NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,490
COMMITMENTS
   1,305    1,528       30    4,554    4,636    5,889    6,194      601      296

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        481)
       0       48       30      351      703      381      781      100     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     23.5      0.5     70.2     71.4     90.7     95.4      9.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        1       19       21       23       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      205,106
COMMITMENTS
  24,966   17,611   26,808  124,065  127,864  175,839  172,283   29,267   32,823

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     12,528)
   3,168    2,842    1,619    6,212    3,913   10,999    8,374    1,529    4,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      8.6     13.1     60.5     62.3     85.7     84.0     14.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      34       29       36       67       77      118      129
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      937,853
COMMITMENTS
 121,290   81,232  361,046  380,624  452,038  862,960  894,316   74,893   43,537

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     21,501)
  15,714    7,590    7,648    7,417   11,531   30,779   26,769   -9,278   -5,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      8.7     38.5     40.6     48.2     92.0     95.4      8.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      57       70       85       95       77      200      189
 
 
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                    Code-023655
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       17,639
COMMITMENTS
   5,396   10,780    1,688    1,201      936    8,285   13,404    9,354    4,235

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        522)
    -301   -1,432      529     -965      518     -737     -385    1,259      907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     61.1      9.6      6.8      5.3     47.0     76.0     53.0     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12        9        6        2        2       16       15
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,699
COMMITMENTS
   3,926    4,044    7,462   54,951   54,144   66,339   65,650    6,360    7,049

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     -2,600)
   2,063        0   -1,758   -3,513     -538   -3,208   -2,296      608     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      5.6     10.3     75.6     74.5     91.3     90.3      8.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       22       22       24       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,131
COMMITMENTS
   9,895      780    1,002   22,688   33,022   33,585   34,804    9,546    8,327

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      1,102)
   1,084      124     -372      294      988    1,006      740       96      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      1.8      2.3     52.6     76.6     77.9     80.7     22.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       16       15       19       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,317
COMMITMENTS
   8,830        0    1,824   95,698  101,548  106,352  103,372    9,965   12,945

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      3,012)
     968        0        0     -550       90      418       90    2,594    2,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      1.6     82.3     87.3     91.4     88.9      8.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       27       28       29       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,113
COMMITMENTS
  11,984        0        0   51,652   59,067   63,636   59,067    8,477   13,046

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -549)
       0        0        0     -642   -2,230     -642   -2,230       93    1,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      0.0      0.0     71.6     81.9     88.2     81.9     11.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       23       18       24       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,381
COMMITMENTS
     866    4,409    7,372   61,534   58,370   69,772   70,151    3,609    3,230

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        251)
      68   -1,053     -180      301    1,360      189      127       62      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      6.0     10.0     83.9     79.5     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       21       18       23       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,502
COMMITMENTS
   1,644      391    6,656   47,445   43,765   55,745   50,812    4,757    9,690

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      3,699)
       0   -2,717      995      795    5,445    1,790    3,723    1,909      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.6     11.0     78.4     72.3     92.1     84.0      7.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       19       21       22       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,352
COMMITMENTS
       0    9,720    6,106   98,178   88,655  104,284  104,481   10,068    9,871

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        170)
       0    2,354   -1,616    1,598     -756      -18      -18      188      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.5      5.3     85.9     77.5     91.2     91.4      8.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        2       34       27       36       29
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,437
COMMITMENTS
       0    6,956      418   26,269   23,565   26,687   30,939    7,750    3,498

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:         92)
       0      178      -56      815      187      759      309     -667     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.2      1.2     76.3     68.4     77.5     89.8     22.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       15       17       16       19
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,973
COMMITMENTS
     169    6,106    3,181   58,221   52,120   61,571   61,407    9,402    9,566

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -309)
       0     -245        0     -344     -216     -344     -461       35      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      8.6      4.5     82.0     73.4     86.8     86.5     13.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       16       15       18       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,242
COMMITMENTS
   6,074      248    3,560   35,390   38,478   45,024   42,286    4,218    6,956

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -127)
      15     -248      428     -752     -640     -309     -460      182      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      0.5      7.2     71.9     78.1     91.4     85.9      8.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       14       16       15       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,352
COMMITMENTS
   5,270        0       62   59,311   70,067   64,643   70,129   11,709    6,223

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      1,425)
       0        0        0      145    1,303      145    1,303    1,280      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      0.1     77.7     91.8     84.7     91.8     15.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       25       25       27       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,048
COMMITMENTS
       0   13,211    4,203   66,229   54,067   70,432   71,481   11,616   10,567

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      2,334)
       0    2,931     -677    3,011       80    2,334    2,334        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.1      5.1     80.7     65.9     85.8     87.1     14.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       23       19       24       21
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,648
COMMITMENTS
       0    1,852    3,702   44,457   49,646   48,159   55,200   14,489    7,448

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      1,626)
       0    1,232      106   -3,145      -44   -3,039    1,294    4,665      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      5.9     71.0     79.2     76.9     88.1     23.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       19       20       20       21
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,914
COMMITMENTS
   1,240    4,568        0   45,846   43,924   47,086   48,492    1,828      422

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:         62)
       0      248        0      124     -608      124     -360      -62      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      9.3      0.0     93.7     89.8     96.3     99.1      3.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        0       11       12       12       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      174,314
COMMITMENTS
       0   17,125   11,372  145,221  138,885  156,593  167,382   17,721    6,932

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -847)
       0    2,699   -2,597      684   -1,313   -1,913   -1,211    1,066      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.8      6.5     83.3     79.7     89.8     96.0     10.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        6        6       37       32       43       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,104
COMMITMENTS
   2,168    5,354    5,489   74,468   71,690   82,125   82,533   10,979   10,571

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -494)
  -4,707    1,304    2,373    1,228   -4,535   -1,106     -858      612      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      5.8      5.9     80.0     77.0     88.2     88.6     11.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       24       21       26       24
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,924
COMMITMENTS
   1,240    5,084        0   70,190   66,568   71,430   71,652      494      272

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     -1,504)
       0      248        0   -1,628   -1,814   -1,628   -1,566      124       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      7.1      0.0     97.6     92.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        0       20       20       21       23
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      271,505
COMMITMENTS
  11,501       72    7,041  243,841  257,785  262,383  264,898    9,122    6,607

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      7,874)
    -676     -981    1,369    9,753   10,126   10,446   10,514   -2,572   -2,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      2.6     89.8     94.9     96.6     97.6      3.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        1        5       47       43       53       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      156,049
COMMITMENTS
   8,937    4,911    7,975  128,530  138,652  145,442  151,538   10,607    4,511

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     14,465)
    -817      748      486   12,743   12,410   12,412   13,644    2,053      821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      3.1      5.1     82.4     88.9     93.2     97.1      6.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        2       38       36       42       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      160,188
COMMITMENTS
       0    3,194    6,608  141,417  141,269  148,025  151,071   12,163    9,117

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      1,691)
       0     -955     -214    1,836    3,068    1,622    1,899       69     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      4.1     88.3     88.2     92.4     94.3      7.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       0        2        1       38       36       39       38
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      177,938
COMMITMENTS
  19,323    4,644   21,380  134,354  142,605  175,057  168,629    2,881    9,309

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     14,217)
   2,188    1,842   -1,489   16,866   14,733   17,565   15,086   -3,348     -869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      2.6     12.0     75.5     80.1     98.4     94.8      1.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        6       34       35       40       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,702
COMMITMENTS
       0    1,474      480   55,322   47,298   55,802   49,252    2,900    9,450

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      4,499)
       0     -240      240    5,765    3,434    6,005    3,434   -1,506    1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.8     94.2     80.6     95.1     83.9      4.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       23       23       24       24
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,109,225
COMMITMENTS
 172,346  169,193  1206293  1711433  1720723  3090072  3096209   19,153   13,016

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     66,794)
 -69,411   74,583   21,799  110,377  -33,688   62,765   62,694    4,029    4,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      5.4     38.8     55.0     55.3     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      29       20       42      107       87      155      131
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      768,654
COMMITMENTS
 166,140  114,437  208,470  392,557  439,298  767,167  762,205    1,487    6,449

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      3,389)
  19,980  -22,867   25,240  -31,654    7,729   13,566   10,102  -10,177   -6,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     14.9     27.1     51.1     57.2     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      22       13       27       33       34       66       63
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       46,390
COMMITMENTS
   8,714      740    3,742   32,526   40,500   44,982   44,982    1,408    1,408

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      1,220)
  -1,260      100      100    1,680      320      520      520      700      700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      1.6      8.1     70.1     87.3     97.0     97.0      3.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        4        7       35       37       44       46
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       28,070
COMMITMENTS
   1,370    2,665      166   26,451   24,901   27,987   27,732       83      338

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      9.5      0.6     94.2     88.7     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        1       22       20       23       25
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,845
COMMITMENTS
   1,684       80        0   17,161   18,765   18,845   18,845        0        0

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.4      0.0     91.1     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       16       15       19       16
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,042
COMMITMENTS
     372    1,423        0   14,401   13,559   14,773   14,982      269       60

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        344)
       0        0        0      344      365      344      365        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      9.5      0.0     95.7     90.1     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       14       11       15       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,884
COMMITMENTS
   3,080    4,084       30   21,514   20,640   24,624   24,754      260      130

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        -40)
       0      -40        0      -40        0      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     16.4      0.1     86.5     82.9     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       19       21       22       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,489
COMMITMENTS
   3,170        0      230   22,683   25,839   26,083   26,069    1,406    1,420

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      1,410)
       0        0        0    1,438    1,252    1,438    1,252      -28      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      0.0      0.8     82.5     94.0     94.9     94.8      5.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       21       22       23       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,360
COMMITMENTS
     680      672      840   23,048   23,848   24,568   25,360      792        0

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      2,390)
    -100      -30      -40    2,248    2,820    2,108    2,750      282     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      2.6      3.3     90.9     94.0     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       16       13       18       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,890
COMMITMENTS
     432        0    1,056   12,064   12,618   13,552   13,674      338      216

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        216)
       0        0        0      210       80      210       80        6      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      7.6     86.9     90.8     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       15       15       18       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,213,940
COMMITMENTS
 177,047  140,027  237,407  730,801  752,627  1145255  1130061   68,685   83,879

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     43,674)
  -1,970    8,327    3,271   30,611   16,944   31,912   28,542   11,762   15,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     11.5     19.6     60.2     62.0     94.3     93.1      5.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      86      118      129       84       94      251      274
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       44,270
COMMITMENTS
  20,452   28,025    2,846        0        0   23,298   30,871   20,972   13,399

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      3,009)
  -3,661    1,324    1,000   -1,174   -1,112   -3,835    1,212    6,844    1,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     63.3      6.4      0.0      0.0     52.6     69.7     47.4     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      21       25       12        0        0       28       30
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,988
COMMITMENTS
   2,786    8,696    6,384   14,015    5,813   23,185   20,893    8,803   11,095

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:        643)
     326     -373     -427      106      287        5     -513      638    1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     27.2     20.0     43.8     18.2     72.5     65.3     27.5     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5       10       12       12        9       25       23
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       11,489
COMMITMENTS
   5,879    2,247       42    3,601    8,855    9,522   11,144    1,967      345

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:         45)
    -576      342       -7      799     -472      216     -137     -171      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2     19.6      0.4     31.3     77.1     82.9     97.0     17.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      51        7        2       17       24       69       32
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,399
COMMITMENTS
   5,647      600      124    1,679    7,528    7,450    8,252    1,949    1,147

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:       -870)
    -243      -45       43     -112   -1,003     -312   -1,005     -558      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.1      6.4      1.3     17.9     80.1     79.3     87.8     20.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      22        4        3        9       23       32       30
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       53,434
COMMITMENTS
   7,028    5,266    2,604   31,950   35,395   41,582   43,265   11,852   10,169

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:     -4,771)
    -435     -617      524   -6,313   -7,167   -6,224   -7,260    1,453    2,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      9.9      4.9     59.8     66.2     77.8     81.0     22.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      28       11       16       44       42       77       65
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/12/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       79,638
COMMITMENTS
  12,411    1,102    6,299   53,832   67,679   72,542   75,080    7,096    4,558

CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST:      6,752)
     691      331      160    3,954    5,005    4,805    5,496    1,947    1,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      1.4      7.9     67.6     85.0     91.1     94.3      8.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      18        5       14       47       56       71       71
 

Updated September 15, 2006