NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      183,846
COMMITMENTS
  23,117   24,026   21,780  108,908  111,101  153,805  156,907   30,041   26,939

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:      1,100)
   2,426   -1,776    2,009   -3,949    2,228      486    2,461      614   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     13.1     11.8     59.2     60.4     83.7     85.3     16.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      41       28       40       69       68      126      122
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      549,314
COMMITMENTS
  52,293   91,176  176,805  247,181  249,528  476,279  517,509   73,035   31,805

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     12,725)
   8,475   -2,823    9,046   -5,964    8,184   11,557   14,407    1,168   -1,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     16.6     32.2     45.0     45.4     86.7     94.2     13.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      47       50       69       87       70      174      153
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,622
COMMITMENTS
   3,950        0      196   43,943   48,953   48,089   49,149    4,533    3,473

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -2,358)
   1,468     -372     -358   -2,560   -2,167   -1,450   -2,897     -908      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.0      0.4     83.5     93.0     91.4     93.4      8.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       16       17       17       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,478
COMMITMENTS
  18,478    2,516    3,175   73,320   87,168   94,973   92,859    8,505   10,619

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -5,939)
    -242      149      106   -8,010   -6,480   -8,146   -6,225    2,207      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      2.4      3.1     70.9     84.2     91.8     89.7      8.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        4       21       23       26       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,235
COMMITMENTS
   2,160    4,320        0   49,385   43,412   51,545   47,732    2,690    6,503

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -2,194)
    -744   -1,364        0     -271     -405   -1,015   -1,769   -1,179     -425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      8.0      0.0     91.1     80.0     95.0     88.0      5.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       16       15       17       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,192
COMMITMENTS
       0   10,465    2,683   58,122   48,932   60,805   62,080    4,387    3,112

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -3,010)
       0   -1,035     -710      514   -2,526     -196   -4,271   -2,814    1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.1      4.1     89.2     75.1     93.3     95.2      6.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       18       16       20       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,004
COMMITMENTS
  19,179    4,361    4,031   39,152   56,572   62,362   64,964    7,642    5,040

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -6,588)
  -2,119   -1,896      646   -4,421   -5,158   -5,894   -6,408     -694     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      6.2      5.8     55.9     80.8     89.1     92.8     10.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       19       19       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,047
COMMITMENTS
       0    2,380    2,072   60,283   53,916   62,355   58,368    1,692    5,679

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -1,577)
       0    2,376     -973      327   -2,093     -646     -690     -931     -887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      3.2     94.1     84.2     97.4     91.1      2.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       17       20       18       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,377
COMMITMENTS
       0    5,350    4,302   39,488   35,119   43,790   44,771    6,587    5,606

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -4,670)
       0     -724      666   -6,138   -5,003   -5,472   -5,061      802      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.6      8.5     78.4     69.7     86.9     88.9     13.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       20       15       22       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,767
COMMITMENTS
       0      251    3,182   36,165   35,053   39,347   38,486    3,420    4,281

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -1,038)
  -1,315      251      549       66   -1,454     -700     -654     -338     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      7.4     84.6     82.0     92.0     90.0      8.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       13       14       14
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,205
COMMITMENTS
  17,815      208    1,492   37,925   56,294   57,232   57,994    4,973    4,211

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -4,845)
    -716      208     -332   -3,450   -4,064   -4,498   -4,188     -347     -657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      0.3      2.4     61.0     90.5     92.0     93.2      8.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       15       19       19       22
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      164,844
COMMITMENTS
   1,586    8,803    9,598  139,008  138,174  150,192  156,575   14,652    8,269

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:    -14,164)
    -704   -1,358   -1,558  -10,907  -10,300  -13,169  -13,216     -995     -948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      5.3      5.8     84.3     83.8     91.1     95.0      8.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        5        4       34       32       38       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,360
COMMITMENTS
   2,596    3,735    2,351   66,012   64,532   70,959   70,618    8,401    8,742

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -6,042)
     -62    3,553   -2,072   -2,856   -7,892   -4,990   -6,411   -1,052      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      4.7      3.0     83.2     81.3     89.4     89.0     10.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       17       18       19       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      143,146
COMMITMENTS
   6,302        0    5,233  120,844  129,990  132,379  135,223   10,767    7,923

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:    -11,859)
    -463        0      432  -15,280  -12,928  -15,311  -12,496    3,452      637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      3.7     84.4     90.8     92.5     94.5      7.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        3       30       31       33       34
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      157,060
COMMITMENTS
  23,538    1,172   12,852  115,275  139,320  151,665  153,344    5,395    3,716

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -8,918)
   6,546     -243   -4,339  -11,908   -5,211   -9,701   -9,793      783      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      0.7      8.2     73.4     88.7     96.6     97.6      3.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        1        7       33       30       41       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      138,179
COMMITMENTS
   5,866    4,994    3,419  113,867  115,439  123,152  123,852   15,027   14,327

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -3,313)
   1,084     -121     -742   -3,273     -989   -2,931   -1,852     -382   -1,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      3.6      2.5     82.4     83.5     89.1     89.6     10.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       27       26       29       28
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      149,635
COMMITMENTS
   7,491   18,341   10,214  123,736  116,862  141,441  145,417    8,194    4,218

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:    -10,070)
   1,186   -2,028   -1,711  -10,065   -4,972  -10,590   -8,711      520   -1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     12.3      6.8     82.7     78.1     94.5     97.2      5.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        8       25       30       33       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,323
COMMITMENTS
     991   16,662    2,098   57,144   35,954   60,233   54,714    2,090    7,609

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -3,529)
    -180    1,306   -1,066   -2,297   -3,108   -3,543   -2,868       14     -661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     26.7      3.4     91.7     57.7     96.6     87.8      3.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        5        4       15       16       20       22
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,385,539
COMMITMENTS
 312,741   59,021  291,224  756,870  1020507  1360835  1370752   24,704   14,787

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:       -859)
 -26,785   -7,415   20,574   19,952    1,576   13,741   14,735  -14,600  -15,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      4.3     21.0     54.6     73.7     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      29       10       30       85       75      123      106
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      300,334
COMMITMENTS
  76,215   87,649   68,942  151,637  140,277  296,794  296,868    3,540    3,466

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     14,535)
  -4,201   -9,757   15,831    2,502    6,697   14,132   12,771      403    1,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     29.2     23.0     50.5     46.7     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17        6       15       30       28       50       46
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       72,431
COMMITMENTS
  23,492    9,538   11,250   37,484   51,516   72,226   72,304      205      127

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:       -403)
     796     -930      468   -1,697      239     -433     -223       30     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     13.2     15.5     51.8     71.1     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        6       10       36       38       46       49
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       26,571
COMMITMENTS
   5,460    5,893    2,119   18,971   18,050   26,550   26,062       21      509

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:        -39)
    -833    1,708       42      752   -1,789      -39      -39        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     22.2      8.0     71.4     67.9     99.9     98.1      0.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        5        5       23       24       29       30
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,992
COMMITMENTS
   1,744    4,052      592   10,316    8,262   12,652   12,906      340       86

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:        156)
      67   -1,401     -254      343    1,811      156      156        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     31.2      4.6     79.4     63.6     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        3       17       11       21       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       23,996
COMMITMENTS
   4,180    5,560    1,856   17,295   16,440   23,331   23,856      665      140

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:      2,444)
      40      200     -508    2,880    2,852    2,412    2,544       32     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     23.2      7.7     72.1     68.5     97.2     99.4      2.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        4        7       22       20       29       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,286
COMMITMENTS
  10,002      260    1,290   10,256   20,552   21,548   22,102      738      184

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:       -506)
       2      140      -60     -362     -302     -420     -222      -86     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9      1.2      5.8     46.0     92.2     96.7     99.2      3.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        4       22       26       26       31
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,085
COMMITMENTS
     168      100    1,124    9,328    9,361   10,620   10,585      465      500

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:         38)
    -210       20      -20      416     -162      186     -162     -148      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.9     10.1     84.1     84.4     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       16       13       18       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      861,412
COMMITMENTS
 131,832  161,359  123,786  540,058  496,329  795,676  781,474   65,736   79,938

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     24,464)
  10,681   -3,565   -2,082   -1,916   19,655    6,683   14,008   17,781   10,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     18.7     14.4     62.7     57.6     92.4     90.7      7.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      64       89       91       77       78      198      210
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,157
COMMITMENTS
   8,728    1,701      185    3,081   12,883   11,994   14,769    3,163      388

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:       -973)
     -17     -356      105   -1,067     -493     -979     -744        6     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.6     11.2      1.2     20.3     85.0     79.1     97.4     20.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      68        7        3       22       27       92       35
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,234
COMMITMENTS
   8,788      761       50    1,070    9,965    9,908   10,776    2,326    1,458

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -1,252)
  -1,212      -47      -25       37   -1,402   -1,200   -1,474      -52      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.8      6.2      0.4      8.7     81.5     81.0     88.1     19.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      30        7        1        8       19       39       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 12/06/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      143,227
COMMITMENTS
  31,900   11,178   13,410   83,459  106,665  128,769  131,253   14,458   11,974

CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST:     -2,428)
   3,306      290   -1,564   -5,100       14   -3,358   -1,260      930   -1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      7.8      9.4     58.3     74.5     89.9     91.6     10.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      38       23       33       59       70      116      110
 

Updated December 9, 2005