NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,063
COMMITMENTS
   1,080    1,190       25    4,668    4,482    5,773    5,697      290      366

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:          0)
       0     -300        0        0      243        0      -57        0       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     19.6      0.4     77.0     73.9     95.2     94.0      4.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        1       17       17       19       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      200,690
COMMITMENTS
  32,304   18,393   40,125   94,155  112,985  166,584  171,504   34,106   29,186

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     -3,458)
   3,588     -209   -4,524   -5,206     -796   -6,142   -5,529    2,683    2,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      9.2     20.0     46.9     56.3     83.0     85.5     17.0     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      34       37       39       60       59      123      108
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,028,336
COMMITMENTS
  60,135   76,415  486,751  397,616  427,320  944,502  990,486   83,835   37,851

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:    -18,822)
   5,723   -8,935  -19,341   -1,959    6,253  -15,577  -22,023   -3,245    3,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      7.4     47.3     38.7     41.6     91.8     96.3      8.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      62       60       89       93       82      206      185
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,032
COMMITMENTS
       0   11,752    2,021   56,239   43,483   58,260   57,256    4,772    5,776

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      8,960)
    -170   11,752     -340   10,266   -2,028    9,756    9,384     -796     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.6      3.2     89.2     69.0     92.4     90.8      7.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       18       18       19       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,067
COMMITMENTS
   7,562    2,500    3,974   51,665   58,098   63,201   64,572    7,866    6,495

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      4,420)
     541        0    1,448    2,129    3,375    4,118    4,823      302     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      3.5      5.6     72.7     81.8     88.9     90.9     11.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       22       19       26       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,090
COMMITMENTS
   1,984      439      920  107,075  110,076  109,979  111,435   12,111   10,655

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     -1,102)
       0        0        0   -1,222   -1,558   -1,222   -1,558      120      456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.4      0.8     87.7     90.2     90.1     91.3      9.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       26       23       28       24
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,542
COMMITMENTS
   6,420    1,658        0   55,172   60,078   61,592   61,736    7,950    7,806

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      5,587)
   3,852        0        0    2,471    6,631    6,323    6,631     -736   -1,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      2.4      0.0     79.3     86.4     88.6     88.8     11.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       18       21       19       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,865
COMMITMENTS
       0   12,089    1,203   76,811   61,942   78,014   75,234    2,851    5,631

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,893)
       0   -1,070      871    1,095    3,100    1,966    2,901      -73   -1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.9      1.5     95.0     76.6     96.5     93.0      3.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        2       20       17       22       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,651
COMMITMENTS
  10,721    9,043    3,939   47,524   50,124   62,184   63,106    7,467    6,545

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,231)
  -2,159     -708    1,864    2,860     -693    2,565      463   -1,334      768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     13.0      5.7     68.2     72.0     89.3     90.6     10.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        4       21       21       25       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,257
COMMITMENTS
       0    1,507    3,698   92,857   92,510   96,555   97,715   10,702    9,542

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:       -226)
    -374    1,507      353      635   -2,797      614     -937     -840      711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      3.4     86.6     86.3     90.0     91.1     10.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       25       27       26       28
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,563
COMMITMENTS
   3,545    1,665      591   29,826   33,626   33,962   35,882    7,601    5,681

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,295)
    -124      494     -279    1,996    1,256    1,593    1,471     -298     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      4.0      1.4     71.8     80.9     81.7     86.3     18.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14       14       16       15
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,584
COMMITMENTS
   6,286        0    1,364   75,311   85,319   82,961   86,683   10,623    6,901

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      6,256)
       0        0        0    5,652    7,712    5,652    7,712      604   -1,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      1.5     80.5     91.2     88.6     92.6     11.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       23       23       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,793
COMMITMENTS
       0    9,176    1,615   62,218   48,589   63,833   59,380    6,960   11,413

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      2,295)
       0    1,914     -483    4,757      566    4,274    1,997   -1,979      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.0      2.3     87.9     68.6     90.2     83.9      9.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       25       21       26       23
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,895
COMMITMENTS
       0    2,578    1,123   42,506   48,230   43,629   51,931   15,266    6,964

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      1.9     72.2     81.9     74.1     88.2     25.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       13       18       14       19
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,030
COMMITMENTS
     403    9,815        0   60,907   52,075   61,310   61,890    1,720    1,140

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      5,658)
     -93       31        0    4,767    4,735    4,674    4,766      984      892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     15.6      0.0     96.6     82.6     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        0       19       21       20       24
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      172,520
COMMITMENTS
     588   21,677    3,719  158,785  142,454  163,092  167,850    9,428    4,670

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      2,661)
       0      -84      320    2,628    2,970    2,948    3,206     -287     -545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     12.6      2.2     92.0     82.6     94.5     97.3      5.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        3       35       31       38       35
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,861
COMMITMENTS
   6,848        0    1,409   66,208   70,094   74,465   71,503   12,396   15,358

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      2,021)
   2,471        0   -1,399      617    3,704    1,689    2,305      332     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      1.6     76.2     80.7     85.7     82.3     14.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       17       19       19       20
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,843
COMMITMENTS
     403   13,007        0   81,997   68,543   82,400   81,550    1,443    2,293

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      2,525)
     -93     -589        0    5,101    2,803    5,008    2,214   -2,483      311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     15.5      0.0     97.8     81.8     98.3     97.3      1.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        0       22       21       23       24
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      242,267
COMMITMENTS
  15,803      482    1,893  216,611  235,506  234,307  237,881    7,960    4,386

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      6,352)
   1,837        0     -432    4,700    9,867    6,105    9,435      247   -3,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.2      0.8     89.4     97.2     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        1        4       38       40       43       45
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,938
COMMITMENTS
   8,669    6,834    9,805  136,055  138,216  154,529  154,855    6,409    6,083

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      8,209)
   2,063    3,153      577    7,446    6,512   10,086   10,242   -1,877   -2,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      4.2      6.1     84.5     85.9     96.0     96.2      4.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        6        6       35       33       41       41
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      149,965
COMMITMENTS
       0   14,463    1,030  137,950  123,544  138,980  139,037   10,985   10,928

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,055)
       0    4,409   -1,717    2,754   -1,216    1,037    1,476       18     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.6      0.7     92.0     82.4     92.7     92.7      7.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        3        2       35       36       37       39
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      190,877
COMMITMENTS
  10,831   31,965   22,745  152,645  131,339  186,221  186,049    4,656    4,828

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     -2,077)
   1,735     -898      148   -3,704       17   -1,821     -733     -256   -1,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     16.7     11.9     80.0     68.8     97.6     97.5      2.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        4        7       30       34       38       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,620
COMMITMENTS
       0      496        0   52,868   46,470   52,868   46,966    6,752   12,654

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      3,350)
       0      496        0    2,582    2,362    2,582    2,858      768      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     88.7     77.9     88.7     78.8     11.3     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       15       15       16
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,782,506
COMMITMENTS
 295,690   45,382  471,787  991,243  1252917  1758720  1770086   23,786   12,420

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     82,996)
  47,657   11,935   19,887   15,451   51,039   82,995   82,861        1      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      2.5     26.5     55.6     70.3     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      26       14       35      107       87      146      126
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      503,880
COMMITMENTS
  94,410   20,571  123,994  280,507  339,419  498,911  483,984    4,969   19,896

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     67,759)
  -9,381    7,107   23,403   53,593   21,761   67,615   52,271      144   15,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      4.1     24.6     55.7     67.4     99.0     96.1      1.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       11       20       32       31       56       53
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       81,064
COMMITMENTS
   9,091    3,169   13,317   57,915   63,837   80,322   80,323      742      741

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,526)
      22      379      596    1,480      951    2,098    1,926     -573     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      3.9     16.4     71.4     78.7     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        6       11       43       40       55       51
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,984
COMMITMENTS
   1,163    4,684      776   23,247   19,833   25,186   25,293      798      691

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,661)
       0      598        0    1,575    1,063    1,575    1,661       86        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     18.0      3.0     89.5     76.3     96.9     97.3      3.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        3       25       21       30       26
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       16,431
COMMITMENTS
   3,326      760      308   12,797   15,363   16,431   16,431        0        0

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,150)
     712     -264      308      265    1,106    1,285    1,150     -135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      4.6      1.9     77.9     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        1       18       18       21       22
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,897
COMMITMENTS
   1,146    3,105        0   10,057    8,792   11,203   11,897      694        0

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:       -166)
       0      553        0     -166     -676     -166     -123        0      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     26.1      0.0     84.5     73.9     94.2    100.0      5.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       10       11       11       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       25,956
COMMITMENTS
   3,220    4,694      302   20,782   19,648   24,304   24,644    1,652    1,312

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:        236)
    -600      -20        0      810      350      210      330       26      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     18.1      1.2     80.1     75.7     93.6     94.9      6.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       21       19       25       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,972
COMMITMENTS
   4,830      160      580   20,345   25,962   25,755   26,702    1,217      270

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,398)
     -60        0        0    1,108    1,314    1,048    1,314      350       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      0.6      2.2     75.4     96.3     95.5     99.0      4.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        3       30       28       33       32
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,667,227
COMMITMENTS
 211,199   96,777  517,639  864,359  972,666  1593197  1587082   74,031   80,145

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     46,581)
  14,854    4,125   36,423   -2,717    4,138   48,559   44,686   -1,978    1,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      5.8     31.0     51.8     58.3     95.6     95.2      4.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     123       94      155       90      102      288      293
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       24,911
COMMITMENTS
  14,680   14,321        0        0      389   14,680   14,710   10,231   10,201

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     -2,291)
  -4,596     -142     -492     -493   -1,791   -5,581   -2,425    3,290      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.9     57.5      0.0      0.0      1.6     58.9     59.1     41.1     40.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      13        7        0        0        1       13        8
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,636
COMMITMENTS
  10,538    2,978      916    2,643   13,122   14,097   17,016    3,539      620

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:       -214)
    -587      260      -98      602     -427      -83     -265     -131       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.8     16.9      5.2     15.0     74.4     79.9     96.5     20.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      85        9        7       15       32      106       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,713
COMMITMENTS
   5,422      964        0    1,676    7,707    7,098    8,671    2,615    1,042

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:        152)
     246        5        0      -53      377      193      382      -41     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.8      9.9      0.0     17.3     79.3     73.1     89.3     26.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      32        5        0       12       21       44       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      158,807
COMMITMENTS
  29,949    5,407   29,649   73,887  106,696  133,485  141,751   25,323   17,056

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:    -13,221)
   2,321     -153  -10,074   -5,312   -2,942  -13,065  -13,169     -156      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      3.4     18.7     46.5     67.2     84.1     89.3     15.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      47       22       35       64       75      129      114
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       43,285
COMMITMENTS
   6,916      106    1,282   32,827   39,591   41,025   40,979    2,260    2,306

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:        392)
     286       27       -8      621      822      899      841     -507     -449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      0.2      3.0     75.8     91.5     94.8     94.7      5.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        1        3       31       30       37       33
 

Updated April 28, 2006