GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,026
COMMITMENTS
      25        0        0    3,552    4,026    3,577    4,026      449        0

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        -22)
       0        0        0     -200      228     -200      228      178     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     88.2    100.0     88.8    100.0     11.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       17       15       17
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,650
COMMITMENTS
   1,359    1,180       36    5,512    5,996    6,907    7,212      743      438

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        760)
       0        0        0      710      710      710      710       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     15.4      0.5     72.1     78.4     90.3     94.3      9.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        1       23       24       27       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      217,580
COMMITMENTS
  21,888   22,137   34,290  132,501  128,154  188,679  184,581   28,901   32,999

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      1,780)
     196    1,539    1,229    1,022      292    2,447    3,060     -667   -1,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     10.2     15.8     60.9     58.9     86.7     84.8     13.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      29       35       41       64       70      118      129
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      945,956
COMMITMENTS
 139,249   99,014  343,500  387,733  461,442  870,482  903,956   75,474   42,000

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -3,842)
  23,500   16,182  -24,251   -5,436    4,215   -6,187   -3,854    2,345       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     10.5     36.3     41.0     48.8     92.0     95.6      8.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      52       70       76       93       78      192      180
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,268
COMMITMENTS
   1,760    1,079    9,104   59,961   57,408   70,825   67,591    6,443    9,677

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:       -195)
  -3,866   -2,053    1,470    4,149     -226    1,753     -809   -1,948      614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.4     11.8     77.6     74.3     91.7     87.5      8.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       24       23       26       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,947
COMMITMENTS
   7,922        0    2,759   25,908   37,279   36,589   40,038   11,358    7,909

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      1,778)
  -2,040     -780    1,567    1,438    1,409      965    2,196      813     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      0.0      5.8     54.0     77.8     76.3     83.5     23.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        2       18       16       21       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,432
COMMITMENTS
   9,132        0    1,824  101,866  107,225  112,822  109,049    6,610   10,383

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      4,190)
       0        0        0    4,531    3,557    4,531    3,557     -341      633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      1.5     85.3     89.8     94.5     91.3      5.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       25       28       27       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,026
COMMITMENTS
  18,064        0        0   50,705   63,051   68,769   63,051    7,257   12,975

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        -93)
       0        0        0      480     -271      480     -271     -573      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      0.0      0.0     66.7     82.9     90.5     82.9      9.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       24       18       26       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,530
COMMITMENTS
     438    5,149    7,274   63,732   58,844   71,444   71,267    3,086    3,263

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        951)
     428     -730      728      651    1,255    1,807    1,253     -856     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      6.9      9.8     85.5     79.0     95.9     95.6      4.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       21       20       24       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,160
COMMITMENTS
   1,582    1,749    6,298   48,596   45,627   56,476   53,674    7,684   10,486

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      3,431)
    -435    1,749     -225    2,992    1,544    2,332    3,068    1,099      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.7      9.8     75.7     71.1     88.0     83.7     12.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       19       22       22       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      115,415
COMMITMENTS
   3,231    9,416    4,383  101,235   91,887  108,849  105,686    6,566    9,729

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -1,928)
     -60      669   -2,180    1,504   -1,160     -736   -2,671   -1,192      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      8.2      3.8     87.7     79.6     94.3     91.6      5.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        3       33       28       36       31
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365J
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,004
COMMITMENTS
       0    7,107      340   26,887   23,906   27,227   31,353    7,777    3,651

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:         62)
       0        0        0      186      -29      186      -29     -124       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.3      1.0     76.8     68.3     77.8     89.6     22.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       15       16       16       18
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,790
COMMITMENTS
       0    3,710    2,238   57,707   55,320   59,945   61,268   10,845    9,522

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:       -548)
     -14       30     -186   -1,410   -1,329   -1,610   -1,485    1,062      937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      3.2     81.5     78.1     84.7     86.5     15.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       16       17       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,287
COMMITMENTS
   2,222      248    3,276   41,235   40,575   46,733   44,099    3,554    6,188

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        518)
    -966        0      546      877      154      457      700       61     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.5      6.5     82.0     80.7     92.9     87.7      7.1     12.3

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 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,929
COMMITMENTS
   1,240      372      372   62,246   68,373   63,858   69,117   12,071    6,812

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -1,520)
  -4,030      372      310    2,148   -2,495   -1,572   -1,813       52      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.5      0.5     82.0     90.0     84.1     91.0     15.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       26       25       28       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,525
COMMITMENTS
       0   14,631    3,418   64,260   53,749   67,678   71,798   14,847   10,727

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:       -927)
       0     -471      154   -2,020     -160   -1,866     -477      939     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.7      4.1     77.9     65.1     82.0     87.0     18.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       24       20       25       22
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,106
COMMITMENTS
     911      372    4,210   44,162   51,469   49,283   56,051   15,823    9,055

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      1,591)
     552        0     -111      960      379    1,401      268      190    1,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.6      6.5     67.8     79.1     75.7     86.1     24.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       21       21       22       23
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,021
COMMITMENTS
   3,988    1,612      848   48,806   52,220   53,642   54,680    1,379      341

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      5,053)
   2,748   -1,840      848    1,968    6,622    5,564    5,630     -511     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      2.9      1.5     88.7     94.9     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        1       14       20       18       24
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      183,493
COMMITMENTS
     132   13,927   14,021  151,361  146,970  165,514  174,918   17,979    8,575

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      4,792)
       0      944     -854    5,360    4,000    4,506    4,090      286      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      7.6      7.6     82.5     80.1     90.2     95.3      9.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        5        6       38       33       44       39
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,118
COMMITMENTS
   2,230    9,920    2,112   83,109   72,753   87,451   84,785    9,667   12,333

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        286)
      62     -947   -1,300    3,905    2,353    2,667      106   -2,381      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     10.2      2.2     85.6     74.9     90.0     87.3     10.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       27       22       29       25
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,467
COMMITMENTS
   5,456    2,170        0   68,641   70,258   74,097   72,428      370    2,039

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      1,303)
   4,216   -1,798        0   -1,317    1,768    2,899      -30   -1,596    1,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      2.9      0.0     92.2     94.3     99.5     97.3      0.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        0       20       24       24       27
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      280,543
COMMITMENTS
  10,431       72    6,711  254,775  264,873  271,917  271,656    8,626    8,887

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      1,827)
  -5,004        0    2,368    7,980   -1,298    5,344    1,070   -3,517      757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      2.4     90.8     94.4     96.9     96.8      3.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        1        5       49       44       55       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      168,459
COMMITMENTS
   9,674   10,159    9,026  138,833  145,626  157,533  164,811   10,926    3,648

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      8,104)
  -3,784    4,654      -27   10,101    1,869    6,290    6,496    1,814    1,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      6.0      5.4     82.4     86.4     93.5     97.8      6.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        4       40       36       44       42
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      175,298
COMMITMENTS
       0    5,258    6,405  160,502  152,717  166,907  164,380    8,391   10,918

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      2,876)
  -1,326    4,037   -1,024    4,302     -145    1,952    2,868      924        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      3.7     91.6     87.1     95.2     93.8      4.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       0        2        1       40       38       41       40
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,874
COMMITMENTS
       0    7,477    1,928   38,124   23,064   40,052   32,469    6,822   14,405

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.0      4.1     81.3     49.2     85.4     69.3     14.6     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       16       16       17       18
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      188,501
COMMITMENTS
  29,286    6,369   16,259  137,022  152,782  182,567  175,410    5,934   13,091

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     13,625)
  11,986     -711   -2,401    2,603   13,681   12,188   10,569    1,437    3,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      3.4      8.6     72.7     81.1     96.9     93.1      3.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        7       37       37       44       44
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,287
COMMITMENTS
       0    1,534      480   57,887   49,344   58,367   51,358    1,920    8,929

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        755)
       0        0        0      879      755      879      755     -124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.8     96.0     81.8     96.8     85.2      3.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       24       25       25       26
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,433,378
COMMITMENTS
 154,904  168,261  1350508  1905439  1896256  3410851  3415025   22,527   18,353

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     26,297)
  -3,132   -1,139   -9,001   40,277   35,761   28,144   25,621   -1,847      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      4.9     39.3     55.5     55.2     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      32       23       47      115       93      168      142
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,088,613
COMMITMENTS
 424,822  368,970  210,408  449,992  497,416  1085222  1076794    3,391   11,819

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:    108,838)
  90,014   66,670    2,361   15,787   32,257  108,162  101,288      676    7,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     33.9     19.3     41.3     45.7     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       12       26       36       36       70       66
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       47,079
COMMITMENTS
   8,114    1,200    3,722   34,445   41,379   46,281   46,301      798      778

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        554)
      60      440     -320      784      424      524      544       30       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      2.5      7.9     73.2     87.9     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        6        7       36       35       45       44
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       28,158
COMMITMENTS
   1,370    2,665      166   26,539   24,989   28,075   27,820       83      338

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:         88)
       0        0        0       88       88       88       88        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      9.5      0.6     94.3     88.7     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        1       22       21       23       26
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,355
COMMITMENTS
   1,684       80        0   17,628   19,275   19,312   19,355       43        0

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.4      0.0     91.1     99.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       17       15       20       16
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| 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 09/19/06 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       24,670
COMMITMENTS
   2,840    4,084       30   21,508   20,432   24,378   24,546      292      124

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:       -174)
    -240        0        0       54     -168     -186     -168       12       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     16.6      0.1     87.2     82.8     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       20       22       23       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,891
COMMITMENTS
   3,130        0      230   22,331   25,311   25,691   25,541    1,200    1,350

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:       -788)
       0        0        0     -562     -778     -562     -778     -226      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      0.0      0.9     83.0     94.1     95.5     95.0      4.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       23       24       25       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,880
COMMITMENTS
     240      672    1,280   24,392   24,828   25,912   26,780      968      100

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -1,400)
       0        0        0   -1,352   -1,400   -1,352   -1,400      -48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.5      4.8     90.7     92.4     96.4     99.6      3.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       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 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,762
COMMITMENTS
     412        0    1,076   11,874   12,422   13,362   13,498      400      264

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        -28)
     -20        0        0      -76     -172      -96     -172       68      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      7.8     86.3     90.3     97.1     98.1      2.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       15       16       18       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,148,838
COMMITMENTS
 166,460  152,775  229,433  693,367  690,611  1089260  1072819   59,578   76,019

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:    -28,571)
   4,925   13,738       72  -24,125  -28,798  -19,128  -14,988   -9,443  -13,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     13.3     20.0     60.4     60.1     94.8     93.4      5.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      81      117      122       85       90      247      261
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       43,554
COMMITMENTS
  27,827   33,792    1,036      907      171   29,770   34,999   13,784    8,555

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -8,709)
     359    9,621   -1,365      126     -933     -880    7,323   -7,829  -16,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.9     77.6      2.4      2.1      0.4     68.4     80.4     31.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      23       27       10        2        1       30       33
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,226
COMMITMENTS
   2,304    6,471    4,240   10,511    3,933   17,055   14,644    8,171   10,582

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:       -346)
     -27     -554      -27   -1,046   -1,264   -1,100   -1,845      754    1,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     25.7     16.8     41.7     15.6     67.6     58.1     32.4     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        7        7        9        7       19       15
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       10,884
COMMITMENTS
   4,839    1,873      100    4,149    8,452    9,088   10,425    1,796      459

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:         61)
    -272     -508       98      278      437      104       27      -43       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     17.2      0.9     38.1     77.7     83.5     95.8     16.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      42        8        1       16       23       59       31
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,451
COMMITMENTS
   4,611      744       64    1,825    6,240    6,500    7,048    1,951    1,403

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:        -77)
    -160      194      -51      -10     -289     -221     -146      144       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6      8.8      0.8     21.6     73.8     76.9     83.4     23.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      19        5        1        9       15       28       21
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       41,074
COMMITMENTS
   3,832    6,197      565   26,076   24,699   30,473   31,461   10,601    9,613

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:     -8,517)
    -641   -1,259   -1,269   -6,872   -6,336   -8,782   -8,864      265      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     15.1      1.4     63.5     60.1     74.2     76.6     25.8     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      17       16        7       36       40       57       59
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/26/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       87,455
COMMITMENTS
  10,284    3,070    5,192   64,061   73,176   79,537   81,438    7,918    6,017

CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST:      1,990)
  -1,968    1,177      619    2,775     -671    1,426    1,125      564      865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      3.5      5.9     73.3     83.7     90.9     93.1      9.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      21        6       11       51       61       75       77
 

Updated September 29, 2006