NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,009
COMMITMENTS
   1,305    1,480        0    4,203    3,933    5,508    5,413      501      596

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:       -625)
       0        0        0     -550     -446     -550     -446      -75     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     24.6      0.0     69.9     65.5     91.7     90.1      8.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        0       17       18       20       20
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      214,917
COMMITMENTS
  20,324   14,779   38,566  123,235  129,576  182,125  182,921   32,792   31,996

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      1,323)
     136      420    1,694   -1,758   -2,765       72     -651    1,251    1,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      6.9     17.9     57.3     60.3     84.7     85.1     15.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      28       33       42       63       73      118      127
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,387,889
COMMITMENTS
 118,736   83,616  638,891  534,330  608,267  1291958  1330774   95,931   57,115

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     10,795)
  -1,900   10,454   60,091  -70,380  -82,029  -12,189  -11,484   22,984   22,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      6.0     46.0     38.5     43.8     93.1     95.9      6.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      64       72      101       98       88      220      208
 
 
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                    Code-023655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       17,117
COMMITMENTS
   5,697   12,212    1,159    2,166      418    9,022   13,789    8,095    3,328

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:        208)
     -11    1,572     -658   -1,266     -390   -1,935      524    2,143     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3     71.3      6.8     12.7      2.4     52.7     80.6     47.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12       10        8        4        3       19       18
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,299
COMMITMENTS
   1,863    4,044    9,220   58,464   54,682   69,547   67,946    5,752    7,353

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -4,225)
   1,863     -147   -1,441   -4,508   -3,268   -4,086   -4,856     -139      631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      5.4     12.2     77.6     72.6     92.4     90.2      7.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       21       23       23       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,029
COMMITMENTS
   8,811      656    1,374   22,394   32,034   32,579   34,064    9,450    7,965

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -7,929)
     391   -1,693     -517  -10,070   -7,272  -10,196   -9,482    2,267    1,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      1.6      3.3     53.3     76.2     77.5     81.0     22.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       15       15       18       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      113,305
COMMITMENTS
   7,862        0    1,824   96,248  101,458  105,934  103,282    7,371   10,023

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -9,000)
  -1,134        0        0   -5,639   -8,400   -6,773   -8,400   -2,227     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.0      1.6     84.9     89.5     93.5     91.2      6.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       26       28       28       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,662
COMMITMENTS
  11,984        0        0   52,294   61,297   64,278   61,297    8,384   11,365

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -7,525)
       0        0        0   -8,494   -7,830   -8,494   -7,830      969      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      0.0      0.0     72.0     84.4     88.5     84.4     11.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       23       19       24       19
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,130
COMMITMENTS
     798    5,462    7,552   61,233   57,010   69,583   70,024    3,547    3,106

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -6,294)
     374   -3,049     -168   -5,486   -1,751   -5,280   -4,968   -1,014   -1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      7.5     10.3     83.7     78.0     95.1     95.8      4.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       22       18       24       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,803
COMMITMENTS
   1,644    3,108    5,661   46,650   38,320   53,955   47,089    2,848    9,714

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -8,632)
      60   -2,276     -274   -7,760   -7,202   -7,974   -9,752     -658    1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      5.5     10.0     82.1     67.5     95.0     82.9      5.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       19       18       22       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,182
COMMITMENTS
       0    7,366    7,722   96,580   89,411  104,302  104,499    9,880    9,683

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -7,147)
       0   -2,896    1,346   -9,689   -5,447   -8,343   -6,997    1,196     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      6.8     84.6     78.3     91.3     91.5      8.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        2       34       27       36       29
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,345
COMMITMENTS
       0    6,778      474   25,454   23,378   25,928   30,630    8,417    3,715

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -5,382)
    -271      739   -1,661   -3,941   -5,347   -5,873   -6,269      491      887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.7      1.4     74.1     68.1     75.5     89.2     24.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       14       16       15       18
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,282
COMMITMENTS
     169    6,351    3,181   58,565   52,336   61,915   61,868    9,367    9,414

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -3,275)
     110   -2,051      134   -2,854   -1,649   -2,610   -3,566     -665      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      8.9      4.5     82.2     73.4     86.9     86.8     13.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       17       15       19       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,369
COMMITMENTS
   6,059      496    3,132   36,142   39,118   45,333   42,746    4,036    6,623

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -4,309)
    -411     -120        0   -3,282   -4,525   -3,693   -4,645     -616      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      1.0      6.3     73.2     79.2     91.8     86.6      8.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       13       16       14       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,927
COMMITMENTS
   5,270        0       62   59,166   68,764   64,498   68,826   10,429    6,101

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -7,085)
    -840        0      -60   -6,555   -6,153   -7,455   -6,213      370     -872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      0.1     79.0     91.8     86.1     91.9     13.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       25       25       27       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,714
COMMITMENTS
       0   10,280    4,880   63,218   53,987   68,098   69,147   11,616   10,567

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -8,130)
       0   -3,687    1,009  -14,806   -6,220  -13,797   -8,898    5,667      768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.9      6.1     79.3     67.7     85.4     86.7     14.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       23       19       24       21
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,022
COMMITMENTS
       0      620    3,596   47,602   49,690   51,198   53,906    9,824    7,116

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -4,545)
       0     -505       31   -2,617   -3,249   -2,586   -3,723   -1,959     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      5.9     78.0     81.4     83.9     88.3     16.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       20       20       21       21
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,852
COMMITMENTS
   1,240    4,320        0   45,722   44,532   46,962   48,852    1,890        0

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:    -11,186)
    -480   -1,226     -780  -10,840   -8,340  -12,100  -10,346      914     -840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      8.8      0.0     93.6     91.2     96.1    100.0      3.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        0       11       13       12       16
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      175,161
COMMITMENTS
       0   14,426   13,969  144,537  140,198  158,506  168,593   16,655    6,568

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:    -15,332)
  -1,206    4,378   -3,682  -11,794  -15,876  -16,682  -15,180    1,350     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.2      8.0     82.5     80.0     90.5     96.3      9.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        6        6       37       32       43       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,598
COMMITMENTS
   6,875    4,050    3,116   73,240   76,225   83,231   83,391   10,367   10,207

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -6,084)
  -1,371     -120        8   -3,947   -3,099   -5,310   -3,211     -774   -2,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      4.3      3.3     78.2     81.4     88.9     89.1     11.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       24       21       26       24
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,428
COMMITMENTS
   1,240    4,836        0   71,818   68,382   73,058   73,218      370      210

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -6,596)
    -240      118     -780   -4,734   -5,062   -5,754   -5,724     -842     -872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      6.6      0.0     97.8     93.1     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        0       21       19       22       22
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      263,631
COMMITMENTS
  12,177    1,053    5,672  234,088  247,659  251,937  254,384   11,694    9,247

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:    -11,911)
  -1,751    1,041    1,095  -17,980  -16,212  -18,636  -14,076    6,725    2,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.4      2.2     88.8     93.9     95.6     96.5      4.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        2        5       46       43       52       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      141,584
COMMITMENTS
   9,754    4,163    7,489  115,787  126,242  133,030  137,894    8,554    3,690

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:    -13,604)
   2,048    3,164   -2,410  -12,582  -13,162  -12,944  -12,408     -660   -1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      2.9      5.3     81.8     89.2     94.0     97.4      6.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        3       36       36       40       41
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      158,497
COMMITMENTS
       0    4,149    6,822  139,581  138,201  146,403  149,172   12,094    9,325

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -6,652)
       0    1,243     -244   -8,708   -6,931   -8,952   -5,932    2,300     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      4.3     88.1     87.2     92.4     94.1      7.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       0        2        2       36       37       38       39
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      163,721
COMMITMENTS
  17,135    2,802   22,869  117,488  127,872  157,492  153,543    6,229   10,178

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:    -22,511)
     761    1,884   -8,716  -13,298  -15,259  -21,253  -22,091   -1,258     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      1.7     14.0     71.8     78.1     96.2     93.8      3.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        6       32       33       38       40
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,203
COMMITMENTS
       0    1,714      240   49,557   43,864   49,797   45,818    4,406    8,385

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -4,671)
       0     -302      240   -4,581   -3,617   -4,341   -3,679     -330     -992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.4     91.4     80.9     91.9     84.5      8.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       21       20       22
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,042,431
COMMITMENTS
 241,757   94,610  1184494  1601056  1754411  3027307  3033515   15,124    8,916

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:   -207,523)
 -75,445  -64,858     -550 -115,970 -133,134 -191,965 -198,542  -15,558   -8,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      3.1     38.9     52.6     57.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      27       19       42      105       86      151      129
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      765,265
COMMITMENTS
 146,160  137,304  183,230  424,211  431,569  753,601  752,103   11,664   13,162

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     55,373)
 -18,707   37,724   56,088   11,394  -46,675   48,775   47,137    6,598    8,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     17.9     23.9     55.4     56.4     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20       15       26       32       34       65       62
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       71,771
COMMITMENTS
   9,494    1,424    6,010   55,559   63,629   71,063   71,063      708      708

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -5,072)
  -1,286   -1,080     -884   -2,884   -3,072   -5,055   -5,036      -17      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      2.0      8.4     77.4     88.7     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9        5       11       39       39       53       50
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       28,070
COMMITMENTS
   1,370    2,665      166   26,451   24,901   27,987   27,732       83      338

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -2,024)
      46     -322      -46   -2,001   -1,633   -2,001   -2,001      -23      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      9.5      0.6     94.2     88.7     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        1       22       20       23       25
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,845
COMMITMENTS
   1,684       80        0   17,161   18,765   18,845   18,845        0        0

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -1,357)
    -161      -92      -69   -1,127   -1,196   -1,357   -1,357        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.4      0.0     91.1     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       16       15       19       16
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,698
COMMITMENTS
     372    1,423        0   14,057   13,194   14,429   14,617      269       81

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -1,003)
    -184     -230      -69     -612     -725     -865   -1,024     -138       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      9.7      0.0     95.6     89.8     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       14       11       15       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,924
COMMITMENTS
   3,080    4,124       30   21,554   20,640   24,664   24,794      260      130

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -1,634)
      60     -154      -80   -1,612   -1,400   -1,632   -1,634       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     16.5      0.1     86.5     82.8     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       19       21       22       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,079
COMMITMENTS
   3,170        0      230   21,245   24,587   24,645   24,817    1,434    1,262

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:       -900)
      10     -190     -100     -518   -1,039     -608   -1,329     -292      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      0.0      0.9     81.5     94.3     94.5     95.2      5.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       22       22       24       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,674
COMMITMENTS
     432        0    1,056   11,854   12,538   13,342   13,594      332       80

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:       -518)
      72      -12      -24     -652     -402     -604     -438       86      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      7.7     86.7     91.7     97.6     99.4      2.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       14       15       17       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,862,186
COMMITMENTS
 185,115  115,518  600,066  1010622  1069712  1795804  1785297   66,382   76,890

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     53,482)
    -467   11,271   31,270   26,081   15,226   56,884   57,766   -3,402   -4,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      6.2     32.2     54.3     57.4     96.4     95.9      3.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
     121      102      168       86       94      286      297
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       41,261
COMMITMENTS
  24,113   26,701    1,846    1,174    1,112   27,133   29,659   14,128   11,602

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      4,668)
   2,267    2,369     -181    1,174     -150    3,260    2,038    1,408    2,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.4     64.7      4.5      2.8      2.7     65.8     71.9     34.2     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22       22        8        1        1       28       26
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,345
COMMITMENTS
   2,460    9,069    6,811   13,909    5,526   23,180   21,406    8,165    9,939

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      1,676)
    -533    2,086    1,349    1,894     -741    2,710    2,694   -1,034   -1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     28.9     21.7     44.4     17.6     74.0     68.3     26.0     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8       11       14       13        9       29       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       11,444
COMMITMENTS
   6,455    1,905       49    2,802    9,327    9,306   11,281    2,138      163

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -2,629)
     112      512   -1,357   -1,431   -1,736   -2,676   -2,581       47      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.4     16.6      0.4     24.5     81.5     81.3     98.6     18.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      57        5        3       21       24       81       29
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,269
COMMITMENTS
   5,890      645       81    1,791    8,531    7,762    9,257    2,507    1,012

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:        604)
     522      120     -416      129      852      235      556      369       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.4      6.3      0.8     17.4     83.1     75.6     90.1     24.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      25        5        2       10       24       35       31
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       65,012
COMMITMENTS
   6,520    5,395    7,071   40,308   44,448   53,900   56,915   11,112    8,097

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:     -2,897)
    -636     -161       -0   -1,800   -2,502   -2,436   -2,664     -460     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      8.3     10.9     62.0     68.4     82.9     87.5     17.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      28       11       18       43       50       76       74
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       75,227
COMMITMENTS
  11,693      952    7,174   50,823   63,313   69,690   71,439    5,537    3,788

CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST:      5,254)
   1,266      -13    2,626    3,224    4,095    7,117    6,708   -1,863   -1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      1.3      9.5     67.6     84.2     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19        5       13       44       47       67       61
 

Updated September 8, 2006