NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,151
COMMITMENTS
     660      750        0    3,371    2,847    4,031    3,597      120      554

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:       -399)
       0        0        0     -276     -431     -276     -431     -123       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     18.1      0.0     81.2     68.6     97.1     86.7      2.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       16       14       17       15
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      159,244
COMMITMENTS
  24,050   20,072   19,092   90,642   91,723  133,784  130,887   25,460   28,357

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -5,267)
  -2,161    1,105    2,060   -3,579  -10,547   -3,680   -7,382   -1,587    2,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     12.6     12.0     56.9     57.6     84.0     82.2     16.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      28       39       38       61       57      110      114
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      558,073
COMMITMENTS
  53,103   92,870  180,408  256,793  258,967  490,304  532,245   67,769   25,828

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     24,861)
    -513    2,825    6,059   15,395   18,937   20,941   27,821    3,920   -2,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     16.6     32.3     46.0     46.4     87.9     95.4     12.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      53       51       73       96       74      193      160
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,058
COMMITMENTS
       0      479    1,965   43,060   42,084   45,025   44,528    4,033    4,530

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:       -674)
    -509      479      881   -1,021   -4,816     -649   -3,456      -25    2,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      4.0     87.8     85.8     91.8     90.8      8.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       16       18       17
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,227
COMMITMENTS
     396    3,015    2,423   46,380   42,202   49,199   47,640    6,028    7,587

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:      3,182)
     369    1,521     -275    2,790      204    2,884    1,450      298    1,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      5.5      4.4     84.0     76.4     89.1     86.3     10.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       16       19       18       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      104,424
COMMITMENTS
  10,150    2,576    2,788   82,691   89,151   95,629   94,515    8,795    9,909

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -5,684)
  -1,045     -792      864   -5,610   -6,190   -5,791   -6,118      107      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      2.5      2.7     79.2     85.4     91.6     90.5      8.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        2       29       27       32       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,967
COMMITMENTS
     248      744        0   54,638   50,394   54,886   51,138    5,081    8,829

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:      1,242)
  -1,168   -1,616        0      726      402     -442   -1,214    1,684    2,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.2      0.0     91.1     84.0     91.5     85.3      8.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       18       22       19       23
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,188
COMMITMENTS
       0    7,138    3,384   66,937   59,858   70,321   70,380    1,867    1,808

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -5,338)
       0   -3,458      309   -4,907   -2,681   -4,598   -5,830     -740      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.9      4.7     92.7     82.9     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        3       20       20       23       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,107
COMMITMENTS
   7,393    6,772    2,720   49,118   55,858   59,231   65,350   10,876    4,757

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -2,017)
  -1,559    2,684      305   -1,159   -5,132   -2,413   -2,143      396      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      9.7      3.9     70.1     79.7     84.5     93.2     15.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        3       18       23       21       27
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,692
COMMITMENTS
       0    5,941    1,908   85,145   79,395   87,053   87,244    7,639    7,448

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:        382)
       0    2,599   -2,854    2,668      383     -186      128      568      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      2.0     89.9     83.8     91.9     92.1      8.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       21       26       22       27
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,679
COMMITMENTS
       0    4,093    2,064   33,370   34,299   35,434   40,456    7,245    2,223

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -3,790)
       0     -838      330   -3,679   -3,130   -3,349   -3,638     -441     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.6      4.8     78.2     80.4     83.0     94.8     17.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       19       17       21       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,021
COMMITMENTS
  19,545      166    1,068   26,355   48,242   46,968   49,476    7,053    4,545

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -3,219)
       6     -302      190   -3,430   -3,655   -3,234   -3,767       15      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2      0.3      2.0     48.8     89.3     86.9     91.6     13.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       15       20       18       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,833
COMMITMENTS
     547    1,651    1,807   51,375   46,653   53,729   50,111    7,104   10,722

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -5,671)
     547   -2,529     -435   -6,153   -2,286   -6,041   -5,250      370     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.7      3.0     84.5     76.7     88.3     82.4     11.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       22       17       24       19
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,765
COMMITMENTS
       0    3,142    1,085   40,137   43,284   41,222   47,511   10,543    4,254

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -4,075)
       0   -1,995      122   -3,583     -239   -3,461   -2,112     -614   -1,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      2.1     77.5     83.6     79.6     91.8     20.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       16       18       17
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      158,896
COMMITMENTS
     406   21,671    3,443  143,687  129,294  147,536  154,408   11,360    4,488

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:    -12,690)
    -560   -4,414    1,141  -12,005   -8,837  -11,424  -12,110   -1,266     -580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     13.6      2.2     90.4     81.4     92.9     97.2      7.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        4        3       37       31       40       36
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,423
COMMITMENTS
  13,286    1,973      415   59,564   71,681   73,265   74,069    7,158    6,354

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -4,107)
   1,604       56   -1,432   -3,402   -1,953   -3,230   -3,329     -877     -778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      2.5      0.5     74.1     89.1     91.1     92.1      8.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       18       20       21       22
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      186,715
COMMITMENTS
   7,405    1,369    4,136  168,170  176,096  179,711  181,601    7,004    5,114

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -5,244)
   2,029   -1,437   -1,048   -3,045   -1,501   -2,064   -3,986   -3,180   -1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.7      2.2     90.1     94.3     96.2     97.3      3.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        1        5       39       38       44       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,695
COMMITMENTS
  15,507    4,460   14,141  125,757  135,179  155,405  153,780    5,290    6,915

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:        978)
   1,740     -104      -34    1,420    1,345    3,126    1,207   -2,148     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      2.8      8.8     78.3     84.1     96.7     95.7      3.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        6       34       28       40       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      141,364
COMMITMENTS
   5,554    2,517    3,336  122,882  121,665  131,772  127,518    9,592   13,846

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -2,899)
   5,092     -951   -3,463   -1,925    3,116     -296   -1,298   -2,603   -1,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.8      2.4     86.9     86.1     93.2     90.2      6.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       29       30       31       32
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      167,376
COMMITMENTS
   9,184   22,466   22,204  127,374  120,388  158,762  165,058    8,614    2,318

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:        267)
  -5,728    5,129    2,924    2,149   -6,723     -655    1,330      922   -1,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     13.4     13.3     76.1     71.9     94.9     98.6      5.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        7       29       33       36       40
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,154
COMMITMENTS
   4,844    2,893      155   39,855   37,394   44,854   40,442    4,300    8,712

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -8,028)
  -2,940   -2,267       99   -5,854   -5,185   -8,695   -7,353      667     -675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      5.9      0.3     81.1     76.1     91.3     82.3      8.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        1       16       17       19       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,406,365
COMMITMENTS
 270,475   66,564  299,683  813,679  1028181  1383837  1394428   22,528   11,937

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     49,645)
   7,184   -1,835   14,994   27,959   37,579   50,137   50,738     -492   -1,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      4.7     21.3     57.9     73.1     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      26       10       30       86       77      120      109
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      298,033
COMMITMENTS
  78,750   46,593   64,252  151,705  184,256  294,707  295,101    3,326    2,932

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:      4,524)
  11,640   -3,399   -7,509      921   15,886    5,052    4,978     -528     -454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     15.6     21.6     50.9     61.8     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16        8       18       28       26       49       47
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       69,677
COMMITMENTS
  16,733    8,797   10,278   41,437   49,465   68,448   68,540    1,229    1,137

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -1,400)
  -2,666      537   -1,862    3,058     -272   -1,470   -1,597       70      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     12.6     14.8     59.5     71.0     98.2     98.4      1.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        4        9       43       41       53       50
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       23,801
COMMITMENTS
   2,428    7,950    1,267   19,873   14,096   23,568   23,313      233      488

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -1,783)
    -906      930     -364     -492   -1,304   -1,762     -738      -21   -1,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     33.4      5.3     83.5     59.2     99.0     97.9      1.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        5       22       24       28       29
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,721
COMMITMENTS
   2,122    1,432      579    8,299    9,242   11,000   11,253      721      468

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:       -319)
    -782     -212     -333      836      224     -279     -321      -40        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     12.2      4.9     70.8     78.8     93.8     96.0      6.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       17       12       20       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,642
COMMITMENTS
   4,210    9,454      978   18,306   13,082   23,494   23,514    1,148    1,128

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -2,194)
    -340      -58     -446   -1,408   -1,410   -2,194   -1,914        0     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     38.4      4.0     74.3     53.1     95.3     95.4      4.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        5       24       22       30       28
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,702
COMMITMENTS
   7,610    1,320      550   11,819   18,182   19,979   20,052      723      650

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:       -894)
    -690      840     -640      290   -1,088   -1,040     -888      146       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      6.4      2.7     57.1     87.8     96.5     96.9      3.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        4       29       25       33       30
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,340
COMMITMENTS
     640      652    1,464    9,720    9,784   11,824   11,900      516      440

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:       -666)
     -80       -4        0     -603     -642     -683     -646       17      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      5.3     11.9     78.8     79.3     95.8     96.4      4.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       14       16       18       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      941,180
COMMITMENTS
 137,673  138,212  152,145  581,157  586,702  870,975  877,059   70,205   64,121

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     -9,832)
 -19,330    1,179    3,984    3,772  -15,457  -11,574  -10,294    1,742      462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     14.7     16.2     61.7     62.3     92.5     93.2      7.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      75       88       98       83       95      227      226
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,206
COMMITMENTS
   8,380    1,665      664    2,816   13,290   11,860   15,619    4,346      587

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:        267)
     281       -3     -266     -124      391     -109      122      376      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     10.3      4.1     17.4     82.0     73.2     96.4     26.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      81        5        8       17       29      104       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,384
COMMITMENTS
   7,170    1,278      149    1,398    8,599    8,717   10,026    2,667    1,358

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:       -302)
    -602      164       22      220     -693     -360     -507       58      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.0     11.2      1.3     12.3     75.5     76.6     88.1     23.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      30        9        2        9       20       39       31
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      157,229
COMMITMENTS
  39,613    9,803   12,311   89,407  122,872  141,331  144,986   15,898   12,243

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:      5,683)
   2,027    2,618    2,790    1,034   -3,384    5,851    2,024     -168    3,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      6.2      7.8     56.9     78.1     89.9     92.2     10.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      56       17       36       65       73      131      121
 

Updated February 10, 2006