GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,604
COMMITMENTS
       0        0       25    3,261    3,579    3,286    3,604      318        0

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.7     90.5     99.3     91.2    100.0      8.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        1       16       17       17       18
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,746
COMMITMENTS
     224      150      486    6,393    6,606    7,103    7,242      643      504

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        720)
       0        0        0      770      675      770      675      -50       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.9      6.3     82.5     85.3     91.7     93.5      8.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       25       24       29       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      248,552
COMMITMENTS
  20,263   27,726   42,007  151,183  143,508  213,453  213,241   35,099   35,311

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -1,465)
     617     -572   -3,276      243    4,502   -2,416      655      951   -2,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     11.2     16.9     60.8     57.7     85.9     85.8     14.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      25       37       37       66       72      116      126
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,370,437
COMMITMENTS
 119,762   77,984  634,832  534,520  610,472  1289114  1323288   81,322   47,149

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     34,485)
  -3,581    2,241   19,458   15,960   10,927   31,836   32,625    2,649    1,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      5.7     46.3     39.0     44.5     94.1     96.6      5.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      53       72       89       92       83      198      195
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,508
COMMITMENTS
   4,073      676    8,164   60,972   61,075   73,209   69,915    8,299   11,593

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      5,153)
   1,606        0     -740    5,437    4,853    6,303    4,113   -1,150    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.8     10.0     74.8     74.9     89.8     85.8     10.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       18       22       20       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,086
COMMITMENTS
   9,898        0    1,395   21,291   32,378   32,584   33,773   11,502   10,313

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,233)
    -841        0      768    3,185       93    3,112      861   -1,879      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      0.0      3.2     48.3     73.4     73.9     76.6     26.1     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       14       13       16       15
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,669
COMMITMENTS
   6,762        0    1,824  101,734  112,792  110,320  114,616   11,349    7,053

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,849)
    -604        0        0      363    2,965     -241    2,965    2,090   -1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      1.5     83.6     92.7     90.7     94.2      9.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       25       27       27       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,666
COMMITMENTS
  18,064        0        0   40,516   54,585   58,580   54,585   10,086   14,081

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:         66)
       0        0        0     -362      357     -362      357      428     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      0.0      0.0     59.0     79.5     85.3     79.5     14.7     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       13       12       15       12
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,669
COMMITMENTS
       0    4,689    6,140   60,567   55,378   66,707   66,207    3,962    4,462

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,038)
       0      134        0      947    1,669      947    1,803       91     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.6      8.7     85.7     78.4     94.4     93.7      5.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       18       19       20       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,243
COMMITMENTS
   1,613      497    4,776   49,507   47,443   55,896   52,716    6,347    9,527

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      2,271)
       0      253   -1,856    4,037    3,690    2,181    2,087       90      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.8      7.7     79.5     76.2     89.8     84.7     10.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       17       18       20       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,131
COMMITMENTS
   3,169    7,845    2,448   95,706   89,717  101,323  100,010    8,808   10,121

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,390)
       0      772   -1,021    1,983    2,265      962    2,016      428     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      7.1      2.2     86.9     81.5     92.0     90.8      8.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       26       25       28       27
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       29,948
COMMITMENTS
       0    6,951      110   20,791   19,800   20,901   26,861    9,047    3,087

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     23.2      0.4     69.4     66.1     69.8     89.7     30.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       11       15       12       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,708
COMMITMENTS
       0      182      674   55,663   60,347   56,337   61,203   10,371    5,505

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      2,054)
       0        0        0    2,210    1,480    2,210    1,480     -156      574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      1.0     83.4     90.5     84.5     91.7     15.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       23       23       24       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,046
COMMITMENTS
       0   11,154    4,047   55,645   51,517   59,692   66,718   16,354    9,328

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,849)
       0   -2,276      985    2,957    2,654    3,942    1,363   -2,093      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.7      5.3     73.2     67.7     78.5     87.7     21.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       21       17       23       19
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,284
COMMITMENTS
      57      372    4,005   41,901   52,873   45,963   57,250   18,321    7,034

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      2,647)
  -1,014        0      650    2,759    4,468    2,395    5,118      252   -2,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.6      6.2     65.2     82.2     71.5     89.1     28.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       15       19       16       21
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      177,239
COMMITMENTS
     670   14,796    9,350  149,103  144,496  159,123  168,642   18,116    8,597

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      5,720)
      18    1,057      -20    6,503    5,845    6,501    6,882     -781   -1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      8.3      5.3     84.1     81.5     89.8     95.1     10.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        5       34       30       39       35
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,538
COMMITMENTS
     982        0    3,501   75,784   71,221   80,267   74,722   10,271   15,816

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      2,275)
     982   -6,182    2,065      425    5,871    3,472    1,754   -1,197      521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      3.9     83.7     78.7     88.7     82.5     11.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       23       19       24       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      265,169
COMMITMENTS
   5,958      620    5,839  240,811  250,146  252,608  256,605   12,561    8,564

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      9,236)
  -1,386        0      470   10,702    8,282    9,786    8,752     -550      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.2      2.2     90.8     94.3     95.3     96.8      4.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        1        4       43       39       47       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      170,393
COMMITMENTS
  12,409   13,619    8,743  138,075  143,545  159,227  165,907   11,166    4,486

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      3,792)
     872     -961    1,310    3,117    3,138    5,299    3,487   -1,507      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      8.0      5.1     81.0     84.2     93.4     97.4      6.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        3       38       34       41       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      173,625
COMMITMENTS
       0    3,182    5,569  155,025  148,246  160,594  156,997   13,031   16,628

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      3,385)
       0   -1,586     -507    3,054    4,144    2,547    2,051      838    1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      3.2     89.3     85.4     92.5     90.4      7.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        1       34       32       35       34
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,720
COMMITMENTS
       0    6,803    2,245   36,658   21,464   38,903   30,512    6,817   15,208

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:       -118)
       0      366     -118        0     -378     -118     -130        0       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.9      4.9     80.2     46.9     85.1     66.7     14.9     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       15       16       17       18
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      175,056
COMMITMENTS
  31,558    7,070   12,439  122,188  142,538  166,185  162,047    8,871   13,009

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      5,726)
   5,191    1,578     -786    1,429    8,334    5,834    9,126     -108   -3,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      4.0      7.1     69.8     81.4     94.9     92.6      5.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        1        5       32       35       37       40
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,079
COMMITMENTS
       0    3,574      240   53,363   46,131   53,603   49,945    4,476    8,134

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,062)
       0    1,382     -240    1,081      362      841    1,504      221     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.2      0.4     91.9     79.4     92.3     86.0      7.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       23       24       24       26
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,191,136
COMMITMENTS
 163,449  215,376  1219893  1782507  1738397  3165849  3173666   25,287   17,470

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      7,165)
   7,191   11,513  -14,463   12,941    9,234    5,669    6,284    1,496      881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      6.7     38.2     55.9     54.5     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      28       19       43      104       90      150      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      756,879
COMMITMENTS
 168,288   47,440  193,648  392,869  511,527  754,805  752,615    2,074    4,264

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     13,014)
  -4,347   -6,961    8,556    8,586   11,209   12,795   12,804      219      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      6.3     25.6     51.9     67.6     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       13       23       38       39       66       66
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       76,668
COMMITMENTS
   8,253      696    4,893   62,391   70,175   75,537   75,764    1,131      904

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,155)
      68     -150      -32      871    1,306      908    1,124      248       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.9      6.4     81.4     91.5     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        4        9       37       36       48       45
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       25,428
COMMITMENTS
     434    1,959    1,102   23,703   21,923   25,239   24,984      189      444

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        636)
       0      510        0      510        0      510      510      126      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      7.7      4.3     93.2     86.2     99.3     98.3      0.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        1       21       20       22       24
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,013
COMMITMENTS
   1,524        0        0   17,446   19,013   18,970   19,013       43        0

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:       -128)
       0        0        0     -128     -128     -128     -128        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       16       14       18       14
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,162
COMMITMENTS
     252    1,203        0   13,721   12,959   13,973   14,162      189        0

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0       11       11       12       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       22,016
COMMITMENTS
     230    1,140      938   20,552   19,830   21,720   21,908      296      108

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:       -240)
      50     -310       50     -320       20     -220     -240      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      5.2      4.3     93.4     90.1     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       20       21       24       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,688
COMMITMENTS
   2,800        0      300   21,943   25,340   25,043   25,640    1,645    1,048

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        -46)
     -80        0        0     -394      -58     -474      -58      428       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      0.0      1.1     82.2     94.9     93.8     96.1      6.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       22       22       24       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,294
COMMITMENTS
     140    1,608    1,260   25,614   24,326   27,014   27,194      280      100

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        518)
     -40      960        0      558     -442      518      518        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      5.9      4.6     93.8     89.1     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       18       12       20       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,900
COMMITMENTS
     256        0    1,052   12,060   12,296   13,368   13,348      532      552

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      7.6     86.8     88.5     96.2     96.0      3.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       14       15       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,003,402
COMMITMENTS
 163,356  123,428  610,171  1154218  1180015  1927745  1913614   75,657   89,789

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:   -104,677)
 -10,802  -10,924  -68,235  -25,914  -23,995 -104,951 -103,154      274   -1,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      6.2     30.5     57.6     58.9     96.2     95.5      3.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
     109      102      152       95      101      282      290
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       35,752
COMMITMENTS
  18,036   23,519    1,175      386    1,561   19,597   26,255   16,155    9,497

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -9,915)
 -11,853   -8,373   -1,254     -126   -1,106  -13,233  -10,733    3,318      818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.4     65.8      3.3      1.1      4.4     54.8     73.4     45.2     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      18       14        8        1        2       22       21
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,807
COMMITMENTS
   3,852    7,064    6,880   11,261    6,312   21,993   20,256    7,814    9,551

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      1,133)
     855       11      420     -250       73    1,025      504      108      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     23.7     23.1     37.8     21.2     73.8     68.0     26.2     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        8        9       10        8       23       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       11,498
COMMITMENTS
   5,194    2,404      120    4,272    8,423    9,586   10,947    1,912      551

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:       -183)
       7       36      120      -82       -9       45      147     -228     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.2     20.9      1.0     37.2     73.3     83.4     95.2     16.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      40       13        3       17       23       59       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,288
COMMITMENTS
   3,320    1,572        2    2,250    4,498    5,572    6,072    1,716    1,216

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:        320)
     -92      -71        2      405      392      315      323        5       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6     21.6      0.0     30.9     61.7     76.5     83.3     23.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18        6        1       11       20       30       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       31,242
COMMITMENTS
   1,145    5,032    2,683   19,645   15,840   23,473   23,555    7,769    7,687

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:     -2,288)
    -418      587      251   -2,816   -2,829   -2,983   -1,992      694     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     16.1      8.6     62.9     50.7     75.1     75.4     24.9     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8       10        5       30       31       40       44
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      104,225
COMMITMENTS
  10,595    4,218    5,812   77,467   85,277   93,874   95,307   10,351    8,918

CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST:      5,566)
   1,075    1,241      -62    6,316    6,132    7,329    7,311   -1,763   -1,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      4.0      5.6     74.3     81.8     90.1     91.4      9.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      24        9       10       53       64       80       83
 

Updated October 20, 2006