NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,198
COMMITMENTS
   1,080      875        0    3,853    3,982    4,933    4,857      265      341

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:        -65)
       0      200        0      -55     -176      -55       24      -10      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     16.8      0.0     74.1     76.6     94.9     93.4      5.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       15       16       16       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      163,365
COMMITMENTS
  25,486   15,361   26,377   85,088   93,463  136,951  135,201   26,414   28,164

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -1,817)
    -247   -1,317    2,578   -5,270   -1,300   -2,939      -39    1,122   -1,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      9.4     16.1     52.1     57.2     83.8     82.8     16.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      24       30       32       54       54      100       97
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      663,514
COMMITMENTS
  53,474   82,078  268,925  260,459  277,370  582,858  628,373   80,656   35,141

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     16,596)
   9,481    9,699   13,590   -3,274   -2,625   19,797   20,664   -3,201   -4,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     12.4     40.5     39.3     41.8     87.8     94.7     12.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      60       50       71       93       73      191      161
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,674
COMMITMENTS
       0      387    2,245   46,292   45,543   48,537   48,175    5,137    5,499

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -2,359)
       0     -849      -34   -2,614     -935   -2,648   -1,818      289     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      4.2     86.2     84.9     90.4     89.8      9.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       18       18       19       19
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,231
COMMITMENTS
   7,054    2,500    2,079   44,549   49,836   53,682   54,415    8,549    7,816

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -5,642)
   1,156      -90     -934   -7,021   -5,752   -6,799   -6,776    1,157    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      4.0      3.3     71.6     80.1     86.3     87.4     13.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       17       17       21       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      109,512
COMMITMENTS
   1,984      439      920   92,971   95,269   95,875   96,628   13,637   12,884

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:      2,338)
  -9,983      150     -150   11,135    2,654    1,002    2,654    1,336     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.4      0.8     84.9     87.0     87.5     88.2     12.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       24       20       26       21
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,303
COMMITMENTS
       0    1,658        0   49,669   48,805   49,669   50,463    8,634    7,840

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -6,522)
       0     -120        0   -8,940   -6,331   -8,940   -6,451    2,418      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      0.0     85.2     83.7     85.2     86.6     14.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       16       21       16       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,031
COMMITMENTS
       0   14,401      547   73,050   54,454   73,597   69,402    2,434    6,629

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -4,166)
       0      452     -452   -3,354   -5,798   -3,806   -5,798     -360    1,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.9      0.7     96.1     71.6     96.8     91.3      3.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       19       16       21       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,602
COMMITMENTS
  10,552    8,491    2,627   42,778   47,335   55,957   58,453    8,645    6,149

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -3,295)
     974      286      -30   -3,839   -2,921   -2,895   -2,665     -400     -630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     13.1      4.1     66.2     73.3     86.6     90.5     13.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        2       17       19       21       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,669
COMMITMENTS
   1,361        0    1,699   91,567   94,351   94,627   96,050    9,042    7,619

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -6,901)
     794        0   -1,931   -7,046   -5,428   -8,183   -7,359    1,282      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      1.6     88.3     91.0     91.3     92.7      8.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        1       22       23       23       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,216
COMMITMENTS
   9,200        0        0   61,973   72,167   71,173   72,167    9,043    8,049

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:        544)
  -1,320        0        0    1,600      412      280      412      264      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      0.0      0.0     77.3     90.0     88.7     90.0     11.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       18       21       19       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,378
COMMITMENTS
       0    6,240    2,328   54,825   46,654   57,153   55,222    8,225   10,156

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -4,304)
       0      614      176   -6,437   -4,644   -6,261   -3,854    1,957     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.5      3.6     83.9     71.4     87.4     84.5     12.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       20       15       22       17
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      164,914
COMMITMENTS
       0   19,184    4,241  151,538  136,674  155,779  160,099    9,135    4,815

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:    -15,596)
       0   -4,551      310  -15,099  -11,340  -14,789  -15,581     -807      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.6      2.6     91.9     82.9     94.5     97.1      5.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        4        3       36       32       39       36
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,069
COMMITMENTS
   5,277        0    2,196   58,854   62,200   66,327   64,396   12,742   14,673

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -5,358)
  -3,534   -2,550      809   -3,373   -5,573   -6,098   -7,314      740    1,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      2.8     74.4     78.7     83.9     81.4     16.1     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       14       16       16       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      205,736
COMMITMENTS
  15,061      482    1,314  182,002  195,172  198,377  196,968    7,359    8,768

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:    -12,121)
   3,013     -848     -341  -15,152  -10,225  -12,480  -11,414      359     -707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.2      0.6     88.5     94.9     96.4     95.7      3.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        4       33       37       38       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      152,528
COMMITMENTS
   9,187    1,568    8,799  127,907  135,026  145,893  145,393    6,635    7,135

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -6,927)
    -174      860   -1,789   -3,825   -5,087   -5,788   -6,016   -1,139     -911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.0      5.8     83.9     88.5     95.6     95.3      4.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        5       35       30       40       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      146,895
COMMITMENTS
   2,240    4,229    3,538  131,262  129,271  137,040  137,038    9,855    9,857

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -5,301)
   2,240   -4,130      237   -7,086   -1,276   -4,609   -5,169     -692     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      2.9      2.4     89.4     88.0     93.3     93.3      6.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        2       33       31       35       34
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      185,189
COMMITMENTS
   7,985   24,239   22,596  150,343  134,564  180,924  181,399    4,265    3,790

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -7,715)
   2,122   -5,581   -4,449   -4,999    1,883   -7,326   -8,147     -389      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     13.1     12.2     81.2     72.7     97.7     98.0      2.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        7       30       34       37       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,831
COMMITMENTS
       0        0        0   46,883   39,793   46,883   39,793    4,948   12,038

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -4,926)
  -7,272        0        0    1,402   -5,747   -5,870   -5,747      944      821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.5     76.8     90.5     76.8      9.5     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       16       15       16
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,625,729
COMMITMENTS
 252,055   46,014  417,822  936,544  1152154  1606421  1615990   19,308    9,739

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:    -35,447)
 -26,915  -13,632    2,264  -15,352  -22,717  -40,003  -34,085    4,556   -1,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      2.8     25.7     57.6     70.9     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      23       18       34       93       80      130      118
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      402,832
COMMITMENTS
  92,636   32,154   91,705  215,173  275,566  399,514  399,425    3,318    3,407

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:    -18,736)
   1,637  -21,606   -6,402  -13,671   16,015  -18,436  -11,993     -300   -6,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      8.0     22.8     53.4     68.4     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      16       10       21       31       29       55       52
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       60,302
COMMITMENTS
  11,952    2,680    6,992   40,738   50,043   59,682   59,715      620      587

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -4,283)
  -2,146   -8,728     -490   -1,732    4,744   -4,368   -4,474       85      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      4.4     11.6     67.6     83.0     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        4        8       42       38       50       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       23,354
COMMITMENTS
   1,152    4,307      524   21,052   17,832   22,728   22,663      626      691

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -1,576)
     -32   -4,257     -511   -1,200    3,215   -1,743   -1,553      167      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     18.4      2.2     90.1     76.4     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        2       25       22       29       27
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,210
COMMITMENTS
   2,614      804        0   11,406   13,406   14,020   14,210      190        0

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:       -581)
  -1,542       -4   -1,323    2,307      746     -558     -581      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      5.7      0.0     80.3     94.3     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        0       15       15       17       19
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,977
COMMITMENTS
   1,146    2,552        0   10,223    9,425   11,369   11,977      608        0

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:       -763)
     -92   -1,710      -83     -542    1,030     -717     -763      -46        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     21.3      0.0     85.4     78.7     94.9    100.0      5.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       11       11       12       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,488
COMMITMENTS
   3,840    4,734      302   19,718   19,104   23,860   24,140    1,628    1,348

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -1,212)
     -20   -5,960     -110   -1,162    4,958   -1,292   -1,112       80     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     18.6      1.2     77.4     75.0     93.6     94.7      6.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       19       20       23       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,480
COMMITMENTS
   4,730      160      620   18,035   23,254   23,385   24,034    1,095      446

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:        640)
  -1,780   -1,040     -670    2,974    2,304      524      594      116       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3      0.7      2.5     73.7     95.0     95.5     98.2      4.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       28       26       31       30
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      967,908
COMMITMENTS
 149,602  119,577  190,483  571,827  583,515  911,912  893,575   55,996   74,333

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     31,772)
  14,444   -8,363   22,181   -3,684   10,814   32,941   24,632   -1,169    7,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     12.4     19.7     59.1     60.3     94.2     92.3      5.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      73       92      117       78       95      229      243
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,125
COMMITMENTS
  11,184    2,498    1,023    1,452   12,906   13,659   16,427    3,466      698

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:        715)
     599       63       98      -71      562      626      723       89       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.3     14.6      6.0      8.5     75.4     79.8     95.9     20.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      95        7        6       12       29      112       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,103
COMMITMENTS
   4,962    1,144        0    1,681    6,669    6,643    7,813    2,460    1,290

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:        217)
     572      172      -27     -201      455      344      600     -127     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5     12.6      0.0     18.5     73.3     73.0     85.8     27.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      28        8        0       15       17       43       25
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      123,675
COMMITMENTS
  24,123    9,024    8,631   76,489   95,965  109,243  113,620   14,432   10,055

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     -7,475)
     195       23      567   -9,589   -7,493   -8,827   -6,903    1,352     -572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      7.3      7.0     61.8     77.6     88.3     91.9     11.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      45       26       29       54       66      115      107
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       36,826
COMMITMENTS
  10,335      209      645   22,378   29,437   33,358   30,291    3,468    6,535

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:      5,913)
   5,275       89     -402      135    1,540    5,008    1,227      905    4,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      0.6      1.8     60.8     79.9     90.6     82.3      9.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        3       18       22       24       25
 

Updated April 7, 2006