GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,487
COMMITMENTS
       0        0       50    3,100    3,202    3,150    3,252      337      235

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:        400)
       0      -50        0      300      350      300      300      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      1.4     88.9     91.8     90.3     93.3      9.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        1       17       17       18       18
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,366
COMMITMENTS
     353      322      498    7,183    7,247    8,034    8,067      332      299

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:        165)
       0        0        0      165      115      165      115        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      3.8      6.0     85.9     86.6     96.0     96.4      4.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       28       29       32       31
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,147
COMMITMENTS
       0        0        0    2,432    2,596    2,432    2,596      715      551

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:         93)
     -30        0        0      -22      -12      -52      -12      145      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     77.3     82.5     77.3     82.5     22.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       20       19       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      215,345
COMMITMENTS
  28,038   30,120   18,384  137,078  135,463  183,500  183,967   31,845   31,378

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:        195)
  -1,409   -1,861   -4,121    4,623    4,101     -907   -1,881    1,102    2,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     14.0      8.5     63.7     62.9     85.2     85.4     14.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      26       35       27       67       67      108      117
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      895,081
COMMITMENTS
 120,285   99,040  340,145  364,298  418,947  824,728  858,132   70,353   36,949

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      1,531)
 -13,882    5,549   -2,063    8,328   -6,946   -7,617   -3,460    9,148    4,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     11.1     38.0     40.7     46.8     92.1     95.9      7.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      49       73       81       83       69      182      179
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,589
COMMITMENTS
   4,039        0    6,369   62,948   66,765   73,356   73,134   10,233   10,455

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:         24)
    -455        0      122      289     -284      -44     -162       68      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.0      7.6     75.3     79.9     87.8     87.5     12.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       20       23       22       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,887
COMMITMENTS
   1,220        0    1,746   31,565   32,650   34,531   34,396    9,356    9,491

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:       -371)
  -2,449        0      312    4,693     -933    2,556     -621   -2,927      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      4.0     71.9     74.4     78.7     78.4     21.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       18       19       20       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      129,260
COMMITMENTS
   5,068      496    1,878  117,128  117,999  124,074  120,373    5,186    8,887

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      2,542)
       0      496        0    3,274    3,319    3,274    3,815     -732   -1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.4      1.5     90.6     91.3     96.0     93.1      4.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        1       26       29       28       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,513
COMMITMENTS
  17,422        0        0   40,186   55,191   57,608   55,191   11,905   14,322

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:        580)
       0        0        0    1,375   -1,036    1,375   -1,036     -795    1,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      0.0      0.0     57.8     79.4     82.9     79.4     17.1     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       15       14       17       14
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,835
COMMITMENTS
   2,748    1,657    4,376   59,812   62,260   66,936   68,293    6,899    5,542

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      2,568)
   2,434     -278   -2,020    1,032    4,500    1,446    2,202    1,122      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      2.2      5.9     81.0     84.3     90.7     92.5      9.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       18       18       21       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,969
COMMITMENTS
   4,891        0    2,412   50,516   51,762   57,819   54,174    7,150   10,795

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:        874)
   2,207        0   -2,115      400    2,469      492      354      382      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.0      3.7     77.8     79.7     89.0     83.4     11.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       18       19       21       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,625
COMMITMENTS
   3,778    4,661    2,966   84,839   84,014   91,583   91,641    9,042    8,984

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:        459)
       0      386     -102   -1,838    4,914   -1,940    5,198    2,399   -4,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      4.6      2.9     84.3     83.5     91.0     91.1      9.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        2       28       27       31       30
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,411
COMMITMENTS
       0    4,173    2,165   64,298   63,129   66,463   69,467    9,948    6,944

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      3,112)
       0   -3,178      873    4,270    6,472    5,143    4,167   -2,031   -1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.5      2.8     84.1     82.6     87.0     90.9     13.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       21       17       22       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,441
COMMITMENTS
   5,992    3,976        0   52,558   57,851   58,550   61,827    8,891    5,614

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      1,660)
       0    2,232        0    1,480     -572    1,480    1,660      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      5.9      0.0     77.9     85.8     86.8     91.7     13.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       21       21       22       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,017
COMMITMENTS
   1,756    8,953    3,113   76,677   74,431   81,546   86,497   12,471    7,520

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      6,197)
    -124    3,446     -983   10,343    5,035    9,236    7,498   -3,039   -1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      9.5      3.3     81.6     79.2     86.7     92.0     13.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       27       23       30       26
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,436
COMMITMENTS
       0    6,159      807   44,980   49,200   45,787   56,166   15,649    5,270

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      3,506)
       0    3,611     -614    4,933      540    4,319    3,537     -813      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.0      1.3     73.2     80.1     74.5     91.4     25.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       17       16       18       18
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       24,547
COMMITMENTS
     620    1,061        0   23,307   22,990   23,927   24,051      620      496

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      4.3      0.0     94.9     93.7     97.5     98.0      2.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       14       12       15       14
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      196,056
COMMITMENTS
   4,033   11,110   22,524  153,811  155,055  180,368  188,689   15,688    7,367

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      4,270)
     824    3,863   -1,865    3,395      748    2,354    2,746    1,916    1,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      5.7     11.5     78.5     79.1     92.0     96.2      8.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        4        5       37       36       44       42
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,504
COMMITMENTS
   2,863    1,644    2,246   72,216   73,706   77,325   77,596    9,179    8,908

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      2,266)
   1,278    1,644      122      888    5,855    2,288    7,621      -22   -5,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.9      2.6     83.5     85.2     89.4     89.7     10.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        3       23       23       26       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,018
COMMITMENTS
   1,747      248        0   53,953   50,702   55,700   50,950    2,318    7,068

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.4      0.0     93.0     87.4     96.0     87.8      4.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       11       18       13       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      290,114
COMMITMENTS
  12,815    1,696    6,422  259,060  273,865  278,297  281,983   11,817    8,131

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      4,938)
   3,796     -614     -277      104    6,543    3,623    5,652    1,315     -714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.6      2.2     89.3     94.4     95.9     97.2      4.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        1        5       41       42       47       47
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      167,790
COMMITMENTS
  14,151    6,271   15,733  124,069  137,990  153,953  159,994   13,837    7,796

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:       -322)
     -90    1,382     -468      478     -874      -80       40     -242     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      3.7      9.4     73.9     82.2     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        5        3       34       31       38       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      172,713
COMMITMENTS
     909    5,916    4,523  151,530  145,476  156,962  155,915   15,751   16,798

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      2,085)
    -548    4,034   -1,172     -719   -2,231   -2,439      631    4,524    1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      3.4      2.6     87.7     84.2     90.9     90.3      9.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        3       35       32       38       36
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      229,630
COMMITMENTS
  57,378    1,700   11,932  146,873  204,967  216,183  218,599   13,447   11,031

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      5,878)
  -2,730    1,064    2,288    7,636    6,948    7,194   10,300   -1,316   -4,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      0.7      5.2     64.0     89.3     94.1     95.2      5.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7        2        5       34       37       42       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,509
COMMITMENTS
       0    2,089        0   46,970   42,399   46,970   44,488    6,539    9,021

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      1,188)
       0        0        0    1,157    1,188    1,157    1,188       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.9      0.0     87.8     79.2     87.8     83.1     12.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       24       22       24       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,077,164
COMMITMENTS
 148,448  179,179  1122190  1773512  1762477  3044150  3063846   33,014   13,318

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:     -6,059)
  13,536   -2,472   -3,076  -11,738    4,925   -1,278     -623   -4,781   -5,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      5.8     36.5     57.6     57.3     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      25       23       47      102       87      150      136
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      834,282
COMMITMENTS
 183,268   70,194  198,245  448,935  560,879  830,448  829,318    3,834    4,964

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:     39,512)
  18,762    2,014      486   20,409   37,135   39,657   39,635     -145     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      8.4     23.8     53.8     67.2     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       12       26       35       35       63       62
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       41,012
COMMITMENTS
   2,647    1,409    2,017   35,328   36,947   39,992   40,373    1,020      639

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:       -792)
  -1,280      300      -40      428     -912     -892     -652      100     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      3.4      4.9     86.1     90.1     97.5     98.4      2.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        5        5       37       37       44       43
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,115
COMMITMENTS
     778      382      758   20,539   20,660   22,075   21,800       40      315

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:         42)
       0       42        0       42        0       42       42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.7      3.4     92.9     93.4     99.8     98.6      0.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       19       21       20       24
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,728
COMMITMENTS
   1,180        0        0   16,505   17,728   17,685   17,728       43        0

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      0.0     93.1    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       15       14       17       14
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,578
COMMITMENTS
       0      730        0   13,518   12,848   13,518   13,578       60        0

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:         88)
       0        0        0       88       88       88       88        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      0.0     99.6     94.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       12       12       12       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,520
COMMITMENTS
      60    1,152      776   18,388   17,552   19,224   19,480      296       40

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:         84)
       0        0        0       36       88       36       88       48       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      5.9      4.0     94.2     89.9     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        1       20       22       22       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,634
COMMITMENTS
      60      482      164   14,350   14,698   14,574   15,344    1,060      290

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:       -144)
       0      -10        0     -142     -154     -142     -164       -2       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      3.1      1.0     91.8     94.0     93.2     98.1      6.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       15       18       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,914
COMMITMENTS
   1,740       80      300   22,499   24,632   24,539   25,012    1,375      902

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:       -912)
       0        0        0     -912     -912     -912     -912        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.3      1.2     86.8     95.1     94.7     96.5      5.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       26       23       27       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,134
COMMITMENTS
      60    1,312    1,780   23,708   22,840   25,548   25,932      586      202

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:       -262)
       0       10        0     -110     -282     -110     -272     -152       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.0      6.8     90.7     87.4     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       17       14       19       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,848
COMMITMENTS
       0      596      616   11,006   10,214   11,622   11,426      226      422

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -60      -20      -60      -20        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      5.2     92.9     86.2     98.1     96.4      1.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       13       18       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,161,945
COMMITMENTS
 157,670  138,823  230,358  713,041  714,703  1101069  1083884   60,876   78,061

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:    -60,563)
  -9,427  -15,816  -21,695  -16,398  -21,493  -47,520  -59,004  -13,043   -1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     11.9     19.8     61.4     61.5     94.8     93.3      5.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      80       93      108       84       91      235      240
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,726
COMMITMENTS
   2,438    8,852    5,265   18,635   10,668   26,338   24,785    4,388    5,941

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:     -2,416)
  -1,052      633      725   -1,002   -1,706   -1,329     -348   -1,087   -2,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9     28.8     17.1     60.6     34.7     85.7     80.7     14.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        7       11       13       12       25       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       11,185
COMMITMENTS
   4,504    2,600       48    4,238    8,120    8,790   10,768    2,395      417

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:        -11)
    -181        2      -15      146     -144      -50     -157       39      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     23.2      0.4     37.9     72.6     78.6     96.3     21.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      46        9        3       16       24       64       34
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,165
COMMITMENTS
   2,977      946      289    2,294    5,710    5,560    6,945    2,605    1,220

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:         21)
     107      -36      100        1     -149      208      -85     -187      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     11.6      3.5     28.1     69.9     68.1     85.1     31.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      22        5        5       13       22       37       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/19/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      136,276
COMMITMENTS
  25,725    9,325    3,014   89,911  112,564  118,650  124,903   17,626   11,373

CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST:      7,760)
     586   -2,417     -379    4,018   10,077    4,225    7,281    3,535      479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      6.8      2.2     66.0     82.6     87.1     91.7     12.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      39       13       15       65       75      112      100
 

Updated December 22, 2006