GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     3,989:       100         50          0      3,652      3,889      3,752      3,939:       237         50
Old  :     3,989:       100         50          0      3,652      3,889      3,752      3,939:       237         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :      -525:         0          0          0       -525       -550       -525       -550:         0         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        1.3        0.0       91.6       97.5       94.1       98.7:       5.9        1.3
Old  :     100.0:       2.5        1.3        0.0       91.6       97.5       94.1       98.7:       5.9        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          0         18         16         19         17:
Old  :        24:         1          1          0         18         16         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       59.2       74.1       84.3       35.5       37.0       43.9       49.3
Old  :                 52.8       59.2       74.1       84.3       35.5       37.0       43.9       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     8,618:       353        100        475      7,407      7,725      8,235      8,300:       383        318
Old  :     8,618:       353        100        475      7,407      7,725      8,235      8,300:       383        318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       -30:        45          0          0        -75        -10        -30        -10:         0        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        1.2        5.5       85.9       89.6       95.6       96.3:       4.4        3.7
Old  :     100.0:       4.1        1.2        5.5       85.9       89.6       95.6       96.3:       4.4        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         2          1          2         25         27         29         29:
Old  :        37:         2          1          2         25         27         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       35.6       65.3       54.4       36.4       28.9       49.1       41.8
Old  :                 44.1       35.6       65.3       54.4       36.4       28.9       49.1       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     3,038:         0          0          0      2,295      2,219      2,295      2,219:       743        819
Old  :     3,038:         0          0          0      2,295      2,219      2,295      2,219:       743        819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       240:         0          0          0        175        185        175        185:        65         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       75.5       73.0       75.5       73.0:      24.5       27.0
Old  :     100.0:       0.0        0.0        0.0       75.5       73.0       75.5       73.0:      24.5       27.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         19         20         19         20:
Old  :        23:         0          0          0         19         20         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       39.8       59.6       57.6       29.5       27.5       41.9       40.4
Old  :                 38.3       39.8       59.6       57.6       29.5       27.5       41.9       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   253,702:    22,272     28,966     42,348    154,207    148,030    218,827    219,343:    34,875     34,359
Old  :   253,702:    22,272     28,966     42,348    154,207    148,030    218,827    219,343:    34,875     34,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :   -12,090:      -390       -310     -9,920     -1,097       -949    -11,407    -11,178:      -683       -912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       11.4       16.7       60.8       58.3       86.3       86.5:      13.7       13.5
Old  :     100.0:       8.8       11.4       16.7       60.8       58.3       86.3       86.5:      13.7       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        27         43         43         69         72        125        135:
Old  :       153:        27         43         43         69         72        125        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       22.8       40.8       32.3       15.9        9.5       23.1       14.6
Old  :                 28.7       22.8       40.8       32.3       15.9        9.5       23.1       14.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  : 1,297,098:   115,506     87,757    582,626    537,968    585,905  1,236,101  1,256,289:    60,997     40,809
Old  : 1,297,098:   115,506     87,757    582,626    537,968    585,905  1,236,101  1,256,289:    60,997     40,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :   -68,200:       396     -3,256    -33,258    -31,094    -31,230    -63,957    -67,745:    -4,243       -455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        6.8       44.9       41.5       45.2       95.3       96.9:       4.7        3.1
Old  :     100.0:       8.9        6.8       44.9       41.5       45.2       95.3       96.9:       4.7        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        64         63         92         84         80        198        190:
Old  :       219:        64         63         92         84         80        198        190:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       30.9       48.0       47.6        8.1        6.7       10.5       10.2
Old  :                 34.7       30.9       48.0       47.6        8.1        6.7       10.5       10.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    89,366:     5,712          0      6,405     67,647     73,339     79,764     79,744:     9,602      9,622
Old  :    89,366:     5,712          0      6,405     67,647     73,339     79,764     79,744:     9,602      9,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :      -130:      -360          0        112        180       -242        -68       -130:       -62          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        0.0        7.2       75.7       82.1       89.3       89.2:      10.7       10.8
Old  :     100.0:       6.4        0.0        7.2       75.7       82.1       89.3       89.2:      10.7       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          0          2         19         25         21         27:
Old  :        29:         2          0          2         19         25         21         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       37.0       67.9       60.2       34.9       33.8       47.5       46.1
Old  :                 46.8       37.0       67.9       60.2       34.9       33.8       47.5       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    44,588:     7,640          0        544     23,929     34,165     32,113     34,709:    12,475      9,879
Old  :    44,588:     7,640          0        544     23,929     34,165     32,113     34,709:    12,475      9,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :        54:      -590          0         30        338        -85       -222        -55:       276        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        0.0        1.2       53.7       76.6       72.0       77.8:      28.0       22.2
Old  :     100.0:      17.1        0.0        1.2       53.7       76.6       72.0       77.8:      28.0       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          0          1         20         19         22         20:
Old  :        26:         2          0          1         20         19         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       40.7       53.0       60.3       35.7       36.2       45.6       47.3
Old  :                 38.6       40.7       53.0       60.3       35.7       36.2       45.6       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   133,699:     8,148     12,709      2,190    115,514    109,501    125,852    124,400:     7,847      9,299
Old  :   133,699:     8,148     12,709      2,190    115,514    109,501    125,852    124,400:     7,847      9,299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     3,125:         0          0          0      3,125      2,405      3,125      2,405:         0        720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        9.5        1.6       86.4       81.9       94.1       93.0:       5.9        7.0
Old  :     100.0:       6.1        9.5        1.6       86.4       81.9       94.1       93.0:       5.9        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3          1          2         26         30         29         33:
Old  :        41:         3          1          2         26         30         29         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       57.0       70.2       71.9       51.9       55.1       68.3       70.1
Old  :                 52.7       57.0       70.2       71.9       51.9       55.1       68.3       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    69,494:    17,422     23,433          0     39,117     32,933     56,539     56,366:    12,955     13,128
Old  :    69,494:    17,422     23,433          0     39,117     32,933     56,539     56,366:    12,955     13,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       374:         0          0          0       -365         26       -365         26:       739        348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       33.7        0.0       56.3       47.4       81.4       81.1:      18.6       18.9
Old  :     100.0:      25.1       33.7        0.0       56.3       47.4       81.4       81.1:      18.6       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          0         15         14         17         15:
Old  :        22:         2          1          0         15         14         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       60.5       65.9       72.9       46.5       58.7       63.6       68.9
Old  :                 48.5       60.5       65.9       72.9       46.5       58.7       63.6       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    73,097:         0      4,442      5,770     63,726     58,400     69,496     68,612:     3,601      4,485
Old  :    73,097:         0      4,442      5,770     63,726     58,400     69,496     68,612:     3,601      4,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       256:         0        454       -690      1,126        740        436        504:      -180       -248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.1        7.9       87.2       79.9       95.1       93.9:       4.9        6.1
Old  :     100.0:       0.0        6.1        7.9       87.2       79.9       95.1       93.9:       4.9        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          3          3         20         20         23         23:
Old  :        27:         0          3          3         20         20         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       42.6       76.3       65.6       48.9       36.9       58.5       52.1
Old  :                 59.5       42.6       76.3       65.6       48.9       36.9       58.5       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    66,544:     4,431        174      5,346     51,331     51,580     61,108     57,100:     5,436      9,444
Old  :    66,544:     4,431        174      5,346     51,331     51,580     61,108     57,100:     5,436      9,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       548:       476         25       -445        250        844        281        424:       267        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        0.3        8.0       77.1       77.5       91.8       85.8:       8.2       14.2
Old  :     100.0:       6.7        0.3        8.0       77.1       77.5       91.8       85.8:       8.2       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          2          4         19         20         24         24:
Old  :        28:         3          2          4         19         20         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       37.1       77.6       59.9       56.1       34.7       62.9       48.7
Old  :                 65.5       37.1       77.6       59.9       56.1       34.7       62.9       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   106,100:     5,779      4,767      4,667     87,858     84,964     98,304     94,398:     7,796     11,702
Old  :   106,100:     5,779      4,767      4,667     87,858     84,964     98,304     94,398:     7,796     11,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     3,931:      -453        361        275      3,621      2,013      3,443      2,649:       488      1,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        4.5        4.4       82.8       80.1       92.7       89.0:       7.3       11.0
Old  :     100.0:       5.4        4.5        4.4       82.8       80.1       92.7       89.0:       7.3       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          1          4         27         24         31         28:
Old  :        38:         3          1          4         27         24         31         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       35.1       52.4       55.3       24.9       27.1       36.6       40.3
Old  :                 36.4       35.1       52.4       55.3       24.9       27.1       36.6       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                  Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    71,386:         0      5,731      1,555     57,902     54,784     59,457     62,070:    11,929      9,316
Old  :    71,386:         0      5,731      1,555     57,902     54,784     59,457     62,070:    11,929      9,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       453:         0       -955        186        286      1,610        472        841:       -19       -388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.0        2.2       81.1       76.7       83.3       86.9:      16.7       13.1
Old  :     100.0:       0.0        8.0        2.2       81.1       76.7       83.3       86.9:      16.7       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          1          1         18         17         19         18:
Old  :        24:         0          1          1         18         17         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       55.2       67.5       75.2       39.8       50.8       60.4       69.1
Old  :                 44.3       55.2       67.5       75.2       39.8       50.8       60.4       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    66,504:    13,203        242      1,786     42,869     58,754     57,858     60,782:     8,646      5,722
Old  :    66,504:    13,203        242      1,786     42,869     58,754     57,858     60,782:     8,646      5,722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :      -310:       124          0          0       -310       -248       -186       -248:      -124        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        0.4        2.7       64.5       88.3       87.0       91.4:      13.0        8.6
Old  :     100.0:      19.9        0.4        2.7       64.5       88.3       87.0       91.4:      13.0        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          1          2         21         23         24         25:
Old  :        30:         2          1          2         21         23         24         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       47.0       62.2       66.4       40.6       45.2       53.5       60.1
Old  :                 46.4       47.0       62.2       66.4       40.6       45.2       53.5       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    87,543:     2,072     11,402      2,539     68,153     65,416     72,764     79,357:    14,779      8,186
Old  :    87,543:     2,072     11,402      2,539     68,153     65,416     72,764     79,357:    14,779      8,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     3,314:     1,848      1,980       -836      2,630      1,755      3,642      2,899:      -328        415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       13.0        2.9       77.9       74.7       83.1       90.6:      16.9        9.4
Old  :     100.0:       2.4       13.0        2.9       77.9       74.7       83.1       90.6:      16.9        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          3          1         23         21         26         24:
Old  :        33:         2          3          1         23         21         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       39.1       52.7       60.3       23.8       28.8       37.0       42.0
Old  :                 32.0       39.1       52.7       60.3       23.8       28.8       37.0       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    63,306:     2,137      1,977      1,984     39,876     54,597     43,997     58,558:    19,309      4,748
Old  :    63,306:     2,137      1,977      1,984     39,876     54,597     43,997     58,558:    19,309      4,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       265:     2,137        594       -370        943        988      2,710      1,212:    -2,445       -947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        3.1        3.1       63.0       86.2       69.5       92.5:      30.5        7.5
Old  :     100.0:       3.4        3.1        3.1       63.0       86.2       69.5       92.5:      30.5        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          2          1         18         21         20         23:
Old  :        28:         1          2          1         18         21         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       39.8       53.3       67.0       33.6       38.5       48.7       64.8
Old  :                 37.2       39.8       53.3       67.0       33.6       38.5       48.7       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    42,806:       868      2,344          0     39,885     37,184     40,753     39,528:     2,053      3,278
Old  :    42,806:       868      2,344          0     39,885     37,184     40,753     39,528:     2,053      3,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        5.5        0.0       93.2       86.9       95.2       92.3:       4.8        7.7
Old  :     100.0:       2.0        5.5        0.0       93.2       86.9       95.2       92.3:       4.8        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          3          0         16         13         18         16:
Old  :        29:         2          3          0         16         13         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.4       74.1       87.6       87.2       52.6       41.2       56.8       52.7
Old  :                 79.4       74.1       87.6       87.2       52.6       41.2       56.8       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   195,927:     5,028     16,969     30,251    144,832    141,112    180,111    188,332:    15,816      7,595
Old  :   195,927:     5,028     16,969     30,251    144,832    141,112    180,111    188,332:    15,816      7,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     1,688:      -897        236         14      3,058      1,374      2,175      1,624:      -487         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        8.7       15.4       73.9       72.0       91.9       96.1:       8.1        3.9
Old  :     100.0:       2.6        8.7       15.4       73.9       72.0       91.9       96.1:       8.1        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3          4          6         38         32         44         39:
Old  :        47:         3          4          6         38         32         44         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       33.6       52.0       50.6       26.7       20.7       36.3       32.7
Old  :                 34.3       33.6       52.0       50.6       26.7       20.7       36.3       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    89,887:     3,864      1,713      3,816     73,024     70,751     80,704     76,280:     9,183     13,607
Old  :    89,887:     3,864      1,713      3,816     73,024     70,751     80,704     76,280:     9,183     13,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     1,333:     1,567       -456       -120        311      1,816      1,758      1,240:      -425         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        1.9        4.2       81.2       78.7       89.8       84.9:      10.2       15.1
Old  :     100.0:       4.3        1.9        4.2       81.2       78.7       89.8       84.9:      10.2       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          1          3         25         20         28         23:
Old  :        32:         2          1          3         25         20         28         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       48.2       61.6       66.3       37.4       47.1       54.3       59.6
Old  :                 42.5       48.2       61.6       66.3       37.4       47.1       54.3       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    65,173:       868      1,736          0     62,159     55,048     63,027     56,784:     2,146      8,389
Old  :    65,173:       868      1,736          0     62,159     55,048     63,027     56,784:     2,146      8,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     3,882:    -1,674      1,116          0      6,408      1,347      4,734      2,463:      -852      1,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        2.7        0.0       95.4       84.5       96.7       87.1:       3.3       12.9
Old  :     100.0:       1.3        2.7        0.0       95.4       84.5       96.7       87.1:       3.3       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          3          0         17         20         19         23:
Old  :        34:         2          3          0         17         20         19         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.5       45.3       87.4       68.0       59.1       36.5       66.7       50.7
Old  :                 77.5       45.3       87.4       68.0       59.1       36.5       66.7       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   289,744:     9,472     10,966      7,658    261,236    263,927    278,366    282,551:    11,378      7,193
Old  :   289,744:     9,472     10,966      7,658    261,236    263,927    278,366    282,551:    11,378      7,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       635:     2,290        339       -353     -1,264        458        673        444:       -38        191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        3.8        2.6       90.2       91.1       96.1       97.5:       3.9        2.5
Old  :     100.0:       3.3        3.8        2.6       90.2       91.1       96.1       97.5:       3.9        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         5          2          7         43         44         50         51:
Old  :        59:         5          2          7         43         44         50         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       46.2       52.8       62.2       32.1       43.4       46.7       57.7
Old  :                 36.1       46.2       52.8       62.2       32.1       43.4       46.7       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   181,241:    19,269      4,634     17,212    132,947    154,297    169,428    176,143:    11,813      5,098
Old  :   181,241:    19,269      4,634     17,212    132,947    154,297    169,428    176,143:    11,813      5,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       799:    -4,383     -2,279      2,779      1,490        523       -114      1,023:       913       -224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        2.6        9.5       73.4       85.1       93.5       97.2:       6.5        2.8
Old  :     100.0:      10.6        2.6        9.5       73.4       85.1       93.5       97.2:       6.5        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         2          4          4         36         34         41         39:
Old  :        46:         2          4          4         36         34         41         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       48.5       50.0       62.7       26.7       43.6       38.1       50.0
Old  :                 32.3       48.5       50.0       62.7       26.7       43.6       38.1       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   178,855:     2,722      3,072      6,796    153,978    152,338    163,496    162,206:    15,359     16,649
Old  :   178,855:     2,722      3,072      6,796    153,978    152,338    163,496    162,206:    15,359     16,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :      -209:    -1,384     -2,081      1,596        -33        633        179        148:      -388       -357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        1.7        3.8       86.1       85.2       91.4       90.7:       8.6        9.3
Old  :     100.0:       1.5        1.7        3.8       86.1       85.2       91.4       90.7:       8.6        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         2          3          3         36         37         40         41:
Old  :        49:         2          3          3         36         37         40         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       45.3       52.1       62.7       31.1       44.4       49.8       59.4
Old  :                 32.4       45.3       52.1       62.7       31.1       44.4       49.8       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    44,196:         0      3,388      2,402     32,327     20,938     34,729     26,728:     9,467     17,468
Old  :    44,196:         0      3,388      2,402     32,327     20,938     34,729     26,728:     9,467     17,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :      -508:         0       -763          0     -1,064       -275     -1,064     -1,038:       556        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.7        5.4       73.1       47.4       78.6       60.5:      21.4       39.5
Old  :     100.0:       0.0        7.7        5.4       73.1       47.4       78.6       60.5:      21.4       39.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          3          2         14         13         16         16:
Old  :        20:         0          3          2         14         13         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       28.6       63.3       47.4       38.6       20.0       51.1       30.8
Old  :                 40.4       28.6       63.3       47.4       38.6       20.0       51.1       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   212,953:    54,470     13,879     13,146    130,127    170,054    197,743    197,079:    15,210     15,874
Old  :   212,953:    54,470     13,879     13,146    130,127    170,054    197,743    197,079:    15,210     15,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     6,308:     2,774         70      1,442        428      4,305      4,644      5,817:     1,664        491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        6.5        6.2       61.1       79.9       92.9       92.5:       7.1        7.5
Old  :     100.0:      25.6        6.5        6.2       61.1       79.9       92.9       92.5:       7.1        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6          3          4         33         34         41         39:
Old  :        46:         6          3          4         33         34         41         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       41.9       51.8       59.7       29.7       35.5       42.3       46.1
Old  :                 34.8       41.9       51.8       59.7       29.7       35.5       42.3       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    57,418:         0      4,611      2,290     50,751     41,627     53,041     48,528:     4,377      8,890
Old  :    57,418:         0      4,611      2,290     50,751     41,627     53,041     48,528:     4,377      8,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       510:         0          0          0        -98        324        -98        324:       608        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.0        4.0       88.4       72.5       92.4       84.5:       7.6       15.5
Old  :     100.0:       0.0        8.0        4.0       88.4       72.5       92.4       84.5:       7.6       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          3          2         23         20         25         23:
Old  :        32:         0          3          2         23         20         25         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       29.7       64.8       49.8       41.0       23.6       57.8       38.8
Old  :                 43.4       29.7       64.8       49.8       41.0       23.6       57.8       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 3,182,537:   155,472    189,003  1,143,660  1,852,798  1,827,365  3,151,930  3,160,028:    30,607     22,509
Old  : 3,182,537:   155,472    189,003  1,143,660  1,852,798  1,827,365  3,151,930  3,160,028:    30,607     22,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :      -616:    -6,565     42,725    -30,112     33,490    -18,675     -3,187     -6,062:     2,571      5,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        5.9       35.9       58.2       57.4       99.0       99.3:       1.0        0.7
Old  :     100.0:       4.9        5.9       35.9       58.2       57.4       99.0       99.3:       1.0        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        28         25         47        114         94        166        144:
Old  :       173:        28         25         47        114         94        166        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       43.5       49.3       56.7        8.3       15.4       12.6       18.8
Old  :                 36.4       43.5       49.3       56.7        8.3       15.4       12.6       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   743,196:   133,809     48,342    205,350    400,433    484,381    739,592    738,073:     3,604      5,123
Old  :   743,196:   133,809     48,342    205,350    400,433    484,381    739,592    738,073:     3,604      5,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :   -65,586:   -43,067    -17,754     -8,577    -14,446    -38,968    -66,090    -65,299:       504       -287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        6.5       27.6       53.9       65.2       99.5       99.3:       0.5        0.7
Old  :     100.0:      18.0        6.5       27.6       53.9       65.2       99.5       99.3:       0.5        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        18         10         20         34         34         59         57:
Old  :        63:        18         10         20         34         34         59         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       43.6       70.1       65.8       17.3       21.1       25.1       28.3
Old  :                 51.0       43.6       70.1       65.8       17.3       21.1       25.1       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    80,829:     6,241      1,483      5,588     68,305     73,075     80,134     80,147:       694        682
Old  :    80,829:     6,241      1,483      5,588     68,305     73,075     80,134     80,147:       694        682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       916:      -107       -111         88        917        913        898        891:        17         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        1.8        6.9       84.5       90.4       99.1       99.2:       0.9        0.8
Old  :     100.0:       7.7        1.8        6.9       84.5       90.4       99.1       99.2:       0.9        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         6          7          9         39         36         51         46:
Old  :        56:         6          7          9         39         36         51         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       43.5       67.9       66.1       21.2       22.2       25.8       31.2
Old  :                 44.1       43.5       67.9       66.1       21.2       22.2       25.8       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :    23,816:       774        655        926     22,034     21,857     23,734     23,438:        82        378
Old  :    23,816:       774        655        926     22,034     21,857     23,734     23,438:        82        378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :        88:         0          0          0         88         88         88         88:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        2.8        3.9       92.5       91.8       99.7       98.4:       0.3        1.6
Old  :     100.0:       3.2        2.8        3.9       92.5       91.8       99.7       98.4:       0.3        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          2          1         18         20         20         23:
Old  :        33:         2          2          1         18         20         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.1       69.2       84.8       84.4       44.9       53.4       56.2       60.8
Old  :                 66.1       69.2       84.8       84.4       44.9       53.4       56.2       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :    18,463:     1,348          0          0     17,072     18,463     18,420     18,463:        43          0
Old  :    18,463:     1,348          0          0     17,072     18,463     18,420     18,463:        43          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        0.0        0.0       92.5      100.0       99.8      100.0:       0.2        0.0
Old  :     100.0:       7.3        0.0        0.0       92.5      100.0       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          0          0         16         14         18         14:
Old  :        24:         2          0          0         16         14         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.9       78.6       90.3       94.8       48.4       53.2       58.7       60.6
Old  :                 76.9       78.6       90.3       94.8       48.4       53.2       58.7       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :    13,542:         0        961          0     13,419     12,581     13,419     13,542:       123          0
Old  :    13,542:         0        961          0     13,419     12,581     13,419     13,542:       123          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       128:         0          0          0        128        128        128        128:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.1        0.0       99.1       92.9       99.1      100.0:       0.9        0.0
Old  :     100.0:       0.0        7.1        0.0       99.1       92.9       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          3          0         12         11         12         14:
Old  :        20:         0          3          0         12         11         12         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.7       76.6       97.3       93.8       71.9       69.4       81.0       80.6
Old  :                 84.7       76.6       97.3       93.8       71.9       69.4       81.0       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    20,464:       120      1,196        832     19,260     18,368     20,212     20,396:       252         68
Old  :    20,464:       120      1,196        832     19,260     18,368     20,212     20,396:       252         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :         0:         0          0          0        -10          0        -10          0:        10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        5.8        4.1       94.1       89.8       98.8       99.7:       1.2        0.3
Old  :     100.0:       0.6        5.8        4.1       94.1       89.8       98.8       99.7:       1.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          3          1         19         21         21         24:
Old  :        29:         1          3          1         19         21         21         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       50.0       81.1       73.5       46.4       40.2       59.5       53.6
Old  :                 63.5       50.0       81.1       73.5       46.4       40.2       59.5       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    14,756:     1,450          0        130     12,582     13,838     14,162     13,968:       594        788
Old  :    14,756:     1,450          0        130     12,582     13,838     14,162     13,968:       594        788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        0.0        0.9       85.3       93.8       96.0       94.7:       4.0        5.3
Old  :     100.0:       9.8        0.0        0.9       85.3       93.8       96.0       94.7:       4.0        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          2         16         13         18         15:
Old  :        21:         2          0          2         16         13         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       85.7       72.3       91.9       49.1       78.8       66.1       79.8
Old  :                 51.5       85.7       72.3       91.9       49.1       78.8       66.1       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    27,360:     2,330        906        300     23,308     25,162     25,938     26,368:     1,422        992
Old  :    27,360:     2,330        906        300     23,308     25,162     25,938     26,368:     1,422        992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       -38:         0          0          0        -38        -38        -38        -38:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        3.3        1.1       85.2       92.0       94.8       96.4:       5.2        3.6
Old  :     100.0:       8.5        3.3        1.1       85.2       92.0       94.8       96.4:       5.2        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         1          1          1         24         21         25         23:
Old  :        30:         1          1          1         24         21         25         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       48.9       63.4       74.1       28.3       41.0       42.9       55.2
Old  :                 41.1       48.9       63.4       74.1       28.3       41.0       42.9       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    27,126:       680        982      1,880     23,828     24,092     26,388     26,954:       738        172
Old  :    27,126:       680        982      1,880     23,828     24,092     26,388     26,954:       738        172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :        -2:         0         14          0        -50        -64        -50        -50:        48         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        3.6        6.9       87.8       88.8       97.3       99.4:       2.7        0.6
Old  :     100.0:       2.5        3.6        6.9       87.8       88.8       97.3       99.4:       2.7        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          1         17         15         20         17:
Old  :        25:         2          2          1         17         15         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       59.7       80.6       83.8       39.5       48.5       51.3       58.3
Old  :                 60.6       59.7       80.6       83.8       39.5       48.5       51.3       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    13,408:         0        580        632     12,100     11,754     12,732     12,966:       676        442
Old  :    13,408:         0        580        632     12,100     11,754     12,732     12,966:       676        442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :        10:         0          0          0          2         -8          2         -8:         8         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.3        4.7       90.2       87.7       95.0       96.7:       5.0        3.3
Old  :     100.0:       0.0        4.3        4.7       90.2       87.7       95.0       96.7:       5.0        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          1         15         15         16         16:
Old  :        20:         0          1          1         15         15         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       56.4       82.5       80.3       60.2       49.6       64.3       63.8
Old  :                 65.7       56.4       82.5       80.3       60.2       49.6       64.3       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 1,887,299:   184,356    135,734    560,981  1,076,714  1,114,894  1,822,051  1,811,609:    65,249     75,691
Old  : 1,887,299:   184,356    135,734    560,981  1,076,714  1,114,894  1,822,051  1,811,609:    65,249     75,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    33,287:     6,466       -856     17,096     15,492     14,680     39,053     30,920:    -5,766      2,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        7.2       29.7       57.1       59.1       96.5       96.0:       3.5        4.0
Old  :     100.0:       9.8        7.2       29.7       57.1       59.1       96.5       96.0:       3.5        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:       112        118        149         92         99        287        300:
Old  :       354:       112        118        149         92         99        287        300:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       21.4       31.1       31.1        6.8        4.9       10.5        7.4
Old  :                 20.9       21.4       31.1       31.1        6.8        4.9       10.5        7.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    26,884:     3,511      7,060      2,684     13,791      8,861     19,986     18,605:     6,898      8,279
Old  :    26,884:     3,511      7,060      2,684     13,791      8,861     19,986     18,605:     6,898      8,279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :        39:      -207          7         -5         14        -99       -198        -97:       237        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       26.3       10.0       51.3       33.0       74.3       69.2:      25.7       30.8
Old  :     100.0:      13.1       26.3       10.0       51.3       33.0       74.3       69.2:      25.7       30.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          2          7         12         10         20         17:
Old  :        20:         6          2          7         12         10         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       40.3       52.6       56.1       25.9       34.6       38.2       39.1
Old  :                 33.5       40.3       52.6       56.1       25.9       34.6       38.2       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    11,506:     4,717      2,226        399      3,996      8,361      9,112     10,986:     2,394        520
Old  :    11,506:     4,717      2,226        399      3,996      8,361      9,112     10,986:     2,394        520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    -1,126:      -420         36       -655       -373       -492     -1,448     -1,111:       322        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0       19.3        3.5       34.7       72.7       79.2       95.5:      20.8        4.5
Old  :     100.0:      41.0       19.3        3.5       34.7       72.7       79.2       95.5:      20.8        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        51          7          3         20         23         74         32:
Old  :        97:        51          7          3         20         23         74         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       39.4       42.6       62.9       33.8       36.3       41.6       59.4
Old  :                 33.8       39.4       42.6       62.9       33.8       36.3       41.6       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :     8,099:     3,315        891        125      1,922      6,148      5,362      7,164:     2,737        935
Old  :     8,099:     3,315        891        125      1,922      6,148      5,362      7,164:     2,737        935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       519:      -327         87        125        158        517        -44        729:       563       -210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       11.0        1.5       23.7       75.9       66.2       88.5:      33.8       11.5
Old  :     100.0:      40.9       11.0        1.5       23.7       75.9       66.2       88.5:      33.8       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        19          5          2         11         20         32         26:
Old  :        52:        19          5          2         11         20         32         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       35.4       35.5       55.3       21.4       35.4       35.5       55.3
Old  :                 21.4       35.4       35.5       55.3       21.4       35.4       35.5       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,053:       791        274        236      4,248      4,667      5,275      5,178:     1,778      1,875
Old  :     7,053:       791        274        236      4,248      4,667      5,275      5,178:     1,778      1,875
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    -3,476:       155       -250       -955     -1,452     -1,279     -2,253     -2,484:    -1,223       -992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        3.9        3.4       60.2       66.2       74.8       73.4:      25.2       26.6
Old  :     100.0:      11.2        3.9        3.4       60.2       66.2       74.8       73.4:      25.2       26.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          2         11         12         14         15:
Old  :        20:         2          2          2         11         12         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       38.4       64.0       56.3       35.9       37.2       55.5       52.3
Old  :                 39.4       38.4       64.0       56.3       35.9       37.2       55.5       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   128,887:    18,827      9,809      6,415     91,047    101,638    116,289    117,862:    12,598     11,025
Old  :   128,887:    18,827      9,809      6,415     91,047    101,638    116,289    117,862:    12,598     11,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    -2,400:       260      1,041       -169     -2,148     -1,330     -2,057       -458:      -342     -1,941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        7.6        5.0       70.6       78.9       90.2       91.4:       9.8        8.6
Old  :     100.0:      14.6        7.6        5.0       70.6       78.9       90.2       91.4:       9.8        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        29         21         17         68         76        109        103:
Old  :       135:        29         21         17         68         76        109        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       17.3       40.3       30.0       23.4       15.1       31.8       24.7
Old  :                 27.8       17.3       40.3       30.0       23.4       15.1       31.8       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 1, 2006