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