NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,899
COMMITMENTS
   1,080    1,410       25    4,281    4,117    5,386    5,552      513      347

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -164)
       0      220        0     -387     -365     -387     -145      223      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     23.9      0.4     72.6     69.8     91.3     94.1      8.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        1       13       17       15       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      180,969
COMMITMENTS
  35,377   22,114   28,097   86,036  105,000  149,510  155,211   31,459   25,758

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      1,080)
   2,036    4,009   -1,765      545      177      816    2,421      264   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     12.2     15.5     47.5     58.0     82.6     85.8     17.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      34       33       36       56       61      115      109
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      736,995
COMMITMENTS
  70,093   96,675  285,184  304,227  322,613  659,504  704,472   77,491   32,523

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      6,376)
   6,872   20,014  -15,530   15,514    3,060    6,856    7,544     -480   -1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     13.1     38.7     41.3     43.8     89.5     95.6     10.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      74       58       81       93       69      206      172
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,058
COMMITMENTS
       0   14,990    2,174   56,418   41,005   58,592   58,169    5,466    5,889

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      1,026)
       0    3,238      153      179   -2,478      332      913      694      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.4      3.4     88.1     64.0     91.5     90.8      8.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       17       18       18       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,748
COMMITMENTS
   4,890    5,638    3,369   49,264   48,147   57,523   57,154    7,225    7,594

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -6,319)
  -2,672    3,138     -605   -2,401   -9,951   -5,678   -7,418     -641    1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      8.7      5.2     76.1     74.4     88.8     88.3     11.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       24       18       28       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,861
COMMITMENTS
   4,304      594      765  102,056  104,681  107,125  106,040    9,736   10,821

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -5,229)
   2,320      155     -155   -5,019   -5,395   -2,854   -5,395   -2,375      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.5      0.7     87.3     89.6     91.7     90.7      8.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       26       24       29       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,797
COMMITMENTS
   8,560        0        0   50,606   55,805   59,166   55,805    7,631   10,992

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -2,745)
   2,140   -1,658        0   -4,566   -4,273   -2,426   -5,931     -319    3,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      0.0      0.0     75.8     83.5     88.6     83.5     11.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       16       18       17       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,021
COMMITMENTS
   1,044   12,828    1,364   72,467   58,791   74,875   72,983    2,146    4,038

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -3,844)
   1,044      739      161   -4,344   -3,151   -3,139   -2,251     -705   -1,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     16.7      1.8     94.1     76.3     97.2     94.8      2.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        2       19       17       22       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,557
COMMITMENTS
   9,944    9,354    3,294   45,749   46,706   58,987   59,354    6,570    6,203

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -4,094)
    -777      311     -645   -1,775   -3,418   -3,197   -3,752     -897     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     14.3      5.0     69.8     71.2     90.0     90.5     10.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        4       20       22       25       27
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,801
COMMITMENTS
   1,392        0    3,265   91,601   90,520   96,258   93,785    7,543   10,016

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -3,456)
   1,392   -1,507     -433   -1,256   -1,990     -297   -3,930   -3,159      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      3.1     88.2     87.2     92.7     90.4      7.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       26       26       27       27
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,669
COMMITMENTS
   3,483    1,850      435   28,851   32,224   32,769   34,509    6,900    5,160

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -1,894)
     -62      185     -156     -975   -1,402   -1,193   -1,373     -701     -521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      4.7      1.1     72.7     81.2     82.6     87.0     17.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       14       14       16       15
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,446
COMMITMENTS
   7,650        0        0   76,712   85,599   84,362   85,599    9,084    7,847

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -138)
   1,364        0   -1,364    1,401      280    1,401   -1,084   -1,539      946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.0      0.0     82.1     91.6     90.3     91.6      9.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       23       21       24       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,979
COMMITMENTS
   3,939    5,335    2,611   55,576   51,903   62,126   59,849    7,853   10,130

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -814)
   3,939   -3,841      996   -6,642    3,314   -1,707      469      893   -1,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      7.6      3.7     79.4     74.2     88.8     85.5     11.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       23       20       24       22
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,803
COMMITMENTS
       0    2,736    1,242   42,925   46,869   44,167   50,847   12,636    5,956

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -2,092)
       0      158      119      419   -1,361      538   -1,084   -2,630   -1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      2.2     75.6     82.5     77.8     89.5     22.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       15       19       16       20
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      162,113
COMMITMENTS
     433   16,423    5,317  146,425  135,045  152,175  156,785    9,938    5,328

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:    -10,407)
    -155   -5,254    1,598  -12,360   -7,409  -10,917  -11,065      510      658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     10.1      3.3     90.3     83.3     93.9     96.7      6.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        3       33       28       36       32
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,013
COMMITMENTS
   4,625        0    1,751   61,889   62,974   68,265   64,725   11,748   15,288

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -6,848)
  -2,223        0      342   -4,319   -7,120   -6,200   -6,778     -648      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      2.2     77.3     78.7     85.3     80.9     14.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       16       16       18       17
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,383
COMMITMENTS
   1,452   10,814        0   62,501   54,713   63,953   65,527    3,430    1,856

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:    -16,460)
   1,049   -2,193        0  -19,496  -13,830  -18,447  -16,023    1,987     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     16.0      0.0     92.8     81.2     94.9     97.2      5.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       13       13       15       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      232,981
COMMITMENTS
  15,475    2,016    1,797  207,321  226,652  224,593  230,465    8,388    2,516

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -9,286)
    -328    1,534      -96   -9,290   -8,854   -9,714   -7,416      428   -1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.9      0.8     89.0     97.3     96.4     98.9      3.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        3        4       37       41       42       47
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      150,997
COMMITMENTS
   7,932    5,997    9,026  126,938  129,764  143,896  144,787    7,101    6,210

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -9,941)
    -737     -837     -779   -9,117   -8,452  -10,633  -10,068      692      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      4.0      6.0     84.1     85.9     95.3     95.9      4.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        6       35       31       41       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      140,688
COMMITMENTS
       0    7,497    3,156  125,807  119,401  128,963  130,054   11,725   10,634

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -9,277)
       0   -6,966    2,126  -12,143   -4,143  -10,017   -8,983      740     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.3      2.2     89.4     84.9     91.7     92.4      8.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        2       32       34       34       37
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      178,358
COMMITMENTS
  11,743   30,540   19,845  140,882  122,600  172,470  172,985    5,888    5,373

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:    -12,519)
     912   -1,425   -2,900  -11,763   -8,739  -13,751  -13,064    1,232      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     17.1     11.1     79.0     68.7     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        7       28       33       35       40
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,029
COMMITMENTS
       0        0        0   50,451   44,541   50,451   44,541    5,578   11,488

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -3,591)
       0     -496        0   -2,417   -1,929   -2,417   -2,425   -1,174   -1,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.0     79.5     90.0     79.5     10.0     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       17       14       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,804,941
COMMITMENTS
 318,018   41,013  491,550  969,013  1257449  1778581  1790012   26,360   14,929

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     22,435)
  22,328   -4,369   19,763  -22,230    4,532   19,861   19,926    2,574    2,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      2.3     27.2     53.7     69.7     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      22       16       33       95       82      130      120
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      461,737
COMMITMENTS
  77,651   19,791  111,088  269,102  326,901  457,841  457,780    3,896    3,957

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:    -42,143)
 -16,759     -780  -12,906  -11,405  -12,518  -41,070  -26,204   -1,073  -15,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      4.3     24.1     58.3     70.8     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       12       19       30       30       52       52
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       56,192
COMMITMENTS
  10,394    2,460    6,762   38,030   46,217   55,186   55,439    1,006      753

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -2,870)
    -108     -320     -560   -2,519   -2,040   -3,187   -2,920      317       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      4.4     12.0     67.7     82.2     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        4        6       40       37       48       45
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,752
COMMITMENTS
   1,152    4,391      625   22,599   19,105   24,376   24,121      376      631

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -1,232)
     -11     -293     -151     -648     -728     -810   -1,172     -422      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     17.7      2.5     91.3     77.2     98.5     97.5      1.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        2       25       20       27       25
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,301
COMMITMENTS
   2,966      600      308   12,027   14,393   15,301   15,301        0        0

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -1,130)
    -360     -160        0     -770     -970   -1,130   -1,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      3.9      2.0     78.6     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       17       18       20       21
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,672
COMMITMENTS
   1,066    2,845        0    9,952    8,827   11,018   11,672      654        0

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -225)
     -80     -260        0     -105       35     -185     -225      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     24.4      0.0     85.3     75.6     94.4    100.0      5.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0       11       11       12       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,478
COMMITMENTS
   3,160    4,640      292   20,494   19,314   23,946   24,246    1,532    1,232

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -478)
     -60      -54      -10     -288     -334     -358     -398     -120      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     18.2      1.1     80.4     75.8     94.0     95.2      6.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       21       20       25       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,530
COMMITMENTS
   4,110      140      560   24,451   29,584   29,121   30,284    1,409      246

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      3,558)
    -720      -20      -20    4,106    3,622    3,366    3,582      192      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.5      1.8     80.1     96.9     95.4     99.2      4.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       27       26       30       29
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       14,272
COMMITMENTS
     540      384    1,120   11,704   12,088   13,364   13,592      908      680

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        864)
       0      136      -12    1,268      720    1,256      844     -392       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.7      7.8     82.0     84.7     93.6     95.2      6.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       13       15       16       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,091,791
COMMITMENTS
 216,298  122,204  241,419  566,318  654,404  1024035  1018027   67,756   73,764

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     74,117)
  18,087   -1,984   36,623   19,152   41,283   73,862   75,922      255   -1,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     11.2     22.1     51.9     59.9     93.8     93.2      6.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     103       92      119       89      108      266      266
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       27,711
COMMITMENTS
  17,452   18,393      290        0      585   17,742   19,268    9,969    8,443

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      2,800)
   2,772    4,072      290        0      196    3,062    4,558     -262   -1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.0     66.4      1.0      0.0      2.1     64.0     69.5     36.0     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      14        9        2        0        1       15       11
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,339
COMMITMENTS
  11,461    3,143      805    2,593   13,770   14,859   17,718    3,480      621

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        703)
     923      165     -111      -50      648      762      702      -59        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.5     17.1      4.4     14.1     75.1     81.0     96.6     19.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      85       10        8       15       29      108       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,908
COMMITMENTS
   5,581    1,064        0    1,526    7,680    7,107    8,744    2,801    1,164

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        196)
     159      100        0     -150      -27        9       73      187      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     10.7      0.0     15.4     77.5     71.7     88.3     28.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      32        7        0        8       21       40       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      109,525
COMMITMENTS
  31,837    8,432    6,736   52,487   84,077   91,060   99,245   18,465   10,280

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:    -15,968)
   1,521    1,995   -1,671  -15,395  -15,676  -15,545  -15,352     -423     -616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      7.7      6.2     47.9     76.8     83.1     90.6     16.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      46       17       27       51       68      110       99
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       43,307
COMMITMENTS
   6,892        0    1,801   32,620   38,898   41,313   40,699    1,994    2,608

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:         22)
     -24     -106      519     -207     -693      288     -280     -266      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.0      4.2     75.3     89.8     95.4     94.0      4.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        0        5       27       30       34       35
 

Updated May 5, 2006