NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,263
COMMITMENTS
   1,080      675        0    3,908    4,158    4,988    4,833      275      430

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        255)
     120       25        0       85      180      205      205       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     12.8      0.0     74.3     79.0     94.8     91.8      5.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        0       18       17       19       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      165,182
COMMITMENTS
  25,733   16,678   23,799   90,358   94,763  139,890  135,240   25,292   29,942

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     -4,815)
   1,479   -1,687      494   -6,487   -2,542   -4,514   -3,735     -301   -1,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     10.1     14.4     54.7     57.4     84.7     81.9     15.3     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      25       32       35       55       54      103      102
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      646,918
COMMITMENTS
  43,993   72,379  255,335  263,733  279,995  563,061  607,709   83,857   39,209

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     -2,650)
   2,328   -8,041      462   -7,588    1,131   -4,798   -6,448    2,148    3,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     11.2     39.5     40.8     43.3     87.0     93.9     13.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      58       47       74       91       69      189      155
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,033
COMMITMENTS
       0    1,236    2,279   48,906   46,478   51,185   49,993    4,848    6,040

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        839)
       0      -36     -272      958    1,007      686      699      153      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      4.1     87.3     82.9     91.3     89.2      8.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       18       17       19       18
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,873
COMMITMENTS
   5,898    2,590    3,013   51,570   55,588   60,481   61,191    7,392    6,682

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        194)
    -810      120      486    1,138      686      814    1,292     -620   -1,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      3.8      4.4     76.0     81.9     89.1     90.2     10.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        3       19       20       24       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,174
COMMITMENTS
  11,967      289    1,070   81,836   92,615   94,873   93,974   12,301   13,200

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        466)
     600   -2,064     -856      297    1,790       41   -1,130      425    1,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.3      1.0     76.4     86.4     88.5     87.7     11.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        1       27       22       30       23
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,825
COMMITMENTS
       0    1,778        0   58,609   55,136   58,609   56,914    6,216    7,911

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     -6,571)
       0        0        0   -6,967   -7,059   -6,967   -7,059      396      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.0     90.4     85.1     90.4     87.8      9.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       17       22       17       23
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,197
COMMITMENTS
       0   13,949      999   76,404   60,252   77,403   75,200    2,794    4,997

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      1,037)
       0    1,107      298      587     -426      885      979      152       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.4      1.2     95.3     75.1     96.5     93.8      3.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       21       18       23       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,897
COMMITMENTS
   9,578    8,205    2,657   46,617   50,256   58,852   61,118    9,045    6,779

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        358)
    -946        0      357    1,164     -321      575       36     -217      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     12.1      3.9     68.7     74.0     86.7     90.0     13.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        2       18       18       22       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,570
COMMITMENTS
     567        0    3,630   98,613   99,779  102,810  103,409    7,760    7,161

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      1,863)
     567   -1,592     -540    3,938    7,156    3,965    5,024   -2,102   -3,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      3.3     89.2     90.2     93.0     93.5      7.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       25       25       26       26
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,672
COMMITMENTS
  10,520        0        0   60,373   71,755   70,893   71,755    8,779    7,917

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     -3,054)
    -180        0        0   -2,657   -3,422   -2,837   -3,422     -217      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      0.0      0.0     75.8     90.1     89.0     90.1     11.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       21       21       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,682
COMMITMENTS
       0    5,626    2,152   61,262   51,298   63,414   59,076    6,268   10,606

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        736)
       0      590      248    2,074    1,939    2,322    2,777   -1,586   -2,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.1      3.1     87.9     73.6     91.0     84.8      9.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        2       24       20       26       22
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,082
COMMITMENTS
     136        0    1,868   41,700   51,627   43,704   53,495   15,378    5,587

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      3.2     70.6     87.4     74.0     90.5     26.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       11       17       12       18
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,510
COMMITMENTS
   2,280    7,804        0   57,684   51,406   59,964   59,210    1,546    2,300

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     12.7      0.0     93.8     83.6     97.5     96.3      2.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       14       14       16       16
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      180,510
COMMITMENTS
       0   23,735    3,931  166,637  148,014  170,568  175,680    9,942    4,830

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        645)
       0   -2,029      604      433    1,890    1,037      465     -392      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.1      2.2     92.3     82.0     94.5     97.3      5.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        4        3       37       32       40       36
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,427
COMMITMENTS
   8,811    2,550    1,387   62,227   67,773   72,425   71,710   12,002   12,717

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      1,387)
  -1,071        0      115    3,491    1,603    2,535    1,718   -1,148     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      3.0      1.6     73.7     80.3     85.8     84.9     14.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       16       17       18       19
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,713
COMMITMENTS
   2,280    7,804        0   77,517   69,093   79,797   76,897    1,916    4,816

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     10,518)
   2,280      860        0    9,250    6,700   11,530    7,560   -1,012    2,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      9.6      0.0     94.9     84.6     97.7     94.1      2.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        0       20       18       22       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      217,857
COMMITMENTS
  12,048    1,330    1,655  197,154  205,397  210,857  208,382    7,000    9,475

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      6,136)
   1,867        0   -1,037    5,397    6,504    6,227    5,467      -91      669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.6      0.8     90.5     94.3     96.8     95.7      3.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        5       35       39       40       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      159,455
COMMITMENTS
   9,361      708   10,588  131,732  140,113  151,681  151,409    7,774    8,046

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      1,672)
  -1,482   -2,448    1,519    1,802    5,085    1,839    4,156     -167   -2,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.4      6.6     82.6     87.9     95.1     95.0      4.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        6       35       31       41       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      152,196
COMMITMENTS
       0    8,359    3,301  138,348  130,547  141,649  142,207   10,547    9,989

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      1,849)
       0     -136      280    1,296    1,036    1,576    1,180      273      669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.5      2.2     90.9     85.8     93.1     93.4      6.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        4        2       33       33       35       37
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      192,904
COMMITMENTS
   5,863   29,820   27,045  155,342  132,681  188,250  189,546    4,654    3,358

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      3,499)
  -1,868   -3,559    2,544    3,372    4,679    4,048    3,664     -549     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     15.5     14.0     80.5     68.8     97.6     98.3      2.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        5        8       28       33       36       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,757
COMMITMENTS
   7,272        0        0   45,481   45,540   52,753   45,540    4,004   11,217

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      3,580)
       0        0        0    4,292    4,618    4,292    4,618     -712   -1,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      0.0      0.0     80.1     80.2     92.9     80.2      7.1     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       14       17       16       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,661,176
COMMITMENTS
 278,970   59,646  415,558  951,896  1174871  1646424  1650075   14,752   11,101

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     49,783)
  16,895    1,869    4,879   31,416   43,313   53,190   50,061   -3,407     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      3.6     25.0     57.3     70.7     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      26       22       37      103       87      145      130
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      421,568
COMMITMENTS
  90,999   53,760   98,107  228,844  259,551  417,950  411,418    3,618   10,150

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     39,188)
  20,196    5,006    3,671   16,762   23,793   40,629   32,470   -1,441    6,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     12.8     23.3     54.3     61.6     99.1     97.6      0.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      16       12       23       35       29       61       54
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       64,585
COMMITMENTS
  14,098   11,408    7,482   42,470   45,299   64,050   64,189      535      396

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:       -402)
    -480      100      -20      442    3,322      -58    3,402     -344   -3,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     17.7     11.6     65.8     70.1     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        5        8       42       38       51       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,930
COMMITMENTS
   1,184    8,564    1,035   22,252   14,617   24,471   24,216      459      714

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        394)
       0      -86        0    1,532      744    1,532      658   -1,138     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     34.4      4.2     89.3     58.6     98.2     97.1      1.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        4       24       22       29       29
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,791
COMMITMENTS
   4,156      808    1,323    9,099   12,660   14,578   14,791      213        0

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        884)
    -169        0        0    1,053    1,522      884    1,522        0     -638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      5.5      8.9     61.5     85.6     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        1       14       14       17       18
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,740
COMMITMENTS
   1,238    4,262       83   10,765    8,395   12,086   12,740      654        0

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:         40)
       0     -255        0      298      295      298       40     -258        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     33.5      0.7     84.5     65.9     94.9    100.0      5.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        1       11       10       13       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       26,700
COMMITMENTS
   3,860   10,694      412   20,880   14,146   25,152   25,252    1,548    1,448

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        914)
     -20       20        0      934      654      914      674        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     40.1      1.5     78.2     53.0     94.2     94.6      5.8      5.4

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 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,840
COMMITMENTS
   6,510    1,200    1,290   15,061   20,950   22,861   23,440      979      400

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:         14)
    -120      140     -120      304       84       64      104      -50      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      5.0      5.4     63.2     87.9     95.9     98.3      4.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        4       28       25       32       30
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,578
COMMITMENTS
     608      578    1,112   10,750   11,468   12,470   13,158    1,108      420

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        222)
       0        0        0      -18      222      -18      222      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      4.3      8.2     79.2     84.5     91.8     96.9      8.2      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 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      936,136
COMMITMENTS
 135,158  127,940  168,302  575,511  572,701  878,971  868,943   57,165   67,193

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      7,585)
   6,318   -7,237   14,452  -15,543    4,537    5,227   11,752    2,358   -4,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     13.7     18.0     61.5     61.2     93.9     92.8      6.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      75       94      107       71       88      213      234
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       15,939
COMMITMENTS
  11,276    7,252       79        0      495   11,355    7,826    4,584    8,113

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.7     45.5      0.5      0.0      3.1     71.2     49.1     28.8     50.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        9        1        0        1       13       10
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,410
COMMITMENTS
  10,585    2,435      925    1,523   12,344   13,033   15,704    3,377      706

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      1,666)
   1,733      572      481     -617      587    1,597    1,640       69       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.5     14.8      5.6      9.3     75.2     79.4     95.7     20.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      90       10        6       13       30      108       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,886
COMMITMENTS
   4,390      972       27    1,882    6,214    6,299    7,213    2,587    1,673

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        898)
     327     -147      -38      288      822      577      637      321      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     10.9      0.3     21.2     69.9     70.9     81.2     29.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      27        7        1       12       16       40       23
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      131,150
COMMITMENTS
  23,928    9,001    8,064   86,078  103,458  118,070  120,523   13,080   10,627

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     -6,540)
    -758      932   -1,989   -2,990   -4,981   -5,737   -6,038     -803     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      6.9      6.1     65.6     78.9     90.0     91.9     10.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      43       25       30       62       72      121      113
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 03/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       30,913
COMMITMENTS
   5,060      120    1,047   22,243   27,897   28,350   29,064    2,563    1,849

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      1,391)
     -20      100      213      510      447      703      760      688      631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      0.4      3.4     72.0     90.2     91.7     94.0      8.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       18       22       23       25
 

Updated March 31, 2006