GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,514
COMMITMENTS
     100       50        0    4,177    4,439    4,277    4,489      237       25

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      1,310)
     -50        0        0    1,457    1,285    1,407    1,285      -97       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      1.1      0.0     92.5     98.3     94.7     99.4      5.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       16       16       17       17
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,648
COMMITMENTS
     308      100      475    7,482    7,735    8,265    8,310      383      338

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        526)
       0      -25       25      501      546      526      546        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      1.2      5.5     86.5     89.4     95.6     96.1      4.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       25       27       29       29
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,798
COMMITMENTS
       0        0        0    2,120    2,034    2,120    2,034      678      764

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     75.8     72.7     75.8     72.7     24.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       18       17       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      265,792
COMMITMENTS
  22,662   29,275   52,267  155,305  148,978  230,234  230,521   35,558   35,271

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      7,168)
     148   -1,406    1,698    5,331    5,719    7,176    6,011       -8    1,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     11.0     19.7     58.4     56.1     86.6     86.7     13.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      32       37       45       72       76      128      139
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,365,298
COMMITMENTS
 115,111   91,013  615,885  569,062  617,135  1300058  1324033   65,240   41,265

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     14,712)
  -1,318    4,099    6,377   13,113    5,636   18,172   16,112   -3,460   -1,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      6.7     45.1     41.7     45.2     95.2     97.0      4.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      60       74       99       92       83      212      199
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,496
COMMITMENTS
   6,072        0    6,293   67,467   73,581   79,832   79,874    9,664    9,622

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      3,617)
   1,014        0       61    2,169    5,583    3,244    5,644      373   -2,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      7.0     75.4     82.2     89.2     89.2     10.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       19       25       21       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,534
COMMITMENTS
   8,230        0      514   23,591   34,250   32,335   34,764   12,199    9,770

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        173)
  -1,098        0       62      -16     -936   -1,052     -874    1,225    1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      0.0      1.2     53.0     76.9     72.6     78.1     27.4     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       20       19       22       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      130,574
COMMITMENTS
   8,148   12,709    2,190  112,389  107,096  122,727  121,995    7,847    8,579

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      2,425)
       0   12,709        0    2,239   -9,918    2,239    2,791      186     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      9.7      1.7     86.1     82.0     94.0     93.4      6.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        1        2       26       27       29       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,120
COMMITMENTS
  17,422   23,433        0   39,482   32,907   56,904   56,340   12,216   12,780

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      3,450)
       0   23,433        0    2,336  -19,823    2,336    3,610    1,114     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     33.9      0.0     57.1     47.6     82.3     81.5     17.7     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       16       13       18       14
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,841
COMMITMENTS
       0    3,988    6,460   62,600   57,660   69,060   68,108    3,781    4,733

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      3,580)
       0      539      844    1,794    2,706    2,638    4,089      942     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      8.9     85.9     79.2     94.8     93.5      5.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        3       20       20       23       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,996
COMMITMENTS
   3,955      149    5,791   51,081   50,736   60,827   56,676    5,169    9,320

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      3,497)
  -2,771      149    2,160    4,412    1,030    3,801    3,339     -304      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.2      8.8     77.4     76.9     92.2     85.9      7.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        3       19       19       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,169
COMMITMENTS
   6,232    4,406    4,392   84,237   82,951   94,861   91,749    7,308   10,420

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:       -992)
   2,059      989    1,080   -2,939   -3,721      200   -1,652   -1,192      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      4.3      4.3     82.4     81.2     92.8     89.8      7.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       26       25       29       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,933
COMMITMENTS
       0    6,686    1,369   57,616   53,174   58,985   61,229   11,948    9,704

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        109)
       0     -313       62     -124      158      -62      -93      171      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.4      1.9     81.2     75.0     83.2     86.3     16.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       16       15       17       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,814
COMMITMENTS
  13,079      242    1,786   43,179   59,002   58,044   61,030    8,770    5,784

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      2,981)
  13,079        0    1,172  -11,332      838    2,919    2,010       62      971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      0.4      2.7     64.6     88.3     86.9     91.3     13.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       21       23       24       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,229
COMMITMENTS
     224    9,422    3,375   65,523   63,661   69,122   76,458   15,107    7,771

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      1,769)
       0      882     -440    2,285    2,693    1,845    3,135      -76   -1,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     11.2      4.0     77.8     75.6     82.1     90.8     17.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        2       22       20       25       23
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,041
COMMITMENTS
       0    1,383    2,354   38,933   53,609   41,287   57,346   21,754    5,695

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:         31)
       0      -71        0   -2,084      102   -2,084       31    2,115        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      3.7     61.8     85.0     65.5     91.0     34.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       16       18       17       20
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      194,239
COMMITMENTS
   5,925   16,733   30,237  141,774  139,738  177,936  186,708   16,303    7,531

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     11,185)
   1,574    6,097   13,373   -2,881   -5,600   12,066   13,870     -881   -2,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      8.6     15.6     73.0     71.9     91.6     96.1      8.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        6       37       32       43       39
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,554
COMMITMENTS
   2,297    2,169    3,936   72,713   68,935   78,946   75,040    9,608   13,514

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        454)
  -1,118    2,169    1,442     -233   -3,642       91      -31      363      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.4      4.4     82.1     77.8     89.2     84.7     10.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       25       20       28       23
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,291
COMMITMENTS
   2,542      620        0   55,751   53,701   58,293   54,321    2,998    6,970

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      1,513)
   1,054      620        0      273      707    1,327    1,327      186      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      1.0      0.0     91.0     87.6     95.1     88.6      4.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       10       16       12       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      289,109
COMMITMENTS
   7,182   10,627    8,011  262,500  263,469  277,693  282,107   11,416    7,002

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     14,301)
    -878   10,131      618   13,439    3,007   13,179   13,756    1,122      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      3.7      2.8     90.8     91.1     96.1     97.6      3.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        3        6       43       43       49       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      180,442
COMMITMENTS
  23,652    6,913   14,433  131,457  153,774  169,542  175,120   10,900    5,322

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        184)
   2,084    1,867   -1,029     -828   -1,083      227     -245      -43      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      3.8      8.0     72.9     85.2     94.0     97.1      6.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        3       37       35       41       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      179,064
COMMITMENTS
   4,106    5,153    5,200  154,011  151,705  163,317  162,058   15,747   17,006

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      8,394)
   3,858    3,477      -21      971    2,035    4,808    5,491    3,586    2,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      2.9      2.9     86.0     84.7     91.2     90.5      8.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        2        3       36       36       40       39
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,704
COMMITMENTS
       0    4,151    2,402   33,391   21,213   35,793   27,766    8,911   16,938

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      1,463)
       0       49      267     -506      571     -239      887    1,702      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.3      5.4     74.7     47.5     80.1     62.1     19.9     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       15       14       17       16
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      206,645
COMMITMENTS
  51,696   13,809   11,704  129,699  165,749  193,099  191,262   13,546   15,383

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     13,833)
   6,026    6,630     -628    5,382    7,287   10,780   13,289    3,053      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      6.7      5.7     62.8     80.2     93.4     92.6      6.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        4       34       33       40       38
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,908
COMMITMENTS
       0    4,611    2,290   50,849   41,303   53,139   48,204    3,769    8,704

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        412)
       0      427    1,930   -1,518   -1,703      412      654        0     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.1      4.0     89.4     72.6     93.4     84.7      6.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        2       24       21       26       24
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,183,153
COMMITMENTS
 162,037  146,278  1173772  1819308  1846040  3155117  3166090   28,036   17,063

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     33,542)
  -1,827   -7,015   19,882   11,982   18,573   30,037   31,440    3,505    2,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      4.6     36.9     57.2     58.0     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      27       22       45      108       91      156      139
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      808,782
COMMITMENTS
 176,876   66,096  213,927  414,879  523,349  805,682  803,372    3,100    5,410

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     27,299)
  17,557   24,871    2,943    6,202   -1,238   26,702   26,576      597      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      8.2     26.5     51.3     64.7     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      17       15       24       39       39       66       68
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       79,913
COMMITMENTS
   6,348    1,594    5,500   67,388   72,162   79,236   79,256      677      657

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      1,947)
     151      505    1,526      190      -63    1,868    1,968       79      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      2.0      6.9     84.3     90.3     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        7        9       39       37       51       47
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       23,728
COMMITMENTS
     774      655      926   21,946   21,769   23,646   23,350       82      378

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:          0)
     164        0        0     -164        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      2.8      3.9     92.5     91.7     99.7     98.4      0.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       18       20       20       23
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,463
COMMITMENTS
   1,348        0        0   17,072   18,463   18,420   18,463       43        0

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      0.0     92.5    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 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,414
COMMITMENTS
       0      961        0   13,291   12,453   13,291   13,414      123        0

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2      0.0     99.1     92.8     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       12       11       12       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,464
COMMITMENTS
     120    1,196      832   19,270   18,368   20,222   20,396      242       68

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        222)
       0      120        0      222      102      222      222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      5.8      4.1     94.2     89.8     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       19       21       21       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,398
COMMITMENTS
   2,330      906      300   23,346   25,200   25,976   26,406    1,422      992

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      1,092)
       0      906        0      932      316      932    1,222      160     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      3.3      1.1     85.2     92.0     94.8     96.4      5.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       24       22       25       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,128
COMMITMENTS
     680      968    1,880   23,878   24,156   26,438   27,004      690      124

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:        462)
     680        0        0     -336      488      344      488      118      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      3.6      6.9     88.0     89.0     97.5     99.5      2.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       17       14       20       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,398
COMMITMENTS
       0      580      632   12,098   11,762   12,730   12,974      668      424

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:         60)
       0        0        0      -36       60      -36       60       96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      4.7     90.3     87.8     95.0     96.8      5.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       15       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,854,012
COMMITMENTS
 177,890  136,589  543,885  1061222  1100214  1782998  1780689   71,015   73,324

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:    -20,385)
   3,709      706    3,534  -32,392  -10,987  -25,149   -6,747    4,764  -13,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      7.4     29.3     57.2     59.3     96.2     96.0      3.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     114      110      143       91       97      278      290
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,845
COMMITMENTS
   3,718    7,053    2,689   13,777    8,960   20,184   18,702    6,661    8,143

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:    -11,210)
  -3,230    1,456   -5,682   -1,030   -6,924   -9,942  -11,150   -1,268      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     26.3     10.0     51.3     33.4     75.2     69.7     24.8     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        7       12       10       20       17
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,632
COMMITMENTS
   5,137    2,190    1,054    4,369    8,853   10,560   12,097    2,072      535

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:       -299)
    -779     -182      371      340     -719      -68     -530     -231      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.7     17.3      8.3     34.6     70.1     83.6     95.8     16.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      52        8        8       22       24       81       39
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,580
COMMITMENTS
   3,642      804        0    1,764    5,631    5,406    6,435    2,174    1,145

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:       -678)
    -442     -532        0     -399     -355     -841     -887      163      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.0     10.6      0.0     23.3     74.3     71.3     84.9     28.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22        3        0        8       20       30       23
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,529
COMMITMENTS
     636      524    1,192    5,700    5,946    7,528    7,662    3,001    2,867

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:     -2,445)
    -240     -294       48   -1,443   -1,433   -1,636   -1,679     -810     -766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      5.0     11.3     54.1     56.5     71.5     72.8     28.5     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        7       14       12       22       19
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      131,287
COMMITMENTS
  18,567    8,768    6,584   93,195  102,968  118,346  118,320   12,940   12,966

CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST:      5,222)
   3,112     -103      203    2,008    5,367    5,323    5,467     -101     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      6.7      5.0     71.0     78.4     90.1     90.1      9.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      31       15       15       65       74      105       98
 

Updated November 27, 2006