GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,639
COMMITMENTS
       0       25       25    3,321    3,589    3,346    3,639      293        0

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:         35)
       0       25        0       60       10       60       35      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.7     91.3     98.6     91.9    100.0      8.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       16       17       17       18
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,884
COMMITMENTS
     224      150      486    6,698    6,931    7,408    7,567      476      317

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        138)
       0        0        0      305      325      305      325     -167     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.9      6.2     85.0     87.9     94.0     96.0      6.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       28       25       32       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      255,140
COMMITMENTS
  20,481   31,756   46,102  155,373  143,446  221,956  221,305   33,184   33,835

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      6,588)
     218    4,030    4,095    4,190      -61    8,503    8,064   -1,915   -1,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     12.4     18.1     60.9     56.2     87.0     86.7     13.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      28       35       38       70       73      121      127
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,354,294
COMMITMENTS
 117,916   76,033  629,146  526,847  603,825  1273909  1309004   80,385   45,290

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:    -16,143)
  -1,846   -1,951   -5,686   -7,673   -6,647  -15,205  -14,285     -938   -1,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      5.6     46.5     38.9     44.6     94.1     96.7      5.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      58       69       97       94       83      208      197
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,291
COMMITMENTS
   3,113      676    8,614   61,507   60,884   73,234   70,174    8,057   11,117

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:       -217)
    -960        0      450      535     -191       25      259     -242     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.8     10.6     75.7     74.9     90.1     86.3      9.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       19       23       21       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,072
COMMITMENTS
  10,844        0    1,273   21,325   36,071   33,442   37,344   13,630    9,728

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      2,986)
     946        0     -122       34    3,693      858    3,571    2,128     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      0.0      2.7     45.3     76.6     71.0     79.3     29.0     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       17       16       19       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,207
COMMITMENTS
   9,782        0    1,824  107,252  119,330  118,858  121,154    9,349    7,053

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      6,538)
   3,020        0        0    5,518    6,538    8,538    6,538   -2,000        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.0      1.4     83.7     93.1     92.7     94.5      7.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        1       29       28       32       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,242
COMMITMENTS
  18,064        0        0   38,733   54,131   56,797   54,131   11,445   14,111

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:       -424)
       0        0        0   -1,783     -454   -1,783     -454    1,359       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      0.0      0.0     56.8     79.3     83.2     79.3     16.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       12       14       12
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,360
COMMITMENTS
       0    4,359    5,237   62,435   56,018   67,672   65,614    3,688    5,746

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        691)
       0     -330     -903    1,868      640      965     -593     -274    1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      7.3     87.5     78.5     94.8     91.9      5.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       17       19       19       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,302
COMMITMENTS
   1,902        0    4,199   49,556   50,550   55,657   54,749    6,645    7,553

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:         59)
     289     -497     -577       49    3,107     -239    2,033      298   -1,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      6.7     79.5     81.1     89.3     87.9     10.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       19       20       22       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,822
COMMITMENTS
   3,417    4,345    3,267   93,851   91,336  100,535   98,948    8,287    9,874

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -1,309)
     248   -3,500      819   -1,855    1,619     -788   -1,062     -521     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      4.0      3.0     86.2     83.9     92.4     90.9      7.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       26       26       28       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,182
COMMITMENTS
       0    5,575    2,118   54,494   53,018   56,612   60,711   13,570    9,471

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.9      3.0     77.6     75.5     80.7     86.5     19.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       17       16       18       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,692
COMMITMENTS
       0      182      674   54,988   59,777   55,662   60,633   10,030    5,059

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -1,016)
       0        0        0     -675     -570     -675     -570     -341     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      1.0     83.7     91.0     84.7     92.3     15.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       23       23       24       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,470
COMMITMENTS
       0    8,746    5,440   56,798   53,684   62,238   67,870   15,232    9,600

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      1,424)
       0   -2,408    1,393    1,153    2,167    2,546    1,152   -1,122      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.3      7.0     73.3     69.3     80.3     87.6     19.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       23       18       25       21
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,154
COMMITMENTS
     287      372    3,775   41,779   54,277   45,841   58,424   19,313    6,730

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        870)
     230        0     -230     -122    1,404     -122    1,174      992     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.6      5.8     64.1     83.3     70.4     89.7     29.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       15       19       16       21
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,588
COMMITMENTS
     780    3,458        0   42,280   40,104   43,060   43,562    1,528    1,026

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      7.8      0.0     94.8     89.9     96.6     97.7      3.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        0       14       11       15       14
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      182,664
COMMITMENTS
     344   11,472    9,718  154,969  151,990  165,031  173,180   17,633    9,484

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      5,425)
    -326   -3,324      368    5,866    7,494    5,908    4,538     -483      887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      6.3      5.3     84.8     83.2     90.3     94.8      9.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        5       36       31       41       36
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,742
COMMITMENTS
   3,687        0    2,770   76,232   75,468   82,689   78,238   11,053   15,504

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      3,204)
   2,705        0     -731      448    4,247    2,422    3,516      782     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      3.0     81.3     80.5     88.2     83.5     11.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       24       22       25       23
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,116
COMMITMENTS
     780    2,730        0   57,654   56,780   58,434   59,510    2,682    1,606

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      4.5      0.0     94.3     92.9     95.6     97.4      4.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       14       16       15       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      269,895
COMMITMENTS
  11,282      620    4,563  240,840  254,922  256,685  260,105   13,210    9,790

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      4,726)
   5,324        0   -1,276       29    4,776    4,077    3,500      649    1,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.2      1.7     89.2     94.5     95.1     96.4      4.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        4       43       40       47       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      177,799
COMMITMENTS
  16,815   14,973    9,505  140,177  148,492  166,497  172,970   11,302    4,829

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      7,406)
   4,406    1,354      762    2,102    4,947    7,270    7,063      136      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      8.4      5.3     78.8     83.5     93.6     97.3      6.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        3       38       35       42       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      173,781
COMMITMENTS
       0    1,401    6,544  151,910  147,756  158,454  155,701   15,327   18,080

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        156)
       0   -1,781      975   -3,115     -490   -2,140   -1,296    2,296    1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      3.8     87.4     85.0     91.2     89.6      8.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        2        2       35       34       37       36
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,370
COMMITMENTS
       0    7,157    2,293   36,321   21,135   38,614   30,585    7,756   15,785

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        650)
       0      354       48     -337     -329     -289       73      939      577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.4      4.9     78.3     45.6     83.3     66.0     16.7     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       15       16       17       18
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      183,989
COMMITMENTS
  28,029      888   19,020  126,467  151,640  173,516  171,548   10,473   12,441

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      8,933)
  -3,529   -6,182    6,581    4,279    9,102    7,331    9,501    1,602     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      0.5     10.3     68.7     82.4     94.3     93.2      5.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        1        5       31       36       36       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,004
COMMITMENTS
       0    3,732      480   53,987   46,326   54,467   50,538    4,537    8,466

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        925)
       0      158      240      624      195      864      593       61      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      0.8     91.5     78.5     92.3     85.7      7.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       24       24       25       26
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,244,990
COMMITMENTS
 147,511  212,370  1221742  1855104  1794580  3224357  3228692   20,633   16,298

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     53,854)
 -15,938   -3,006    1,849   72,597   56,183   58,508   55,026   -4,654   -1,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      6.5     37.7     57.2     55.3     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      29       20       45      110       93      158      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      800,239
COMMITMENTS
 204,426   53,426  197,320  396,528  546,052  798,274  796,798    1,965    3,441

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     43,360)
  36,138    5,986    3,672    3,659   34,525   43,469   44,183     -109     -823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      6.7     24.7     49.6     68.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      19       15       25       40       42       71       70
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       77,480
COMMITMENTS
   7,054      648    5,140   64,444   70,822   76,639   76,610      841      870

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        813)
  -1,198      -48      248    2,053      647    1,102      846     -289      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.8      6.6     83.2     91.4     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        4        9       38       37       49       46
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,428
COMMITMENTS
     434    1,407    1,102   23,766   22,475   25,302   24,984      126      444

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:          0)
       0     -552        0       63      552       63        0      -63        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      5.5      4.3     93.5     88.4     99.5     98.3      0.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        1       22       20       23       24
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,013
COMMITMENTS
   1,524        0        0   17,446   19,013   18,970   19,013       43        0

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.0      0.0     91.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       16       14       18       14
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,162
COMMITMENTS
     252    1,203        0   13,721   12,959   13,973   14,162      189        0

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      8.5      0.0     96.9     91.5     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0       11       11       12       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,744
COMMITMENTS
     230    1,140      938   20,278   19,558   21,446   21,636      298      108

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:       -272)
       0        0        0     -274     -272     -274     -272        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      5.2      4.3     93.3     89.9     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       20       21       24       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,582
COMMITMENTS
   2,720        0      300   22,029   25,126   25,049   25,426    1,533    1,156

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:       -106)
     -80        0        0       86     -214        6     -214     -112      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.0      1.1     82.9     94.5     94.2     95.7      5.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       23       23       25       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,494
COMMITMENTS
       0    1,508    1,320   25,654   24,566   26,974   27,394      520      100

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        200)
    -140     -100       60       40      240      -40      200      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      4.8     93.3     89.4     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       18       12       20       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,930
COMMITMENTS
     180       44    1,128   12,090   12,206   13,398   13,378      532      552

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:         30)
     -76       44       76       30      -90       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.3      8.1     86.8     87.6     96.2     96.0      3.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14       15       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,989,902
COMMITMENTS
 169,550  128,228  610,868  1137605  1168702  1918024  1907798   71,879   82,104

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:    -13,500)
   6,194    4,800      697  -16,613  -11,313   -9,721   -5,815   -3,779   -7,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      6.4     30.7     57.2     58.7     96.4     95.9      3.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     117      102      148       97      100      286      290
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       19,047
COMMITMENTS
   7,248    8,986      233      718      387    8,199    9,606   10,848    9,441

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:    -16,705)
 -10,788  -14,533     -942      332   -1,174  -11,398  -16,649   -5,307      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     47.2      1.2      3.8      2.0     43.0     50.4     57.0     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10       12        8        2        1       16       17
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,265
COMMITMENTS
       0        0        0   18,265   18,265   18,265   18,265        0        0

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       18       16       18
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,688
COMMITMENTS
   2,679    6,630    3,539   10,481    6,231   16,699   16,400    6,989    7,288

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -6,119)
  -1,173     -434   -3,341     -780      -81   -5,294   -3,856     -825   -2,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     28.0     14.9     44.2     26.3     70.5     69.2     29.5     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        7       10        9       20       17
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,139
COMMITMENTS
   5,592    2,469      127    4,182    8,900    9,901   11,496    2,238      643

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:        641)
     398       65        7      -90      477      315      549      326       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.1     20.3      1.0     34.5     73.3     81.6     94.7     18.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      44        9        3       17       23       63       35
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,046
COMMITMENTS
   3,464    1,668        1    1,837    3,988    5,302    5,657    1,744    1,389

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:       -242)
     144       96       -1     -413     -510     -270     -415       28      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2     23.7      0.0     26.1     56.6     75.2     80.3     24.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      20        7        1       11       18       32       25
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       26,288
COMMITMENTS
     741    2,027    3,410   15,356   14,344   19,507   19,781    6,781    6,507

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:     -4,954)
    -404   -3,005      726   -4,289   -1,496   -3,967   -3,774     -987   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      7.7     13.0     58.4     54.6     74.2     75.2     25.8     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        9       10       31       26       44       40
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      107,080
COMMITMENTS
  11,504    6,289    6,420   77,530   84,280   95,454   96,989   11,626   10,091

CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST:      2,855)
     910    2,071      608       63     -997    1,580    1,682    1,275    1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      5.9      6.0     72.4     78.7     89.1     90.6     10.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      23       12       11       61       65       90       84
 

Updated October 27, 2006