GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,989 COMMITMENTS 100 50 0 3,652 3,889 3,752 3,939 237 50 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -525) 0 0 0 -525 -550 -525 -550 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 1.3 0.0 91.6 97.5 94.1 98.7 5.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 18 16 19 17 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,618 COMMITMENTS 353 100 475 7,407 7,725 8,235 8,300 383 318 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -30) 45 0 0 -75 -10 -30 -10 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 1.2 5.5 85.9 89.6 95.6 96.3 4.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 2 25 27 29 29 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,038 COMMITMENTS 0 0 0 2,295 2,219 2,295 2,219 743 819 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 240) 0 0 0 175 185 175 185 65 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 75.5 73.0 75.5 73.0 24.5 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 20 19 20 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 253,702 COMMITMENTS 22,272 28,966 42,348 154,207 148,030 218,827 219,343 34,875 34,359 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -12,090) -390 -310 -9,920 -1,097 -949 -11,407 -11,178 -683 -912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 11.4 16.7 60.8 58.3 86.3 86.5 13.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 27 43 43 69 72 125 135 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,297,098 COMMITMENTS 115,506 87,757 582,626 537,968 585,905 1236101 1256289 60,997 40,809 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -68,200) 396 -3,256 -33,258 -31,094 -31,230 -63,957 -67,745 -4,243 -455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 6.8 44.9 41.5 45.2 95.3 96.9 4.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 64 63 92 84 80 198 190 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 89,366 COMMITMENTS 5,712 0 6,405 67,647 73,339 79,764 79,744 9,602 9,622 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -130) -360 0 112 180 -242 -68 -130 -62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.0 7.2 75.7 82.1 89.3 89.2 10.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 2 19 25 21 27 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,588 COMMITMENTS 7,640 0 544 23,929 34,165 32,113 34,709 12,475 9,879 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 54) -590 0 30 338 -85 -222 -55 276 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 0.0 1.2 53.7 76.6 72.0 77.8 28.0 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 20 19 22 20 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 133,699 COMMITMENTS 8,148 12,709 2,190 115,514 109,501 125,852 124,400 7,847 9,299 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,125) 0 0 0 3,125 2,405 3,125 2,405 0 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 9.5 1.6 86.4 81.9 94.1 93.0 5.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 1 2 26 30 29 33 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,494 COMMITMENTS 17,422 23,433 0 39,117 32,933 56,539 56,366 12,955 13,128 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 374) 0 0 0 -365 26 -365 26 739 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 33.7 0.0 56.3 47.4 81.4 81.1 18.6 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 15 14 17 15 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 73,097 COMMITMENTS 0 4,442 5,770 63,726 58,400 69,496 68,612 3,601 4,485 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 256) 0 454 -690 1,126 740 436 504 -180 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.1 7.9 87.2 79.9 95.1 93.9 4.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 3 20 20 23 23 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,544 COMMITMENTS 4,431 174 5,346 51,331 51,580 61,108 57,100 5,436 9,444 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 548) 476 25 -445 250 844 281 424 267 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 0.3 8.0 77.1 77.5 91.8 85.8 8.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 4 19 20 24 24 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 106,100 COMMITMENTS 5,779 4,767 4,667 87,858 84,964 98,304 94,398 7,796 11,702 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,931) -453 361 275 3,621 2,013 3,443 2,649 488 1,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 4.5 4.4 82.8 80.1 92.7 89.0 7.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 4 27 24 31 28 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,386 COMMITMENTS 0 5,731 1,555 57,902 54,784 59,457 62,070 11,929 9,316 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 453) 0 -955 186 286 1,610 472 841 -19 -388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.0 2.2 81.1 76.7 83.3 86.9 16.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 18 17 19 18 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,504 COMMITMENTS 13,203 242 1,786 42,869 58,754 57,858 60,782 8,646 5,722 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -310) 124 0 0 -310 -248 -186 -248 -124 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 0.4 2.7 64.5 88.3 87.0 91.4 13.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 21 23 24 25 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 87,543 COMMITMENTS 2,072 11,402 2,539 68,153 65,416 72,764 79,357 14,779 8,186 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,314) 1,848 1,980 -836 2,630 1,755 3,642 2,899 -328 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 13.0 2.9 77.9 74.7 83.1 90.6 16.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 1 23 21 26 24 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,306 COMMITMENTS 2,137 1,977 1,984 39,876 54,597 43,997 58,558 19,309 4,748 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 265) 2,137 594 -370 943 988 2,710 1,212 -2,445 -947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 3.1 3.1 63.0 86.2 69.5 92.5 30.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 18 21 20 23 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 42,806 COMMITMENTS 868 2,344 0 39,885 37,184 40,753 39,528 2,053 3,278 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 5.5 0.0 93.2 86.9 95.2 92.3 4.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 0 16 13 18 16 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 195,927 COMMITMENTS 5,028 16,969 30,251 144,832 141,112 180,111 188,332 15,816 7,595 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 1,688) -897 236 14 3,058 1,374 2,175 1,624 -487 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 8.7 15.4 73.9 72.0 91.9 96.1 8.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 4 6 38 32 44 39 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 89,887 COMMITMENTS 3,864 1,713 3,816 73,024 70,751 80,704 76,280 9,183 13,607 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 1,333) 1,567 -456 -120 311 1,816 1,758 1,240 -425 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 1.9 4.2 81.2 78.7 89.8 84.9 10.2 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 3 25 20 28 23 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,173 COMMITMENTS 868 1,736 0 62,159 55,048 63,027 56,784 2,146 8,389 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,882) -1,674 1,116 0 6,408 1,347 4,734 2,463 -852 1,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.7 0.0 95.4 84.5 96.7 87.1 3.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 0 17 20 19 23 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 289,744 COMMITMENTS 9,472 10,966 7,658 261,236 263,927 278,366 282,551 11,378 7,193 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 635) 2,290 339 -353 -1,264 458 673 444 -38 191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 3.8 2.6 90.2 91.1 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 2 7 43 44 50 51 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 181,241 COMMITMENTS 19,269 4,634 17,212 132,947 154,297 169,428 176,143 11,813 5,098 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 799) -4,383 -2,279 2,779 1,490 523 -114 1,023 913 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 2.6 9.5 73.4 85.1 93.5 97.2 6.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 4 4 36 34 41 39 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 178,855 COMMITMENTS 2,722 3,072 6,796 153,978 152,338 163,496 162,206 15,359 16,649 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -209) -1,384 -2,081 1,596 -33 633 179 148 -388 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 1.7 3.8 86.1 85.2 91.4 90.7 8.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 3 3 36 37 40 41 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,196 COMMITMENTS 0 3,388 2,402 32,327 20,938 34,729 26,728 9,467 17,468 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -508) 0 -763 0 -1,064 -275 -1,064 -1,038 556 530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.7 5.4 73.1 47.4 78.6 60.5 21.4 39.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 2 14 13 16 16 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 212,953 COMMITMENTS 54,470 13,879 13,146 130,127 170,054 197,743 197,079 15,210 15,874 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 6,308) 2,774 70 1,442 428 4,305 4,644 5,817 1,664 491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 6.5 6.2 61.1 79.9 92.9 92.5 7.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 3 4 33 34 41 39 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,418 COMMITMENTS 0 4,611 2,290 50,751 41,627 53,041 48,528 4,377 8,890 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 510) 0 0 0 -98 324 -98 324 608 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.0 4.0 88.4 72.5 92.4 84.5 7.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 2 23 20 25 23 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,182,537 COMMITMENTS 155,472 189,003 1143660 1852798 1827365 3151930 3160028 30,607 22,509 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -616) -6,565 42,725 -30,112 33,490 -18,675 -3,187 -6,062 2,571 5,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 5.9 35.9 58.2 57.4 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 28 25 47 114 94 166 144 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 743,196 COMMITMENTS 133,809 48,342 205,350 400,433 484,381 739,592 738,073 3,604 5,123 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -65,586) -43,067 -17,754 -8,577 -14,446 -38,968 -66,090 -65,299 504 -287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 6.5 27.6 53.9 65.2 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 18 10 20 34 34 59 57 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 80,829 COMMITMENTS 6,241 1,483 5,588 68,305 73,075 80,134 80,147 694 682 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 916) -107 -111 88 917 913 898 891 17 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 1.8 6.9 84.5 90.4 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 7 9 39 36 51 46 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,816 COMMITMENTS 774 655 926 22,034 21,857 23,734 23,438 82 378 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 88) 0 0 0 88 88 88 88 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 2.8 3.9 92.5 91.8 99.7 98.4 0.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 18 20 20 23 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,463 COMMITMENTS 1,348 0 0 17,072 18,463 18,420 18,463 43 0 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.0 0.0 92.5 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 16 14 18 14 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,542 COMMITMENTS 0 961 0 13,419 12,581 13,419 13,542 123 0 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 128) 0 0 0 128 128 128 128 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 0.0 99.1 92.9 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 0 12 11 12 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,464 COMMITMENTS 120 1,196 832 19,260 18,368 20,212 20,396 252 68 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -10 0 -10 0 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 5.8 4.1 94.1 89.8 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 1 19 21 21 24 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,756 COMMITMENTS 1,450 0 130 12,582 13,838 14,162 13,968 594 788 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 0.0 0.9 85.3 93.8 96.0 94.7 4.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 16 13 18 15 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,360 COMMITMENTS 2,330 906 300 23,308 25,162 25,938 26,368 1,422 992 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -38) 0 0 0 -38 -38 -38 -38 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 3.3 1.1 85.2 92.0 94.8 96.4 5.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 24 21 25 23 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,126 COMMITMENTS 680 982 1,880 23,828 24,092 26,388 26,954 738 172 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -2) 0 14 0 -50 -64 -50 -50 48 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 3.6 6.9 87.8 88.8 97.3 99.4 2.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 17 15 20 17 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,408 COMMITMENTS 0 580 632 12,100 11,754 12,732 12,966 676 442 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 10) 0 0 0 2 -8 2 -8 8 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 4.7 90.2 87.7 95.0 96.7 5.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 15 15 16 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,887,299 COMMITMENTS 184,356 135,734 560,981 1076714 1114894 1822051 1811609 65,249 75,691 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 33,287) 6,466 -856 17,096 15,492 14,680 39,053 30,920 -5,766 2,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 7.2 29.7 57.1 59.1 96.5 96.0 3.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 112 118 149 92 99 287 300 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,884 COMMITMENTS 3,511 7,060 2,684 13,791 8,861 19,986 18,605 6,898 8,279 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 39) -207 7 -5 14 -99 -198 -97 237 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 26.3 10.0 51.3 33.0 74.3 69.2 25.7 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 2 7 12 10 20 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,506 COMMITMENTS 4,717 2,226 399 3,996 8,361 9,112 10,986 2,394 520 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -1,126) -420 36 -655 -373 -492 -1,448 -1,111 322 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 19.3 3.5 34.7 72.7 79.2 95.5 20.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 51 7 3 20 23 74 32 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,099 COMMITMENTS 3,315 891 125 1,922 6,148 5,362 7,164 2,737 935 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 519) -327 87 125 158 517 -44 729 563 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 11.0 1.5 23.7 75.9 66.2 88.5 33.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 19 5 2 11 20 32 26 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,053 COMMITMENTS 791 274 236 4,248 4,667 5,275 5,178 1,778 1,875 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -3,476) 155 -250 -955 -1,452 -1,279 -2,253 -2,484 -1,223 -992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 3.9 3.4 60.2 66.2 74.8 73.4 25.2 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 11 12 14 15 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 128,887 COMMITMENTS 18,827 9,809 6,415 91,047 101,638 116,289 117,862 12,598 11,025 CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -2,400) 260 1,041 -169 -2,148 -1,330 -2,057 -458 -342 -1,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 7.6 5.0 70.6 78.9 90.2 91.4 9.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 29 21 17 68 76 109 103
Updated December 1, 2006