NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,353
COMMITMENTS
   1,080    1,180        0    3,434    3,785    4,514    4,965      839      388

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -1,004)
       0     -200        0     -974     -760     -974     -960      -30      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     22.0      0.0     64.2     70.7     84.3     92.8     15.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       14       18       15       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      185,159
COMMITMENTS
  24,296   16,464   29,712   95,460  113,606  149,468  159,783   35,691   25,376

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:       -382)
   1,773   -1,647     -271   -3,581    3,478   -2,080    1,560    1,697   -1,942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      8.9     16.0     51.6     61.4     80.7     86.3     19.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      29       27       29       58       61      107       99
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,231,518
COMMITMENTS
  90,271   90,108  581,829  479,700  517,895  1151799  1189832   79,719   41,686

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     22,938)
   1,115   -6,505   10,497   13,057   17,760   24,669   21,753   -1,731    1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      7.3     47.2     39.0     42.1     93.5     96.6      6.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      72       65       97       97       88      215      207
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,150
COMMITMENTS
     413    9,798    5,279   56,173   49,161   61,865   64,238    7,285    4,912

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -1,349)
    -950   -2,114    1,927   -2,208   -1,396   -1,231   -1,583     -118      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     14.2      7.6     81.2     71.1     89.5     92.9     10.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       19       21       21       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,768
COMMITMENTS
   3,194    3,433    4,145   40,949   41,042   48,288   48,620    7,480    7,148

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:    -11,575)
  -2,446    1,026   -1,662   -7,124  -10,905  -11,232  -11,541     -343      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      6.2      7.4     73.4     73.6     86.6     87.2     13.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       21       16       26       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      127,880
COMMITMENTS
   7,398      744      615  108,520  115,060  116,533  116,419   11,347   11,461

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -5,199)
   1,496      150     -150   -4,097   -6,861   -2,751   -6,861   -2,448    1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.6      0.5     84.9     90.0     91.1     91.0      8.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       25       25       29       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,412
COMMITMENTS
  11,984        0        0   62,562   71,130   74,546   71,130    5,866    9,282

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:        254)
       0        0        0      438      636      438      636     -184     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      0.0      0.0     77.8     88.5     92.7     88.5      7.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       22       22       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,355
COMMITMENTS
   1,044   14,553    3,270   74,571   58,588   78,885   76,411    3,470    5,944

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -5,541)
       0      737     -438   -4,903   -5,012   -5,341   -4,713     -200     -828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     17.7      4.0     90.5     71.1     95.8     92.8      4.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        2       18       16       21       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,556
COMMITMENTS
   7,939   10,336    2,110   48,935   44,772   58,984   57,218    4,572    6,338

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -4,935)
   1,080      154   -1,155   -2,768   -3,475   -2,843   -4,476   -2,092     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     16.3      3.3     77.0     70.4     92.8     90.0      7.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        3       20       21       24       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,106
COMMITMENTS
       0    7,109    2,652   88,667   83,235   91,319   92,996    9,787    8,110

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -2,437)
       0    4,162   -2,507   -3,150   -3,170   -5,657   -1,515    3,220     -922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      2.6     87.7     82.3     90.3     92.0      9.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       30       27       31       28
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,399
COMMITMENTS
   3,279    4,629      432   32,872   34,352   36,583   39,413    6,816    3,986

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -3,677)
    -658   -1,694      -63   -1,326     -788   -2,047   -2,545   -1,630   -1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     10.7      1.0     75.7     79.2     84.3     90.8     15.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       15       16       17       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,263
COMMITMENTS
   6,398        0    1,488   82,852   92,158   90,738   93,646    9,525    6,617

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -6,280)
  -1,598        0       48   -5,427   -7,036   -6,977   -6,988      697      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      1.5     82.6     91.9     90.5     93.4      9.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       26       26       27       27
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,253
COMMITMENTS
       0    5,323    6,394   65,118   61,589   71,512   73,306    7,741    5,947

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -2,159)
       0   -4,192    1,806   -6,147    1,063   -4,341   -1,323    2,182     -836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      8.1     82.2     77.7     90.2     92.5      9.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        2       27       24       29       27
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,225
COMMITMENTS
   4,119        0    2,376   40,736   47,047   47,231   49,423   11,994    9,802

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -1,458)
   4,119     -222   -1,546   -5,542   -1,091   -2,969   -2,859    1,511    1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      4.0     68.8     79.4     79.7     83.4     20.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       15       18       16       19
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      174,547
COMMITMENTS
   1,627   17,367    6,294  158,875  146,072  166,796  169,733    7,751    4,814

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -8,808)
     -90    3,074     -658   -7,478  -11,623   -8,226   -9,207     -582      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      9.9      3.6     91.0     83.7     95.6     97.2      4.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        4       36       29       40       33
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,472
COMMITMENTS
   7,342    2,114    2,817   64,036   69,097   74,195   74,028   10,277   10,444

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:       -211)
   3,788    2,114   -1,538      -59    3,611    2,191    4,187   -2,402   -4,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      2.5      3.3     75.8     81.8     87.8     87.6     12.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       22       21       24       23
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,281
COMMITMENTS
       0    8,738        0   63,561   53,523   63,561   62,261    1,720    3,020

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:    -10,180)
  -4,422   -1,800        0   -5,297   -9,452   -9,719  -11,252     -461    1,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.4      0.0     97.4     82.0     97.4     95.4      2.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       14       15       14       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      266,684
COMMITMENTS
  20,329    2,394    1,519  235,029  259,705  256,877  263,618    9,807    3,066

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -3,803)
   4,651   -1,082   -1,855   -7,654     -753   -4,858   -3,690    1,055     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.9      0.6     88.1     97.4     96.3     98.9      3.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        2        4       39       45       46       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      149,780
COMMITMENTS
  13,070    3,798    5,464  122,713  133,860  141,247  143,122    8,533    6,658

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -6,913)
     372     -956     -304   -8,656   -6,723   -8,588   -7,983    1,675    1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      2.5      3.6     81.9     89.4     94.3     95.6      5.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        4       35       32       40       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      151,388
COMMITMENTS
   7,887    1,890    3,618  130,049  132,797  141,554  138,305    9,834   13,083

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -2,655)
  -3,633      -88    1,449     -654   -6,934   -2,838   -5,573      183    2,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.2      2.4     85.9     87.7     93.5     91.4      6.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        2       36       34       38       37
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      174,006
COMMITMENTS
  14,736   34,937    9,208  144,275  121,310  168,219  165,455    5,787    8,551

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:    -14,543)
   4,230   -2,604   -3,706  -14,593   -8,132  -14,069  -14,442     -474     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     20.1      5.3     82.9     69.7     96.7     95.1      3.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        3        6       28       33       37       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,030
COMMITMENTS
       0    1,744      370   52,190   45,479   52,560   47,593    5,470   10,437

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:       -244)
       0    1,744      370     -748   -1,893     -378      221      134     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      0.6     89.9     78.4     90.6     82.0      9.4     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       19       20       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,542,686
COMMITMENTS
 536,022   64,751  726,120  1264630  1739091  2526772  2529962   15,914   12,724

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:    544,898)
 149,293    8,042  184,203  211,957  352,704  545,453  544,949     -555      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      2.5     28.6     49.7     68.4     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      26       16       37       98       80      137      121
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      506,910
COMMITMENTS
  62,296   39,686  157,917  282,775  305,861  502,988  503,464    3,922    3,446

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     18,566)
 -20,472   -3,603   29,065   10,889   -5,915   19,482   19,547     -916     -981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      7.8     31.2     55.8     60.3     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       13       20       32       31       55       54
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       74,666
COMMITMENTS
   9,662    3,489   11,741   52,573   58,918   73,976   74,148      690      518

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -2,518)
     243     -206     -770   -1,592     -687   -2,119   -1,663     -399     -855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      4.7     15.7     70.4     78.9     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        7       10       39       39       51       51
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       24,465
COMMITMENTS
   1,240    4,148      296   22,929   19,618   24,465   24,062        0      403

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -1,276)
      88     -243     -329     -865     -682   -1,106   -1,254     -170      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     17.0      1.2     93.7     80.2    100.0     98.4      0.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        1       25       25       26       30
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,132
COMMITMENTS
   3,053      598        0   11,993   14,448   15,046   15,046       86       86

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:       -959)
      87      -46     -308     -650     -605     -871     -959      -88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      4.0      0.0     79.3     95.5     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        0       17       16       20       17
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,105
COMMITMENTS
   1,020    2,255        0   12,598   11,672   13,618   13,927      487      178

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:       -229)
     -46     -464        0     -139       57     -185     -407      -44      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     16.0      0.0     89.3     82.8     96.5     98.7      3.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        0       13       11       14       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,288
COMMITMENTS
   2,980    4,706      346   20,572   18,956   23,898   24,008      390      280

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:       -898)
    -100       26      -26     -742     -864     -868     -864      -30      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     19.4      1.4     84.7     78.0     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        3       21       21       25       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,522
COMMITMENTS
   3,320      140      440   22,119   26,544   25,879   27,124    1,643      398

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -1,048)
     -50        0     -100     -856   -1,174   -1,006   -1,274      -42      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      0.5      1.6     80.4     96.4     94.0     98.6      6.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       24       26       27       28
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,582
COMMITMENTS
     460      380    1,096   11,332   11,666   12,888   13,142      694      440

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:       -932)
     -80       16      -40     -680     -788     -800     -812     -132     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.8      8.1     83.4     85.9     94.9     96.8      5.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       14       14       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,673,222
COMMITMENTS
 185,176  111,801  530,447  885,123  951,371  1600746  1593619   72,476   79,603

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     44,530)
     -14    7,759   15,485   28,842   20,562   44,313   43,806      217      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      6.7     31.7     52.9     56.9     95.7     95.2      4.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     108      111      153       91      100      287      290
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       20,111
COMMITMENTS
  11,771   11,119        0        0    1,032   11,771   12,151    8,340    7,960

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:      2,495)
   3,154    1,526       -4        0    1,032    3,150    2,554     -655      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.5     55.3      0.0      0.0      5.1     58.5     60.4     41.5     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      15       10        0        0        1       15       11
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,514
COMMITMENTS
   9,018    2,300      970    2,601   11,682   12,589   14,952    2,925      562

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -3,812)
    -955     -316     -186   -2,355   -3,166   -3,496   -3,668     -316     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.1     14.8      6.3     16.8     75.3     81.1     96.4     18.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      60        6        8       18       26       84       37
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,918
COMMITMENTS
   4,067    2,198       84    2,193    5,491    6,344    7,773    2,574    1,145

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:       -759)
    -618      320     -235      154     -976     -699     -891      -60      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6     24.6      0.9     24.6     61.6     71.1     87.2     28.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      23        5        2       13       19       37       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      118,334
COMMITMENTS
  22,205    6,534   22,377   53,782   75,865   98,364  104,776   19,970   13,558

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -2,217)
   2,677      146    1,845   -7,336   -4,225   -2,813   -2,234      597       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      5.5     18.9     45.4     64.1     83.1     88.5     16.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      51       15       30       42       59      106       92
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       46,036
COMMITMENTS
   7,657      226    3,091   32,404   39,969   43,152   43,286    2,884    2,750

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -2,973)
     721      226       17   -3,467   -3,359   -2,729   -3,116     -244      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      0.5      6.7     70.4     86.8     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        4        6       27       33       37       40
 

Updated June 9, 2006