:       -310)
     -60      140       20     -230     -370     -270     -210      -40     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     17.5     11.3     64.7     70.1     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        4        8       42       38       51       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       23,726
COMMITMENTS
   1,144    7,808    1,075   20,784   13,865   23,003   22,748      723      978

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        614)
     -86      345     -106      810      335      618      574       -4       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     32.9      4.5     87.6     58.4     97.0     95.9      3.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        4       22       21       27       28
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,203
COMMITMENTS
   3,775      768    1,323    7,892   11,112   12,990   13,203      213        0

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        268)
     204       40      -44      108      571      268      567        0     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      5.8     10.0     59.8     84.2     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        1       13       14       16       18
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,722
COMMITMENTS
   1,238    4,517      105   10,725    8,100   12,068   12,722      654        0

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        937)
       0      255        0      937      682      937      937        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     35.5      0.8     84.3     63.7     94.9    100.0      5.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       11       10       13       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,586
COMMITMENTS
   3,880   10,654      452   19,726   13,332   24,058   24,438    1,528    1,148

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        666)
       0      340        0      446      346      446      686      220      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     41.6      1.8     77.1     52.1     94.0     95.5      6.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        5        5       20       19       26       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,026
COMMITMENTS
   7,590    1,690      810   14,667   21,076   23,067   23,576      959      450

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      1,220)
     480       40        0      740    1,180    1,220    1,220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      7.0      3.4     61.0     87.7     96.0     98.1      4.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        4       27       24       31       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,676
COMMITMENTS
     540      906    1,164   11,268   11,186   12,972   13,256      704      420

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:        982)
       0        0        0      962      982      962      982       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      6.6      8.5     82.4     81.8     94.9     96.9      5.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       11       16       14       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      980,280
COMMITMENTS
 130,086  145,344  159,269  626,316  607,141  915,671  911,754   64,609   68,526

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     13,802)
   4,791      923   12,454   -3,144    2,380   14,101   15,757     -299   -1,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     14.8     16.2     63.9     61.9     93.4     93.0      6.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      69      101      111       83       89      230      235
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,680
COMMITMENTS
   8,334    1,923      627    2,185   11,419   11,146   13,969    3,534      711

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     -1,071)
    -191      132      114     -676   -1,431     -753   -1,185     -318      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8     13.1      4.3     14.9     77.8     75.9     95.2     24.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      79        7        7       18       25      104       36
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,959
COMMITMENTS
   3,702    1,177      204    1,682    5,488    5,588    6,869    2,371    1,090

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:       -809)
    -765       70      107      -85     -693     -743     -516      -66     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     14.8      2.6     21.1     69.0     70.2     86.3     29.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      23        9        4       12       15       36       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      142,380
COMMITMENTS
  23,896   10,534    9,174   95,569  111,295  128,639  131,003   13,741   11,377

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:     -8,986)
  -5,207   -7,741   -2,423    1,221    5,171   -6,409   -4,993   -2,577   -3,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      7.4      6.4     67.1     78.2     90.3     92.0      9.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      38       31       30       65       77      122      122
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/14/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       28,876
COMMITMENTS
   5,040      119      809   21,150   26,266   26,999   27,194    1,877    1,682

CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST:      3,226)
   1,396      119        8    2,266    3,981    3,670    4,108     -444     -882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      0.4      2.8     73.2     91.0     93.5     94.2      6.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       19       24       24       27
 

Updated March 17, 2006