GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,387
COMMITMENTS
     125      268      100    3,862    4,944    4,087    5,312    1,300       75

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:       -925)
       0       50      -50     -775     -530     -825     -530     -100     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      5.0      1.9     71.7     91.8     75.9     98.6     24.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       16       18       17       21
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,137
COMMITMENTS
     553    6,790      159   15,255    7,776   15,967   14,725      170    1,412

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -1,568)
     -25      -54        0   -1,593   -1,496   -1,618   -1,550       50      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     42.1      1.0     94.5     48.2     98.9     91.2      1.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        1       28       31       32       32
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,757
COMMITMENTS
      30       80        0    2,087    2,047    2,117    2,127      640      630

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:       -468)
       0      -10        0     -208     -333     -208     -343     -260     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.9      0.0     75.7     74.2     76.8     77.1     23.2     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       20       23       21       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      217,665
COMMITMENTS
  22,833   30,793   18,165  146,172  134,324  187,170  183,282   30,495   34,383

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      3,857)
  -2,114   -3,455   -2,758    9,108   11,743    4,236    5,530     -379   -1,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     14.1      8.3     67.2     61.7     86.0     84.2     14.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      28       40       39       62       66      113      125
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      865,279
COMMITMENTS
  89,807   92,364  335,658  371,934  398,134  797,399  826,156   67,880   39,123

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:    -39,659)
    -566      567  -39,627   -5,519   -2,969  -45,712  -42,029    6,053    2,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     10.7     38.8     43.0     46.0     92.2     95.5      7.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      49       60       77       78       64      174      159
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,231
COMMITMENTS
   4,208   12,261    2,694   76,153   70,616   83,055   85,571   11,176    8,660

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -5,296)
     918      896   -1,534   -4,685   -4,674   -5,301   -5,312        5       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     13.0      2.9     80.8     74.9     88.1     90.8     11.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       21       21       24       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,123
COMMITMENTS
   2,290    1,594    2,440   30,970   26,164   35,700   30,198    7,423   12,925

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -2,321)
   1,860     -998     -772   -2,602   -3,472   -1,514   -5,242     -807    2,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      3.7      5.7     71.8     60.7     82.8     70.0     17.2     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       22       22       24       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      131,065
COMMITMENTS
  10,002      620    4,515  113,146  119,251  127,663  124,386    3,402    6,679

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:       -903)
     163     -648    2,140   -4,074   -3,579   -1,771   -2,087      868    1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.5      3.4     86.3     91.0     97.4     94.9      2.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        3       32       31       36       34
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,544
COMMITMENTS
  18,256        0        0   41,719   60,609   59,975   60,609   13,569   12,935

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -2,946)
       0        0        0   -3,840   -3,330   -3,840   -3,330      894      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      0.0      0.0     56.7     82.4     81.5     82.4     18.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       17       16       19       16
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,122
COMMITMENTS
   1,149      879    7,368   63,530   62,884   72,047   71,131    5,075    5,991

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -5,868)
     962     -496     -887   -6,533   -4,500   -6,458   -5,883      590       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.1      9.6     82.4     81.5     93.4     92.2      6.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        4       18       19       22       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,338
COMMITMENTS
   3,460      326    4,670   51,654   54,388   59,784   59,384    7,554    7,954

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -3,461)
     864        0     -408   -1,309   -4,661     -853   -5,069   -2,608    1,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.5      6.9     76.7     80.8     88.8     88.2     11.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       19       22       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,267
COMMITMENTS
   3,369      710    6,920   73,129   76,841   83,418   84,471    8,849    7,796

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -2,679)
    -575      330    1,223     -412   -2,246      236     -693   -2,915   -1,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.8      7.5     79.3     83.3     90.4     91.6      9.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        3       27       26       31       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,503
COMMITMENTS
       0   11,365    1,930   61,186   57,578   63,116   70,873   13,387    5,630

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -3,666)
    -280    2,504      591   -4,761   -4,965   -4,450   -1,870      784   -1,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.9      2.5     80.0     75.3     82.5     92.6     17.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       21       17       22       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,834
COMMITMENTS
   4,174    3,150      608   51,262   54,293   56,044   58,051    7,790    5,783

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -3,756)
     528     -392     -224   -4,909   -2,579   -4,605   -3,195      849     -561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      4.9      1.0     80.3     85.1     87.8     90.9     12.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       22       23       24       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,225
COMMITMENTS
   7,345    6,908    3,254   82,452   86,703   93,051   96,865   13,174    9,360

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -1,375)
   1,327    2,984     -644   -1,930   -4,020   -1,247   -1,680     -128      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      6.5      3.1     77.6     81.6     87.6     91.2     12.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       25       26       28       30
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,495
COMMITMENTS
       0    4,154    1,440   37,900   45,823   39,340   51,417   18,155    6,078

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -4,098)
       0      240     -196   -5,816   -5,686   -6,012   -5,642    1,914    1,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      2.5     65.9     79.7     68.4     89.4     31.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       13       13       14       15
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       19,620
COMMITMENTS
       0    1,960        0   19,124   16,242   19,124   18,202      496    1,418

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -5,116)
       0     -952        0   -4,948   -3,912   -4,948   -4,864     -168     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.0      0.0     97.5     82.8     97.5     92.8      2.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       11       10       11       12
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      181,012
COMMITMENTS
   2,758   17,753   16,716  148,071  139,484  167,545  173,953   13,467    7,059

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:    -11,155)
   1,586    1,122   -2,528   -7,937   -9,519   -8,879  -10,925   -2,276     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      9.8      9.2     81.8     77.1     92.6     96.1      7.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        6       37       38       43       45
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,273
COMMITMENTS
   2,584    4,697    1,527   66,698   59,560   70,809   65,784    8,464   13,489

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -8,315)
    -521      775   -1,688   -5,974   -9,435   -8,183  -10,348     -132    2,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      5.9      1.9     84.1     75.1     89.3     83.0     10.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       19       19       21       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,361
COMMITMENTS
       0   17,120        0   61,975   43,424   61,975   60,544    1,386    2,817

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      4,335)
  -3,047   17,120        0    7,510  -12,497    4,463    4,623     -128     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     27.0      0.0     97.8     68.5     97.8     95.6      2.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       10       17       10       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      286,529
COMMITMENTS
   9,903        0    8,610  252,091  268,846  270,604  277,456   15,925    9,073

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:    -10,957)
  -1,451     -314   -2,059  -12,492   -9,321  -16,002  -11,694    5,045      737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      3.0     88.0     93.8     94.4     96.8      5.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        0        4       43       40       47       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      167,902
COMMITMENTS
  11,006   15,885   13,042  133,630  132,981  157,678  161,908   10,224    5,994

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -7,369)
    -374    6,093   -2,703   -5,410  -12,840   -8,487   -9,450    1,118    2,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      9.5      7.8     79.6     79.2     93.9     96.4      6.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        3       38       35       42       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      181,222
COMMITMENTS
  14,633    7,570    5,808  145,207  148,308  165,648  161,686   15,574   19,536

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -2,834)
   6,028    1,620   -2,185   -3,660   -1,332      183   -1,897   -3,017     -937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      4.2      3.2     80.1     81.8     91.4     89.2      8.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        4       33       31       38       36
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      239,355
COMMITMENTS
  32,346    5,712   19,204  172,126  201,626  223,676  226,542   15,679   12,813

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -8,103)
  -2,279    1,560   -3,139      314   -3,550   -5,104   -5,129   -2,999   -2,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      2.4      8.0     71.9     84.2     93.4     94.6      6.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        5        6       36       36       43       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,757
COMMITMENTS
       0    7,616    2,754   53,967   42,805   56,721   53,175    6,036    9,582

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      2,174)
       0      450    2,090    1,253      642    3,343    3,182   -1,169   -1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.1      4.4     86.0     68.2     90.4     84.7      9.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       25       23       27       25
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,856,529
COMMITMENTS
 182,677   41,888  1033579  1602351  1759281  2818607  2834748   37,922   21,781

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:   -119,901)
   4,339   -2,822 -134,795   14,253   19,947 -116,203 -117,670   -3,698   -2,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      1.5     36.2     56.1     61.6     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      29       21       45      105       90      153      138
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      863,072
COMMITMENTS
 133,242  139,761  167,965  551,678  547,067  852,885  854,793   10,187    8,279

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     17,153)
   9,759   18,193   -7,680   15,028    4,398   17,107   14,911       46    2,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     16.2     19.5     63.9     63.4     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      21       13       26       35       34       65       64
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       37,727
COMMITMENTS
   3,637      939    1,144   32,441   35,260   37,222   37,343      505      384

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -2,144)
   1,309     -296     -447   -2,721   -1,416   -1,859   -2,159     -285       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      2.5      3.0     86.0     93.5     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        2        6       39       33       47       39
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,588
COMMITMENTS
     516        0    1,020   17,923   18,190   19,459   19,210      129      378

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -1,056)
    -342        0      342   -1,056   -1,353   -1,056   -1,011        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      5.2     91.5     92.9     99.3     98.1      0.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       14       15       15       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,459
COMMITMENTS
   1,246       40      812   16,139   17,251   18,197   18,103      262      356

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -1,045)
   1,246     -628     -388   -1,873      -21   -1,015   -1,037      -30       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.2      4.4     87.4     93.5     98.6     98.1      1.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       18       22       19       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,977
COMMITMENTS
   1,856        0      150   12,963   15,117   14,969   15,267    1,008      710

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:        375)
   1,804     -520       90   -1,511      847      383      417       -8      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      0.0      0.9     81.1     94.6     93.7     95.6      6.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       16       13       18       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,022
COMMITMENTS
   1,326      140      478   23,462   25,010   25,266   25,628      756      394

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:       -252)
    -452      -30       18      242     -208     -192     -220      -60      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.5      1.8     90.2     96.1     97.1     98.5      2.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        1       26       19       28       21
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,226
COMMITMENTS
       0      972    1,840   25,872   25,180   27,712   27,992      514      234

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -1,264)
       0     -166      -80   -1,160   -1,018   -1,240   -1,264      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      6.5     91.7     89.2     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       17       16       18       18
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,304
COMMITMENTS
      60      526      560   10,354    9,830   10,974   10,916      330      388

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:       -506)
     -60     -126        0     -406     -318     -466     -444      -40      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.7      5.0     91.6     87.0     97.1     96.6      2.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       12       17       13
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,298,456
COMMITMENTS
 152,746  174,070  259,980  822,984  784,268  1235710  1218318   62,746   80,138

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -8,540)
 -13,832   -6,850   15,233    4,707  -13,785    6,108   -5,402  -14,648   -3,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     13.4     20.0     63.4     60.4     95.2     93.8      4.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      72      114      125       95      102      256      275
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,543
COMMITMENTS
       0        0        0   23,543   23,493   23,543   23,493        0       50

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      1,110)
       0        0        0    1,110    1,110    1,110    1,110        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       15       17       15
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,671
COMMITMENTS
   3,574    9,213   15,747   27,069   21,432   46,390   46,392    5,281    5,279

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:      2,966)
     545     -296      874      903    2,162    2,322    2,740      644      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     17.8     30.5     52.4     41.5     89.8     89.8     10.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        8       15       15       14       31       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,654
COMMITMENTS
   9,154    2,543      136    3,557   12,685   12,847   15,364    2,807      290

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:         47)
      29      -72       15       39      235       83      178      -36     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.5     16.2      0.9     22.7     81.0     82.1     98.1     17.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      64        7        3       17       27       84       37
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       10,354
COMMITMENTS
   5,118    1,199       53    2,320    7,780    7,491    9,032    2,863    1,322

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:        543)
     -69      -42       53       89      126       73      137      470      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     11.6      0.5     22.4     75.1     72.3     87.2     27.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      29        7        1       10       22       40       30
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/06/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      156,578
COMMITMENTS
  34,869   17,849    8,728   99,960  117,155  143,557  143,732   13,021   12,846

CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST:     -3,484)
    -355   -1,798    1,243   -4,102   -2,164   -3,214   -2,719     -270     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     11.4      5.6     63.8     74.8     91.7     91.8      8.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      44       29       28       72       78      130      127
 

Updated February 9, 2007