NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,099
COMMITMENTS
   1,080    1,410       25    4,431    4,217    5,536    5,652      563      447

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      150      100      150      100       50      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     23.1      0.4     72.7     69.1     90.8     92.7      9.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        1       14       18       16       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      174,966
COMMITMENTS
  28,280   22,437   25,816   89,404  100,708  143,500  148,961   31,466   26,005

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     -6,003)
  -7,097      323   -2,281    3,368   -4,292   -6,010   -6,250        7      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     12.8     14.8     51.1     57.6     82.0     85.1     18.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      33       31       38       56       61      115      108
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      770,461
COMMITMENTS
  74,909  103,677  297,860  318,978  330,739  691,747  732,276   78,714   38,185

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     33,466)
   4,816    7,002   12,676   14,751    8,126   32,243   27,804    1,223    5,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     13.5     38.7     41.4     42.9     89.8     95.0     10.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      74       61       82       92       68      205      175
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,604
COMMITMENTS
       0   12,154    3,497   56,271   47,222   59,768   62,873    7,836    4,731

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      3,546)
       0   -2,836    1,323     -147    6,217    1,176    4,704    2,370   -1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.0      5.2     83.2     69.9     88.4     93.0     11.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       16       19       17       21
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,836
COMMITMENTS
   5,750    5,680    4,047   49,730   50,466   59,527   60,193    7,309    6,643

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      2,088)
     860       42      678      466    2,319    2,004    3,039       84     -951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      8.5      6.1     74.4     75.5     89.1     90.1     10.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        4       24       19       29       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      124,982
COMMITMENTS
   5,528      594      765  108,398  112,157  114,691  113,516   10,291   11,466

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      8,121)
   1,224        0        0    6,342    7,476    7,566    7,476      555      645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.5      0.6     86.7     89.7     91.8     90.8      8.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        1       27       24       31       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,520
COMMITMENTS
   8,560        0        0   55,451   61,828   64,011   61,828    7,509    9,692

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      4,723)
       0        0        0    4,845    6,023    4,845    6,023     -122   -1,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      0.0      0.0     77.5     86.4     89.5     86.4     10.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       20       19       20
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,377
COMMITMENTS
   1,044   13,732    1,292   78,228   62,775   80,564   77,799    1,813    4,578

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      5,356)
       0      904      -72    5,761    3,984    5,689    4,816     -333      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     16.7      1.6     95.0     76.2     97.8     94.4      2.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        2       20       18       23       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,619
COMMITMENTS
   9,442    9,354    2,942   47,479   48,242   59,863   60,538    6,756    6,081

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      1,062)
    -502        0     -352    1,730    1,536      876    1,184      186     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     14.0      4.4     71.3     72.4     89.9     90.9     10.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        4       20       22       25       27
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,342
COMMITMENTS
       0    7,415    3,048   93,271   83,909   96,319   94,372    7,023    8,970

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:       -459)
  -1,392    7,415     -217    1,670   -6,611       61      587     -520   -1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      2.9     90.3     81.2     93.2     91.3      6.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       28       27       29       28
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,648
COMMITMENTS
   3,843    3,494      435   30,078   33,133   34,356   37,062    7,292    4,586

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      1,979)
     360    1,644        0    1,227      909    1,587    2,553      392     -574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      8.4      1.0     72.2     79.6     82.5     89.0     17.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       14       15       16       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,025
COMMITMENTS
   7,898        0        0   77,611   87,678   85,509   87,678    8,516    6,347

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:        579)
     248        0        0      899    2,079    1,147    2,079     -568   -1,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      0.0     82.5     93.2     90.9     93.2      9.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       24       22       25       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,852
COMMITMENTS
       0    8,253    3,287   65,620   52,666   68,907   64,206    4,945    9,646

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      3,873)
  -3,939    2,918      676   10,044      763    6,781    4,357   -2,908     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.2      4.5     88.9     71.3     93.3     86.9      6.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       25       20       26       22
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,820
COMMITMENTS
       0    3,554    1,572   46,582   48,728   48,154   53,854   11,666    5,966

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      3,017)
       0      818      330    3,657    1,859    3,987    3,007     -970       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      2.6     77.9     81.5     80.5     90.0     19.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       20       18       21
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,954
COMMITMENTS
   1,452    8,850        0   47,278   41,104   48,730   49,954    1,224        0

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:    -13,076)
   1,049     -965        0  -13,629  -10,971  -12,580  -11,936     -496   -1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     17.7      0.0     94.6     82.3     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        0        9       12       11       14
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      168,716
COMMITMENTS
     433   16,969    4,277  153,777  141,692  158,487  162,938   10,229    5,778

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      6,603)
       0      546   -1,040    7,352    6,647    6,312    6,153      291      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     10.1      2.5     91.1     84.0     93.9     96.6      6.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        3       33       29       36       33
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,431
COMMITMENTS
   6,101        0    1,937   59,981   63,483   68,019   65,420   12,412   15,011

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:        418)
   1,476        0      186   -1,908      509     -246      695      664     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      2.4     74.6     78.9     84.6     81.3     15.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       16       19       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,963
COMMITMENTS
   1,452   11,558        0   65,081   56,673   66,533   68,231    3,430    1,732

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      2,580)
       0      744        0    2,580    1,960    2,580    2,704        0     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     16.5      0.0     93.0     81.0     95.1     97.5      4.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       14       15       16       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      236,950
COMMITMENTS
  15,887    2,812    2,514  209,571  228,952  227,972  234,278    8,978    2,672

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      3,969)
     412      796      717    2,250    2,300    3,379    3,813      590      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      1.2      1.1     88.4     96.6     96.2     98.9      3.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        3        4       39       42       44       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      155,203
COMMITMENTS
   7,792    6,345    8,238  132,374  133,721  148,404  148,304    6,799    6,899

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      4,206)
    -140      348     -788    5,436    3,957    4,508    3,517     -302      689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      4.1      5.3     85.3     86.2     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        6       36       32       42       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      136,071
COMMITMENTS
   3,534    2,762    4,035  116,209  118,940  123,778  125,737   12,293   10,334

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     -4,617)
   3,534   -4,735      879   -9,598     -461   -5,185   -4,317      568     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.0      3.0     85.4     87.4     91.0     92.4      9.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        2       32       34       34       37
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      186,541
COMMITMENTS
  13,040   31,425   21,079  147,188  127,573  181,307  180,077    5,234    6,464

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      8,183)
   1,297      885    1,234    6,306    4,973    8,837    7,092     -654    1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     16.8     11.3     78.9     68.4     97.2     96.5      2.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        7       28       33       36       40
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,930
COMMITMENTS
       0        0        0   55,458   48,532   55,458   48,532    4,472   11,398

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      3,901)
       0        0        0    5,007    3,991    5,007    3,991   -1,106      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.5     81.0     92.5     81.0      7.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       19       18       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,871,379
COMMITMENTS
 327,139   36,212  527,533  994,379  1296815  1849051  1860560   22,328   10,819

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     66,438)
   9,121   -4,801   35,983   25,366   39,366   70,470   70,548   -4,032   -4,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      1.9     28.2     53.1     69.3     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      24       15       34       96       83      132      122
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      492,345
COMMITMENTS
  94,383   39,009  114,832  278,742  333,684  487,957  487,525    4,388    4,820

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     30,608)
  16,732   19,218    3,744    9,640    6,783   30,116   29,745      492      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      7.9     23.3     56.6     67.8     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11       14       20       30       30       53       52
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       55,690
COMMITMENTS
  10,876    2,840    6,442   37,344   45,675   54,662   54,957    1,028      733

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:       -502)
     482      380     -320     -686     -542     -524     -482       22      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      5.1     11.6     67.1     82.0     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        4        6       40       37       48       45
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,242
COMMITMENTS
   1,152    4,391      625   23,089   19,595   24,866   24,611      376      631

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:        490)
       0        0        0      490      490      490      490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     17.4      2.5     91.5     77.6     98.5     97.5      1.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        2       25       21       27       26
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,361
COMMITMENTS
   2,966      600      308   12,087   14,453   15,361   15,361        0        0

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3      3.9      2.0     78.7     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       18       18       21       21
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,201
COMMITMENTS
   1,066    2,845        0   10,481    9,356   11,547   12,201      654        0

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:        529)
       0        0        0      529      529      529      529        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     23.3      0.0     85.9     76.7     94.6    100.0      5.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       12       11       13       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,808
COMMITMENTS
   3,160    4,660      292   20,654   19,494   24,106   24,446      702      362

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:       -670)
       0       20        0      160      180      160      200     -830     -870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     18.8      1.2     83.3     78.6     97.2     98.5      2.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        3       23       22       27       26
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,584
COMMITMENTS
   4,110      140      560   24,453   29,708   29,123   30,408    1,461      176

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:         54)
       0        0        0        2      124        2      124       52      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      0.5      1.8     80.0     97.1     95.2     99.4      4.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       28       27       31       30
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,316
COMMITMENTS
     540      384    1,120   11,792   12,156   13,452   13,660      864      656

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       88       68       88       68      -44      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.7      7.8     82.4     84.9     94.0     95.4      6.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       13       15       16       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,090,810
COMMITMENTS
 200,949  114,607  241,620  572,734  655,010  1015303  1011237   75,507   79,573

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:       -981)
 -15,349   -7,597      201    6,416      606   -8,732   -6,790    7,751    5,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     10.5     22.2     52.5     60.0     93.1     92.7      6.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     114       74      117       89      106      264      257
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       22,854
COMMITMENTS
  11,490   16,078      153      415      659   12,058   16,890   10,796    5,964

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     -4,857)
  -5,962   -2,315     -137      415       74   -5,684   -2,378      827   -2,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     70.4      0.7      1.8      2.9     52.8     73.9     47.2     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9       10        2        1        1       12       11
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,379
COMMITMENTS
  11,180    3,258      878    2,891   13,704   14,949   17,840    3,430      539

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:         40)
    -281      115       73      298      -66       90      122      -50      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     17.7      4.8     15.7     74.6     81.3     97.1     18.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      86       12        8       17       29      109       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,009
COMMITMENTS
   5,513    1,211       48    1,626    7,695    7,187    8,954    2,822    1,055

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:        101)
     -68      147       48      100       15       80      210       21     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.1     12.1      0.5     16.2     76.9     71.8     89.5     28.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      32        7        1        9       22       42       29
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      104,798
COMMITMENTS
  22,534    8,275    6,357   56,498   77,989   85,389   92,621   19,409   12,177

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     -4,727)
  -9,303     -157     -379    4,011   -6,088   -5,671   -6,624      944    1,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      7.9      6.1     53.9     74.4     81.5     88.4     18.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      38       22       25       57       73      108      107
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       44,796
COMMITMENTS
   7,100        0    1,844   33,220   40,016   42,164   41,860    2,632    2,936

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      1,489)
     208        0       43      600    1,118      851    1,161      638      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      0.0      4.1     74.2     89.3     94.1     93.4      5.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        0        5       28       32       35       37
 

Updated May 12, 2006