GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,815: 150 50 0 2,356 2,690 2,506 2,740: 309 75 Old : 2,815: 150 50 0 2,356 2,690 2,506 2,740: 309 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -1,074: 0 25 -25 -1,065 -1,149 -1,090 -1,149: 16 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 1.8 0.0 83.7 95.6 89.0 97.3: 11.0 2.7 Old : 100.0: 5.3 1.8 0.0 83.7 95.6 89.0 97.3: 11.0 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 0 13 14 14 15: Old : 22: 1 1 0 13 14 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 55.6 76.9 83.1 51.2 48.5 65.6 73.4 Old : 58.3 55.6 76.9 83.1 51.2 48.5 65.6 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,839: 200 150 450 6,806 6,881 7,456 7,481: 383 358 Old : 7,839: 200 150 450 6,806 6,881 7,456 7,481: 383 358 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -547: -24 0 -36 -445 -552 -505 -588: -42 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 1.9 5.7 86.8 87.8 95.1 95.4: 4.9 4.6 Old : 100.0: 2.6 1.9 5.7 86.8 87.8 95.1 95.4: 4.9 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 2 2 25 25 28 27: Old : 34: 1 2 2 25 25 28 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 39.1 66.4 60.0 35.2 31.8 44.8 44.1 Old : 43.7 39.1 66.4 60.0 35.2 31.8 44.8 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 227,431: 22,443 27,606 29,392 143,923 138,193 195,758 195,191: 31,673 32,240 Old : 227,431: 22,443 27,606 29,392 143,923 138,193 195,758 195,191: 31,673 32,240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -1,406: 627 -2,934 100 -1,983 2,421 -1,256 -413: -150 -993 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 12.1 12.9 63.3 60.8 86.1 85.8: 13.9 14.2 Old : 100.0: 9.9 12.1 12.9 63.3 60.8 86.1 85.8: 13.9 14.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 143: 27 37 36 63 67 110 123: Old : 143: 27 37 36 63 67 110 123: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.6 24.8 44.0 35.5 18.1 12.0 25.2 18.7 Old : 30.6 24.8 44.0 35.5 18.1 12.0 25.2 18.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10,000 MMBTU'S) : : : : All : 903,951: 123,015 82,764 352,438 362,693 431,995 838,146 867,197: 65,805 36,754 Old : 903,951: 123,015 82,764 352,438 362,693 431,995 838,146 867,197: 65,805 36,754 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -3,925: -5,010 2,725 -1,830 4,551 -2,820 -2,289 -1,925: -1,636 -2,000 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 9.2 39.0 40.1 47.8 92.7 95.9: 7.3 4.1 Old : 100.0: 13.6 9.2 39.0 40.1 47.8 92.7 95.9: 7.3 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 208: 49 61 77 89 73 189 168: Old : 208: 49 61 77 89 73 189 168: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.1 32.8 51.4 49.4 13.8 10.9 17.1 15.7 Old : 40.1 32.8 51.4 49.4 13.8 10.9 17.1 15.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 79,078: 2,960 0 8,060 58,969 59,655 69,989 67,715: 9,089 11,363 Old : 79,078: 2,960 0 8,060 58,969 59,655 69,989 67,715: 9,089 11,363 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -2,860: -2,200 0 405 -2,735 -3,553 -4,530 -3,148: 1,670 288 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 0.0 10.2 74.6 75.4 88.5 85.6: 11.5 14.4 Old : 100.0: 3.7 0.0 10.2 74.6 75.4 88.5 85.6: 11.5 14.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 0 2 17 22 19 24: Old : 26: 2 0 2 17 22 19 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 40.1 69.6 61.6 36.6 35.7 46.0 43.0 Old : 45.4 40.1 69.6 61.6 36.6 35.7 46.0 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 42,815: 8,249 0 685 21,051 33,109 29,985 33,794: 12,830 9,021 Old : 42,815: 8,249 0 685 21,051 33,109 29,985 33,794: 12,830 9,021 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -4,301: -267 0 -517 -1,630 -2,071 -2,414 -2,588: -1,887 -1,713 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 0.0 1.6 49.2 77.3 70.0 78.9: 30.0 21.1 Old : 100.0: 19.3 0.0 1.6 49.2 77.3 70.0 78.9: 30.0 21.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 0 1 18 17 20 18: Old : 24: 2 0 1 18 17 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.9 42.3 52.4 63.0 37.3 37.5 47.6 53.7 Old : 38.9 42.3 52.4 63.0 37.3 37.5 47.6 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 125,867: 8,393 0 2,038 107,684 115,888 118,115 117,926: 7,752 7,941 Old : 125,867: 8,393 0 2,038 107,684 115,888 118,115 117,926: 7,752 7,941 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -5,114: -2,438 -600 94 -1,169 -4,280 -3,513 -4,786: -1,601 -328 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 0.0 1.6 85.6 92.1 93.8 93.7: 6.2 6.3 Old : 100.0: 6.7 0.0 1.6 85.6 92.1 93.8 93.7: 6.2 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 3 0 2 26 27 29 29: Old : 40: 3 0 2 26 27 29 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 58.3 68.1 72.2 49.1 56.0 65.4 69.7 Old : 50.7 58.3 68.1 72.2 49.1 56.0 65.4 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 64,752: 18,064 0 0 36,048 49,858 54,112 49,858: 10,640 14,894 Old : 64,752: 18,064 0 0 36,048 49,858 54,112 49,858: 10,640 14,894 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -3,828: 0 0 0 -2,992 -4,152 -2,992 -4,152: -836 324 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 0.0 0.0 55.7 77.0 83.6 77.0: 16.4 23.0 Old : 100.0: 27.9 0.0 0.0 55.7 77.0 83.6 77.0: 16.4 23.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 0 12 12 14 12: Old : 21: 2 0 0 12 12 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 63.2 71.2 72.6 51.6 63.2 69.1 69.3 Old : 53.0 63.2 71.2 72.6 51.6 63.2 69.1 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 67,879: 0 3,091 4,738 59,998 54,507 64,736 62,336: 3,143 5,543 Old : 67,879: 0 3,091 4,738 59,998 54,507 64,736 62,336: 3,143 5,543 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -5,931: 0 -2,624 -555 -4,924 -2,394 -5,479 -5,573: -452 -358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.6 7.0 88.4 80.3 95.4 91.8: 4.6 8.2 Old : 100.0: 0.0 4.6 7.0 88.4 80.3 95.4 91.8: 4.6 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 2 2 17 19 19 21: Old : 25: 0 2 2 17 19 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 40.3 79.8 65.1 51.8 37.2 61.7 53.6 Old : 64.0 40.3 79.8 65.1 51.8 37.2 61.7 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 60,496: 5,960 0 2,962 45,640 48,463 54,562 51,425: 5,934 9,071 Old : 60,496: 5,960 0 2,962 45,640 48,463 54,562 51,425: 5,934 9,071 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -3,346: 1,498 0 -1,048 -2,716 -3,796 -2,266 -4,844: -1,080 1,498 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 0.0 4.9 75.4 80.1 90.2 85.0: 9.8 15.0 Old : 100.0: 9.9 0.0 4.9 75.4 80.1 90.2 85.0: 9.8 15.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 3 0 2 17 19 20 21: Old : 25: 3 0 2 17 19 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.7 37.1 78.5 60.8 59.7 35.0 65.2 51.3 Old : 67.7 37.1 78.5 60.8 59.7 35.0 65.2 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 102,252: 3,809 3,043 3,519 87,184 86,012 94,512 92,574: 7,740 9,678 Old : 102,252: 3,809 3,043 3,519 87,184 86,012 94,512 92,574: 7,740 9,678 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -3,806: 330 -272 -173 -3,194 -3,028 -3,037 -3,473: -769 -333 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 3.0 3.4 85.3 84.1 92.4 90.5: 7.6 9.5 Old : 100.0: 3.7 3.0 3.4 85.3 84.1 92.4 90.5: 7.6 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 1 2 2 26 25 28 28: Old : 37: 1 2 2 26 25 28 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 36.8 54.5 55.7 28.8 29.7 42.1 41.9 Old : 37.5 36.8 54.5 55.7 28.8 29.7 42.1 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 70,852: 0 6,515 1,431 57,104 53,404 58,535 61,350: 12,317 9,502 Old : 70,852: 0 6,515 1,431 57,104 53,404 58,535 61,350: 12,317 9,502 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -3,889: 0 -127 -839 -2,833 -3,404 -3,672 -4,370: -217 481 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.2 2.0 80.6 75.4 82.6 86.6: 17.4 13.4 Old : 100.0: 0.0 9.2 2.0 80.6 75.4 82.6 86.6: 17.4 13.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 1 15 15 16 16: Old : 21: 0 1 1 15 15 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 56.6 70.6 75.6 42.3 52.4 63.8 70.0 Old : 47.2 56.6 70.6 75.6 42.3 52.4 63.8 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 63,504: 0 242 614 54,196 57,717 54,810 58,573: 8,694 4,931 Old : 63,504: 0 242 614 54,196 57,717 54,810 58,573: 8,694 4,931 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -3,174: 0 60 -60 -1,872 -3,008 -1,932 -3,008: -1,242 -166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.4 1.0 85.3 90.9 86.3 92.2: 13.7 7.8 Old : 100.0: 0.0 0.4 1.0 85.3 90.9 86.3 92.2: 13.7 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 1 1 22 23 23 24: Old : 29: 0 1 1 22 23 23 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.3 47.4 63.2 68.0 40.4 46.2 55.0 62.1 Old : 44.3 47.4 63.2 68.0 40.4 46.2 55.0 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 80,236: 135 5,101 6,082 55,963 59,392 62,180 70,575: 18,056 9,661 Old : 80,236: 135 5,101 6,082 55,963 59,392 62,180 70,575: 18,056 9,661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -4,572: 135 -7,048 1,839 -8,685 765 -6,711 -4,444: 2,139 -128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 6.4 7.6 69.7 74.0 77.5 88.0: 22.5 12.0 Old : 100.0: 0.2 6.4 7.6 69.7 74.0 77.5 88.0: 22.5 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 2 2 20 17 22 20: Old : 26: 1 2 2 20 17 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.0 38.2 54.1 60.1 21.1 27.3 31.7 39.6 Old : 33.0 38.2 54.1 60.1 21.1 27.3 31.7 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 63,200: 0 1,674 2,292 40,815 53,237 43,107 57,203: 20,093 5,997 Old : 63,200: 0 1,674 2,292 40,815 53,237 43,107 57,203: 20,093 5,997 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -2,748: -239 1,302 -1,069 -646 -1,908 -1,954 -1,675: -794 -1,073 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.6 3.6 64.6 84.2 68.2 90.5: 31.8 9.5 Old : 100.0: 0.0 2.6 3.6 64.6 84.2 68.2 90.5: 31.8 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 2 1 17 18 18 20: Old : 26: 0 2 1 17 18 18 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 41.0 53.7 69.1 35.9 39.9 50.9 67.4 Old : 37.7 41.0 53.7 69.1 35.9 39.9 50.9 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 184,200: 7,602 10,710 15,219 143,549 147,694 166,370 173,623: 17,830 10,577 Old : 184,200: 7,602 10,710 15,219 143,549 147,694 166,370 173,623: 17,830 10,577 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -3,733: 5,247 1,531 -356 -7,434 -4,674 -2,543 -3,499: -1,190 -234 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 5.8 8.3 77.9 80.2 90.3 94.3: 9.7 5.7 Old : 100.0: 4.1 5.8 8.3 77.9 80.2 90.3 94.3: 9.7 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 3 2 5 36 32 41 37: Old : 43: 3 2 5 36 32 41 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.0 32.6 50.7 50.5 27.2 22.4 37.6 36.5 Old : 33.0 32.6 50.7 50.5 27.2 22.4 37.6 36.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 89,533: 5,226 0 2,301 73,456 73,980 80,983 76,281: 8,550 13,252 Old : 89,533: 5,226 0 2,301 73,456 73,980 80,983 76,281: 8,550 13,252 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -3,839: 1,963 0 -1,054 -4,875 -4,616 -3,966 -5,670: 127 1,831 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 0.0 2.6 82.0 82.6 90.5 85.2: 9.5 14.8 Old : 100.0: 5.8 0.0 2.6 82.0 82.6 90.5 85.2: 9.5 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 0 2 24 20 26 22: Old : 30: 2 0 2 24 20 26 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 50.6 63.5 69.2 36.8 49.0 55.0 61.7 Old : 43.0 50.6 63.5 69.2 36.8 49.0 55.0 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 274,586: 10,406 496 7,535 247,271 259,678 265,212 267,709: 9,374 6,877 Old : 274,586: 10,406 496 7,535 247,271 259,678 265,212 267,709: 9,374 6,877 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -9,523: -2,889 -132 1,748 -6,498 -9,278 -7,639 -7,662: -1,884 -1,861 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.2 2.7 90.1 94.6 96.6 97.5: 3.4 2.5 Old : 100.0: 3.8 0.2 2.7 90.1 94.6 96.6 97.5: 3.4 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 4 1 5 45 42 50 47: Old : 58: 4 1 5 45 42 50 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 44.9 53.1 62.0 33.5 41.4 47.0 58.1 Old : 38.0 44.9 53.1 62.0 33.5 41.4 47.0 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 181,662: 20,767 10,924 11,971 135,089 151,616 167,827 174,511: 13,835 7,151 Old : 181,662: 20,767 10,924 11,971 135,089 151,616 167,827 174,511: 13,835 7,151 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -222: 6,958 -1,042 -449 -9,513 -1,260 -3,004 -2,751: 2,782 2,529 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 6.0 6.6 74.4 83.5 92.4 96.1: 7.6 3.9 Old : 100.0: 11.4 6.0 6.6 74.4 83.5 92.4 96.1: 7.6 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 2 2 2 36 34 39 37: Old : 43: 2 2 2 36 34 39 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 54.2 51.1 66.8 29.0 49.4 39.7 56.2 Old : 34.9 54.2 51.1 66.8 29.0 49.4 39.7 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 169,783: 310 5,249 3,887 152,465 145,860 156,662 154,996: 13,121 14,787 Old : 169,783: 310 5,249 3,887 152,465 145,860 156,662 154,996: 13,121 14,787 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -7,249: -2,805 4,209 -2,378 -328 -7,947 -5,511 -6,116: -1,738 -1,133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 3.1 2.3 89.8 85.9 92.3 91.3: 7.7 8.7 Old : 100.0: 0.2 3.1 2.3 89.8 85.9 92.3 91.3: 7.7 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 1 2 2 35 34 38 36: Old : 46: 1 2 2 35 34 38 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 46.6 53.1 65.3 31.3 45.1 51.2 60.5 Old : 32.7 46.6 53.1 65.3 31.3 45.1 51.2 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 182,319: 40,918 5,507 13,241 119,306 148,184 173,465 166,932: 8,854 15,387 Old : 182,319: 40,918 5,507 13,241 119,306 148,184 173,465 166,932: 8,854 15,387 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -11,321: 6,613 -1,511 -3,397 -15,449 -9,302 -12,233 -14,210: 912 2,889 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 3.0 7.3 65.4 81.3 95.1 91.6: 4.9 8.4 Old : 100.0: 22.4 3.0 7.3 65.4 81.3 95.1 91.6: 4.9 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 5 1 5 29 32 35 37: Old : 41: 5 1 5 29 32 35 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 43.3 53.3 59.0 30.2 34.0 43.7 43.7 Old : 35.5 43.3 53.3 59.0 30.2 34.0 43.7 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 53,607: 0 4,184 360 49,478 39,264 49,838 43,808: 3,769 9,799 Old : 53,607: 0 4,184 360 49,478 39,264 49,838 43,808: 3,769 9,799 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -4,289: 0 368 -120 -3,114 -4,478 -3,234 -4,230: -1,055 -59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.8 0.7 92.3 73.2 93.0 81.7: 7.0 18.3 Old : 100.0: 0.0 7.8 0.7 92.3 73.2 93.0 81.7: 7.0 18.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 2 1 24 21 25 23: Old : 30: 0 2 1 24 21 25 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 31.9 65.1 51.2 40.4 25.4 59.3 42.0 Old : 43.9 31.9 65.1 51.2 40.4 25.4 59.3 42.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 3,143,063: 162,663 165,029 1,141,809 1,817,782 1,824,514 3,122,254 3,131,352: 20,809 11,711 Old : 3,143,063: 162,663 165,029 1,141,809 1,817,782 1,824,514 3,122,254 3,131,352: 20,809 11,711 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 62,729: 2,401 -18,021 -9,741 69,179 88,252 61,839 60,490: 890 2,239 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 5.3 36.3 57.8 58.0 99.3 99.6: 0.7 0.4 Old : 100.0: 5.2 5.3 36.3 57.8 58.0 99.3 99.6: 0.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 154: 28 21 43 102 86 149 132: Old : 154: 28 21 43 102 86 149 132: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 42.7 50.0 56.6 8.4 13.4 13.1 17.1 Old : 37.5 42.7 50.0 56.6 8.4 13.4 13.1 17.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 747,514: 147,791 33,559 201,416 393,974 507,460 743,181 742,435: 4,333 5,079 Old : 747,514: 147,791 33,559 201,416 393,974 507,460 743,181 742,435: 4,333 5,079 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 20,381: 4,362 -3,786 15,940 1,913 11,833 22,215 23,987: -1,834 -3,606 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 4.5 26.9 52.7 67.9 99.4 99.3: 0.6 0.7 Old : 100.0: 19.8 4.5 26.9 52.7 67.9 99.4 99.3: 0.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 16 10 23 36 36 61 60: Old : 64: 16 10 23 36 36 61 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 43.3 69.5 62.9 17.0 20.7 25.4 27.7 Old : 53.0 43.3 69.5 62.9 17.0 20.7 25.4 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 43,178: 5,944 1,120 2,220 34,416 39,290 42,580 42,630: 598 548 Old : 43,178: 5,944 1,120 2,220 34,416 39,290 42,580 42,630: 598 548 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 292: -20 0 -40 472 602 412 562: -120 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.8 2.6 5.1 79.7 91.0 98.6 98.7: 1.4 1.3 Old : 100.0: 13.8 2.6 5.1 79.7 91.0 98.6 98.7: 1.4 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 4 6 5 37 36 44 44: Old : 52: 4 6 5 37 36 44 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 44.9 60.3 65.6 37.0 38.5 45.3 51.1 Old : 45.3 44.9 60.3 65.6 37.0 38.5 45.3 51.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS 0F 400 MEGAWATT HOURS) : : : : All : 23,602: 610 655 926 21,984 21,643 23,520 23,224: 82 378 Old : 23,602: 610 655 926 21,984 21,643 23,520 23,224: 82 378 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -1,826: 176 -752 -176 -1,782 -832 -1,782 -1,760: -44 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 2.8 3.9 93.1 91.7 99.7 98.4: 0.3 1.6 Old : 100.0: 2.6 2.8 3.9 93.1 91.7 99.7 98.4: 0.3 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 2 1 19 20 20 23: Old : 33: 1 2 1 19 20 20 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.7 69.8 85.7 85.2 45.3 53.9 56.2 61.2 Old : 66.7 69.8 85.7 85.2 45.3 53.9 56.2 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS 0F 400 MEGAWATT HOURS) : : : : All : 18,375: 1,348 0 0 16,984 18,375 18,332 18,375: 43 0 Old : 18,375: 1,348 0 0 16,984 18,375 18,332 18,375: 43 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -726: -176 0 0 -550 -726 -726 -726: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 0.0 0.0 92.4 100.0 99.8 100.0: 0.2 0.0 Old : 100.0: 7.3 0.0 0.0 92.4 100.0 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 0 0 16 14 18 14: Old : 24: 2 0 0 16 14 18 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.8 78.5 90.2 94.8 48.2 52.9 58.5 60.4 Old : 76.8 78.5 90.2 94.8 48.2 52.9 58.5 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS 0F 400 MEGAWATT HOURS) : : : : All : 13,414: 0 961 0 13,291 12,453 13,291 13,414: 123 0 Old : 13,414: 0 961 0 13,291 12,453 13,291 13,414: 123 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -748: -252 -242 0 -430 -506 -682 -748: -66 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.2 0.0 99.1 92.8 99.1 100.0: 0.9 0.0 Old : 100.0: 0.0 7.2 0.0 99.1 92.8 99.1 100.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 3 0 12 11 12 14: Old : 20: 0 3 0 12 11 12 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.6 76.4 97.2 93.8 71.7 69.1 80.8 80.4 Old : 84.6 76.4 97.2 93.8 71.7 69.1 80.8 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 20,142: 120 1,116 832 18,928 18,126 19,880 20,074: 262 68 Old : 20,142: 120 1,116 832 18,928 18,126 19,880 20,074: 262 68 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -1,678: -110 -24 -106 -1,426 -1,508 -1,642 -1,638: -36 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 5.5 4.1 94.0 90.0 98.7 99.7: 1.3 0.3 Old : 100.0: 0.6 5.5 4.1 94.0 90.0 98.7 99.7: 1.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 3 1 19 21 21 24: Old : 28: 1 3 1 19 21 21 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 48.1 80.2 73.5 43.5 36.4 56.7 50.1 Old : 62.1 48.1 80.2 73.5 43.5 36.4 56.7 50.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 27,070: 2,570 0 300 22,728 25,778 25,598 26,078: 1,472 992 Old : 27,070: 2,570 0 300 22,728 25,778 25,598 26,078: 1,472 992 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 320: -150 0 0 287 372 137 372: 183 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 0.0 1.1 84.0 95.2 94.6 96.3: 5.4 3.7 Old : 100.0: 9.5 0.0 1.1 84.0 95.2 94.6 96.3: 5.4 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 0 1 24 22 25 23: Old : 30: 1 0 1 24 22 25 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 48.2 67.5 74.4 29.2 41.4 41.6 54.6 Old : 44.8 48.2 67.5 74.4 29.2 41.4 41.6 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 26,444: 0 1,208 1,640 24,214 23,456 25,854 26,304: 590 140 Old : 26,444: 0 1,208 1,640 24,214 23,456 25,854 26,304: 590 140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -1,310: 0 -60 -160 -1,130 -1,130 -1,290 -1,350: -20 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.6 6.2 91.6 88.7 97.8 99.5: 2.2 0.5 Old : 100.0: 0.0 4.6 6.2 91.6 88.7 97.8 99.5: 2.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 2 1 18 12 19 14: Old : 23: 0 2 1 18 12 19 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 61.9 80.4 86.9 38.9 49.0 50.6 60.0 Old : 60.6 61.9 80.4 86.9 38.9 49.0 50.6 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 13,226: 0 540 632 12,022 11,650 12,654 12,822: 572 404 Old : 13,226: 0 540 632 12,022 11,650 12,654 12,822: 572 404 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -512: -180 16 -16 -284 -364 -480 -364: -32 -148 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.1 4.8 90.9 88.1 95.7 96.9: 4.3 3.1 Old : 100.0: 0.0 4.1 4.8 90.9 88.1 95.7 96.9: 4.3 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 1 15 15 16 16: Old : 20: 0 1 1 15 15 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.5 56.9 83.2 80.1 60.9 49.5 64.4 63.1 Old : 66.5 56.9 83.2 80.1 60.9 49.5 64.4 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 1,160,833: 171,129 175,923 220,872 698,770 685,537 1,090,771 1,082,332: 70,062 78,501 Old : 1,160,833: 171,129 175,923 220,872 698,770 685,537 1,090,771 1,082,332: 70,062 78,501 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 2,221: 8,335 1,818 -3,446 5,760 10,881 10,649 9,253: -8,428 -7,032 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 15.2 19.0 60.2 59.1 94.0 93.2: 6.0 6.8 Old : 100.0: 14.7 15.2 19.0 60.2 59.1 94.0 93.2: 6.0 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 326: 96 109 121 95 96 266 264: Old : 326: 96 109 121 95 96 266 264: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.2 22.2 33.4 30.6 12.6 7.4 16.9 11.8 Old : 22.2 22.2 33.4 30.6 12.6 7.4 16.9 11.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 500 BARRELS) : : : : All : 30,151: 11,903 18,343 920 1,091 2,692 13,914 21,955: 16,237 8,196 Old : 30,151: 11,903 18,343 920 1,091 2,692 13,914 21,955: 16,237 8,196 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 6,595: 3,386 4,377 527 312 1,213 4,225 6,117: 2,370 478 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.5 60.8 3.1 3.6 8.9 46.1 72.8: 53.9 27.2 Old : 100.0: 39.5 60.8 3.1 3.6 8.9 46.1 72.8: 53.9 27.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 13 12 8 3 3 21 18: Old : 30: 13 12 8 3 3 21 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.4 46.6 30.8 61.1 19.4 46.5 30.0 60.8 Old : 19.4 46.6 30.8 61.1 19.4 46.5 30.0 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 33,240: 8,004 5,240 5,992 11,641 13,757 25,637 24,989: 7,603 8,251 Old : 33,240: 8,004 5,240 5,992 11,641 13,757 25,637 24,989: 7,603 8,251 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 1,207: 470 -567 547 -514 -447 503 -467: 704 1,674 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 15.8 18.0 35.0 41.4 77.1 75.2: 22.9 24.8 Old : 100.0: 24.1 15.8 18.0 35.0 41.4 77.1 75.2: 22.9 24.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 8 4 8 10 10 21 19: Old : 23: 8 4 8 10 10 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 40.3 53.6 56.0 30.6 34.4 39.7 41.0 Old : 39.1 40.3 53.6 56.0 30.6 34.4 39.7 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 12,963: 6,258 2,583 50 4,346 10,017 10,654 12,650: 2,309 313 Old : 12,963: 6,258 2,583 50 4,346 10,017 10,654 12,650: 2,309 313 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 256: 455 64 -55 -93 554 307 563: -51 -307 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.3 19.9 0.4 33.5 77.3 82.2 97.6: 17.8 2.4 Old : 100.0: 48.3 19.9 0.4 33.5 77.3 82.2 97.6: 17.8 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 102: 51 9 2 19 25 71 36: Old : 102: 51 9 2 19 25 71 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.0 37.0 45.9 59.3 35.9 37.0 44.8 59.3 Old : 36.0 37.0 45.9 59.3 35.9 37.0 44.8 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 9,085: 4,112 1,548 71 3,060 6,372 7,243 7,991: 1,842 1,094 Old : 9,085: 4,112 1,548 71 3,060 6,372 7,243 7,991: 1,842 1,094 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 1,437: 756 -326 70 617 1,923 1,443 1,667: -6 -230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.3 17.0 0.8 33.7 70.1 79.7 88.0: 20.3 12.0 Old : 100.0: 45.3 17.0 0.8 33.7 70.1 79.7 88.0: 20.3 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 23 9 1 14 19 38 28: Old : 64: 23 9 1 14 19 38 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.2 36.2 37.8 56.4 24.2 36.2 37.8 56.4 Old : 24.2 36.2 37.8 56.4 24.2 36.2 37.8 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 13,261: 887 1,382 454 8,235 8,106 9,576 9,942: 3,685 3,319 Old : 13,261: 887 1,382 454 8,235 8,106 9,576 9,942: 3,685 3,319 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -3,648: -190 -594 105 -3,023 -1,617 -3,108 -2,106: -540 -1,542 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 10.4 3.4 62.1 61.1 72.2 75.0: 27.8 25.0 Old : 100.0: 6.7 10.4 3.4 62.1 61.1 72.2 75.0: 27.8 25.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 6 1 19 12 22 19: Old : 34: 2 6 1 19 12 22 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.0 41.8 43.7 57.7 24.3 31.4 37.6 44.9 Old : 28.0 41.8 43.7 57.7 24.3 31.4 37.6 44.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 112,876: 14,326 11,226 3,616 83,239 86,838 101,181 101,680: 11,695 11,196 Old : 112,876: 14,326 11,226 3,616 83,239 86,838 101,181 101,680: 11,695 11,196 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 7,619: -169 809 1,093 5,435 5,742 6,359 7,644: 1,260 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 9.9 3.2 73.7 76.9 89.6 90.1: 10.4 9.9 Old : 100.0: 12.7 9.9 3.2 73.7 76.9 89.6 90.1: 10.4 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 119: 27 14 12 56 69 87 94: Old : 119: 27 14 12 56 69 87 94: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 16.8 47.4 31.4 28.8 16.1 38.4 28.5 Old : 34.4 16.8 47.4 31.4 28.8 16.1 38.4 28.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2006