NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,008
COMMITMENTS
     960      650        0    3,823    3,978    4,783    4,628      225      380

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        255)
       0      400        0      205     -145      205      255       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     13.0      0.0     76.3     79.4     95.5     92.4      4.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        0       17       17       18       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      169,997
COMMITMENTS
  24,254   18,365   23,305   96,845   97,305  144,404  138,975   25,593   31,022

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        322)
    -209   -2,354      814   -1,497    2,146     -892      606    1,214     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     10.8     13.7     57.0     57.2     84.9     81.8     15.1     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      24       32       32       54       54       99       99
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      649,568
COMMITMENTS
  41,665   80,420  254,873  271,321  278,864  567,859  614,157   81,709   35,411

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     17,630)
   7,164    4,146    7,458     -208    4,387   14,414   15,991    3,216    1,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     12.4     39.2     41.8     42.9     87.4     94.5     12.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      55       56       75       93       75      194      163
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,194
COMMITMENTS
       0    1,272    2,551   47,948   45,471   50,499   49,294    4,695    5,900

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        546)
       0      660      -70      647      596      577    1,186      -31     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      4.6     86.9     82.4     91.5     89.3      8.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       18       16       19       17
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,679
COMMITMENTS
   6,708    2,470    2,527   50,432   54,902   59,667   59,899    8,012    7,780

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:       -260)
   2,021   -2,435      -16   -2,199    2,559     -194      108      -66     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      3.6      3.7     74.5     81.1     88.2     88.5     11.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       18       18       23       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,708
COMMITMENTS
  11,367    2,353    1,926   81,539   90,825   94,832   95,104   11,876   11,604

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      5,587)
   1,984        0        0    3,415    5,949    5,399    5,949      188     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      2.2      1.8     76.4     85.1     88.9     89.1     11.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       26       23       30       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,396
COMMITMENTS
       0    1,778        0   65,576   62,195   65,576   63,973    5,820    7,423

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:       -212)
       0        0        0   -1,938     -190   -1,938     -190    1,726      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.0     91.8     87.1     91.8     89.6      8.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       18       20       18       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,160
COMMITMENTS
       0   12,842      701   75,817   60,678   76,518   74,221    2,642    4,939

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      2,879)
       0     -616      185    2,754    4,774    2,939    4,343      -60   -1,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.2      0.9     95.8     76.7     96.7     93.8      3.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       20       18       22       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,539
COMMITMENTS
  10,524    8,205    2,300   45,453   50,577   58,277   61,082    9,262    6,457

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        609)
    -446        0       52      337      -76      -57      -24      666      633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     12.1      3.4     67.3     74.9     86.3     90.4     13.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       18       19       22       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,707
COMMITMENTS
       0    1,592    4,170   94,675   92,623   98,845   98,385    9,862   10,322

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      5,438)
       0   -1,408    1,879    3,259    5,825    5,138    6,296      300     -858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      3.8     87.1     85.2     90.9     90.5      9.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       23       23       24       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,726
COMMITMENTS
  10,700        0        0   63,030   75,177   73,730   75,177    8,996    7,549

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      6,962)
  -8,560        0        0   16,866    6,106    8,306    6,106   -1,344      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.0      0.0     76.2     90.9     89.1     90.9     10.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       18       20       19       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,946
COMMITMENTS
       0    5,036    1,904   59,188   49,359   61,092   56,299    7,854   12,647

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     -1,140)
  -1,164    2,749     -620    1,546   -3,123     -238     -994     -902     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      2.8     85.8     71.6     88.6     81.7     11.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       23       17       25       19
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      179,865
COMMITMENTS
       0   25,764    3,327  166,204  146,124  169,531  175,215   10,334    4,650

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      6,727)
       0      -53      756    6,648    6,398    7,404    7,101     -677     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.3      1.8     92.4     81.2     94.3     97.4      5.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        4        3       38       33       41       37
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,040
COMMITMENTS
   9,882    2,550    1,272   58,736   66,170   69,890   69,992   13,150   13,048

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:       -957)
  -2,172        0      200      399   -3,713   -1,573   -3,513      616    2,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      3.1      1.5     70.7     79.7     84.2     84.3     15.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       14       16       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,195
COMMITMENTS
       0    6,944        0   68,267   62,393   68,267   69,337    2,928    1,858

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      1,608)
       0      -60        0    3,752    1,670    3,752    1,610   -2,144       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.8      0.0     95.9     87.6     95.9     97.4      4.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       14       15       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      211,721
COMMITMENTS
  10,181    1,330    2,692  191,757  198,893  204,630  202,915    7,091    8,806

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      5,013)
   1,255        0      332    3,118    4,292    4,705    4,624      308      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.6      1.3     90.6     93.9     96.7     95.8      3.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        4       35       38       40       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      157,783
COMMITMENTS
  10,843    3,156    9,069  129,930  135,028  149,842  147,253    7,941   10,530

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      3,706)
   2,027      856     -161    1,472    3,080    3,338    3,775      368      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      2.0      5.7     82.3     85.6     95.0     93.3      5.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        5       33       28       39       33
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      150,347
COMMITMENTS
       0    8,495    3,021  137,052  129,511  140,073  141,027   10,274    9,320

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      3,829)
  -6,961    2,901    1,064   12,005    4,147    6,108    8,112   -2,279   -4,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.7      2.0     91.2     86.1     93.2     93.8      6.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        5        2       32       31       34       36
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      189,405
COMMITMENTS
   7,731   33,379   24,501  151,970  128,002  184,202  185,882    5,203    3,523

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      2,551)
   2,674    1,899   -1,554    1,175    2,234    2,295    2,579      256      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     17.6     12.9     80.2     67.6     97.3     98.1      2.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        4        8       28       33       36       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,177
COMMITMENTS
   7,272        0        0   41,189   40,922   48,461   40,922    4,716   12,255

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:      4,209)
   3,668        0        0      542    4,154    4,210    4,154       -1       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      0.0      0.0     77.5     77.0     91.1     77.0      8.9     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       14       16       16       16
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,611,393
COMMITMENTS
 262,075   57,777  410,679  920,480  1131558  1593234  1600014   18,159   11,379

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     17,273)
   8,701   24,075  -12,082   20,153    4,518   16,772   16,511      501      762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      3.6     25.5     57.1     70.2     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      25       18       36       95       81      135      120
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      382,380
COMMITMENTS
  70,803   48,754   94,436  212,082  235,758  377,321  378,948    5,059    3,432

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     32,259)
 -11,325   26,192    3,137   40,461    4,181   32,273   33,510      -14   -1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     12.8     24.7     55.5     61.7     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11       14       21       30       28       53       51
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       64,987
COMMITMENTS
  14,578   11,308    7,502   42,028   41,977   64,108   60,787      879    4,200

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        219)
    -210      -50      200      149   -3,431      139   -3,281       80    3,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     17.4     11.5     64.7     64.6     98.6     93.5      1.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        4        8       42       38       51       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,536
COMMITMENTS
   1,184    8,650    1,035   20,720   13,873   22,939   23,558    1,597      978

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        810)
      40      842      -40      -64        8      -64      810      874        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     35.3      4.2     84.4     56.5     93.5     96.0      6.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        4       22       22       27       29
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,907
COMMITMENTS
   4,325      808    1,323    8,046   11,138   13,694   13,269      213      638

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        704)
     550       40        0      154       26      704       66        0      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      5.8      9.5     57.9     80.1     98.5     95.4      1.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        1       14       14       17       18
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,786
COMMITMENTS
   3,880   10,674      412   19,946   13,492   24,238   24,578    1,548    1,208

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        200)
       0       20      -40      220      160      180      140       20       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     41.4      1.6     77.4     52.3     94.0     95.3      6.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        5        4       21       19       26       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,826
COMMITMENTS
   6,630    1,060    1,410   14,757   20,866   22,797   23,336    1,029      490

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:       -200)
    -960     -630      600       90     -210     -270     -240       70       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      4.4      5.9     61.9     87.6     95.7     97.9      4.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        4       27       24       31       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,356
COMMITMENTS
     608      578    1,112   10,768   11,246   12,488   12,936      868      420

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:       -320)
      68     -328      -52     -500       60     -484     -320      164        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      4.3      8.3     80.6     84.2     93.5     96.9      6.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       11       16       14       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      928,551
COMMITMENTS
 128,840  135,177  153,850  591,054  568,164  873,744  857,191   54,807   71,360

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:    -51,729)
  -1,246  -10,167   -5,419  -35,262  -38,977  -41,927  -54,563   -9,802    2,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     14.6     16.6     63.7     61.2     94.1     92.3      5.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      68       90       99       74       87      204      227
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,744
COMMITMENTS
   8,852    1,863      444    2,140   11,757   11,436   14,064    3,308      680

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:         64)
     518      -60     -183      -45      338      290       95     -226      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.0     12.6      3.0     14.5     79.7     77.6     95.4     22.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      81        6        6       14       28       98       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,988
COMMITMENTS
   4,063    1,119       65    1,594    5,392    5,722    6,576    2,266    1,412

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:         29)
     361      -58     -139      -88      -96      134     -293     -105      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     14.0      0.8     20.0     67.5     71.6     82.3     28.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22        8        2       10       13       33       23
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      137,690
COMMITMENTS
  24,686    8,069   10,053   89,068  108,439  123,807  126,561   13,883   11,129

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:     -4,690)
     790   -2,465      879   -6,501   -2,856   -4,832   -4,442      142     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      5.9      7.3     64.7     78.8     89.9     91.9     10.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      47       30       39       61       72      130      121
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/21/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       29,522
COMMITMENTS
   5,080       20      834   21,733   27,450   27,647   28,304    1,875    1,218

CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST:        646)
      40      -99       25      583    1,184      648    1,110       -2     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      0.1      2.8     73.6     93.0     93.6     95.9      6.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       18       25       23       28
 

Updated March 24, 2006