GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,815
COMMITMENTS
     150       50        0    2,356    2,690    2,506    2,740      309       75

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -1,074)
       0       25      -25   -1,065   -1,149   -1,090   -1,149       16       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.8      0.0     83.7     95.6     89.0     97.3     11.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13       14       14       15
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,839
COMMITMENTS
     200      150      450    6,806    6,881    7,456    7,481      383      358

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:       -547)
     -24        0      -36     -445     -552     -505     -588      -42       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      1.9      5.7     86.8     87.8     95.1     95.4      4.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        2       25       25       28       27
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      227,431
COMMITMENTS
  22,443   27,606   29,392  143,923  138,193  195,758  195,191   31,673   32,240

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -1,406)
     627   -2,934      100   -1,983    2,421   -1,256     -413     -150     -993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     12.1     12.9     63.3     60.8     86.1     85.8     13.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      27       37       36       63       67      110      123
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      903,951
COMMITMENTS
 123,015   82,764  352,438  362,693  431,995  838,146  867,197   65,805   36,754

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -3,925)
  -5,010    2,725   -1,830    4,551   -2,820   -2,289   -1,925   -1,636   -2,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      9.2     39.0     40.1     47.8     92.7     95.9      7.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      49       61       77       89       73      189      168
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,078
COMMITMENTS
   2,960        0    8,060   58,969   59,655   69,989   67,715    9,089   11,363

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -2,860)
  -2,200        0      405   -2,735   -3,553   -4,530   -3,148    1,670      288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0     10.2     74.6     75.4     88.5     85.6     11.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       17       22       19       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,815
COMMITMENTS
   8,249        0      685   21,051   33,109   29,985   33,794   12,830    9,021

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -4,301)
    -267        0     -517   -1,630   -2,071   -2,414   -2,588   -1,887   -1,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3      0.0      1.6     49.2     77.3     70.0     78.9     30.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       18       17       20       18
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      125,867
COMMITMENTS
   8,393        0    2,038  107,684  115,888  118,115  117,926    7,752    7,941

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -5,114)
  -2,438     -600       94   -1,169   -4,280   -3,513   -4,786   -1,601     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      1.6     85.6     92.1     93.8     93.7      6.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        2       26       27       29       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,752
COMMITMENTS
  18,064        0        0   36,048   49,858   54,112   49,858   10,640   14,894

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -3,828)
       0        0        0   -2,992   -4,152   -2,992   -4,152     -836      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      0.0      0.0     55.7     77.0     83.6     77.0     16.4     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       12       14       12
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,879
COMMITMENTS
       0    3,091    4,738   59,998   54,507   64,736   62,336    3,143    5,543

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -5,931)
       0   -2,624     -555   -4,924   -2,394   -5,479   -5,573     -452     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      7.0     88.4     80.3     95.4     91.8      4.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       17       19       19       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,496
COMMITMENTS
   5,960        0    2,962   45,640   48,463   54,562   51,425    5,934    9,071

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -3,346)
   1,498        0   -1,048   -2,716   -3,796   -2,266   -4,844   -1,080    1,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.0      4.9     75.4     80.1     90.2     85.0      9.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        2       17       19       20       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,252
COMMITMENTS
   3,809    3,043    3,519   87,184   86,012   94,512   92,574    7,740    9,678

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -3,806)
     330     -272     -173   -3,194   -3,028   -3,037   -3,473     -769     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      3.0      3.4     85.3     84.1     92.4     90.5      7.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        2       26       25       28       28
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,852
COMMITMENTS
       0    6,515    1,431   57,104   53,404   58,535   61,350   12,317    9,502

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -3,889)
       0     -127     -839   -2,833   -3,404   -3,672   -4,370     -217      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.2      2.0     80.6     75.4     82.6     86.6     17.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15       15       16       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,504
COMMITMENTS
       0      242      614   54,196   57,717   54,810   58,573    8,694    4,931

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -3,174)
       0       60      -60   -1,872   -3,008   -1,932   -3,008   -1,242     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      1.0     85.3     90.9     86.3     92.2     13.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       22       23       23       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,236
COMMITMENTS
     135    5,101    6,082   55,963   59,392   62,180   70,575   18,056    9,661

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -4,572)
     135   -7,048    1,839   -8,685      765   -6,711   -4,444    2,139     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      6.4      7.6     69.7     74.0     77.5     88.0     22.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       20       17       22       20
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,200
COMMITMENTS
       0    1,674    2,292   40,815   53,237   43,107   57,203   20,093    5,997

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -2,748)
    -239    1,302   -1,069     -646   -1,908   -1,954   -1,675     -794   -1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      3.6     64.6     84.2     68.2     90.5     31.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       17       18       18       20
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      184,200
COMMITMENTS
   7,602   10,710   15,219  143,549  147,694  166,370  173,623   17,830   10,577

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -3,733)
   5,247    1,531     -356   -7,434   -4,674   -2,543   -3,499   -1,190     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      5.8      8.3     77.9     80.2     90.3     94.3      9.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        5       36       32       41       37
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,533
COMMITMENTS
   5,226        0    2,301   73,456   73,980   80,983   76,281    8,550   13,252

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -3,839)
   1,963        0   -1,054   -4,875   -4,616   -3,966   -5,670      127    1,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      2.6     82.0     82.6     90.5     85.2      9.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       24       20       26       22
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      274,586
COMMITMENTS
  10,406      496    7,535  247,271  259,678  265,212  267,709    9,374    6,877

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -9,523)
  -2,889     -132    1,748   -6,498   -9,278   -7,639   -7,662   -1,884   -1,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.2      2.7     90.1     94.6     96.6     97.5      3.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        1        5       45       42       50       47
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      181,662
COMMITMENTS
  20,767   10,924   11,971  135,089  151,616  167,827  174,511   13,835    7,151

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:       -222)
   6,958   -1,042     -449   -9,513   -1,260   -3,004   -2,751    2,782    2,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      6.0      6.6     74.4     83.5     92.4     96.1      7.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        2       36       34       39       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      169,783
COMMITMENTS
     310    5,249    3,887  152,465  145,860  156,662  154,996   13,121   14,787

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -7,249)
  -2,805    4,209   -2,378     -328   -7,947   -5,511   -6,116   -1,738   -1,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.1      2.3     89.8     85.9     92.3     91.3      7.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        2        2       35       34       38       36
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      182,319
COMMITMENTS
  40,918    5,507   13,241  119,306  148,184  173,465  166,932    8,854   15,387

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:    -11,321)
   6,613   -1,511   -3,397  -15,449   -9,302  -12,233  -14,210      912    2,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      3.0      7.3     65.4     81.3     95.1     91.6      4.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        5       29       32       35       37
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,607
COMMITMENTS
       0    4,184      360   49,478   39,264   49,838   43,808    3,769    9,799

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -4,289)
       0      368     -120   -3,114   -4,478   -3,234   -4,230   -1,055      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      0.7     92.3     73.2     93.0     81.7      7.0     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       24       21       25       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,143,063
COMMITMENTS
 162,663  165,029  1141809  1817782  1824514  3122254  3131352   20,809   11,711

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     62,729)
   2,401  -18,021   -9,741   69,179   88,252   61,839   60,490      890    2,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      5.3     36.3     57.8     58.0     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      28       21       43      102       86      149      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      747,514
COMMITMENTS
 147,791   33,559  201,416  393,974  507,460  743,181  742,435    4,333    5,079

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     20,381)
   4,362   -3,786   15,940    1,913   11,833   22,215   23,987   -1,834   -3,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      4.5     26.9     52.7     67.9     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      16       10       23       36       36       61       60
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       43,178
COMMITMENTS
   5,944    1,120    2,220   34,416   39,290   42,580   42,630      598      548

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:        292)
     -20        0      -40      472      602      412      562     -120     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      2.6      5.1     79.7     91.0     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        6        5       37       36       44       44
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       23,602
COMMITMENTS
     610      655      926   21,984   21,643   23,520   23,224       82      378

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -1,826)
     176     -752     -176   -1,782     -832   -1,782   -1,760      -44      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.8      3.9     93.1     91.7     99.7     98.4      0.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       19       20       20       23
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465B
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,375
COMMITMENTS
   1,348        0        0   16,984   18,375   18,332   18,375       43        0

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:       -726)
    -176        0        0     -550     -726     -726     -726        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      0.0     92.4    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       16       14       18       14
 
 
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465C
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       13,414
COMMITMENTS
       0      961        0   13,291   12,453   13,291   13,414      123        0

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:       -748)
    -252     -242        0     -430     -506     -682     -748      -66        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      0.0     99.1     92.8     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       12       11       12       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,142
COMMITMENTS
     120    1,116      832   18,928   18,126   19,880   20,074      262       68

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -1,678)
    -110      -24     -106   -1,426   -1,508   -1,642   -1,638      -36      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      5.5      4.1     94.0     90.0     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        1       19       21       21       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,070
COMMITMENTS
   2,570        0      300   22,728   25,778   25,598   26,078    1,472      992

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:        320)
    -150        0        0      287      372      137      372      183      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.0      1.1     84.0     95.2     94.6     96.3      5.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       24       22       25       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,444
COMMITMENTS
       0    1,208    1,640   24,214   23,456   25,854   26,304      590      140

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -1,310)
       0      -60     -160   -1,130   -1,130   -1,290   -1,350      -20       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      6.2     91.6     88.7     97.8     99.5      2.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       18       12       19       14
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,226
COMMITMENTS
       0      540      632   12,022   11,650   12,654   12,822      572      404

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:       -512)
    -180       16      -16     -284     -364     -480     -364      -32     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      4.8     90.9     88.1     95.7     96.9      4.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       15       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,160,833
COMMITMENTS
 171,129  175,923  220,872  698,770  685,537  1090771  1082332   70,062   78,501

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      2,221)
   8,335    1,818   -3,446    5,760   10,881   10,649    9,253   -8,428   -7,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     15.2     19.0     60.2     59.1     94.0     93.2      6.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      96      109      121       95       96      266      264
 
 
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE         Code-067655
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS)                           OPEN INTEREST:       30,151
COMMITMENTS
  11,903   18,343      920    1,091    2,692   13,914   21,955   16,237    8,196

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      6,595)
   3,386    4,377      527      312    1,213    4,225    6,117    2,370      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     60.8      3.1      3.6      8.9     46.1     72.8     53.9     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      13       12        8        3        3       21       18
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,240
COMMITMENTS
   8,004    5,240    5,992   11,641   13,757   25,637   24,989    7,603    8,251

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      1,207)
     470     -567      547     -514     -447      503     -467      704    1,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     15.8     18.0     35.0     41.4     77.1     75.2     22.9     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        4        8       10       10       21       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,963
COMMITMENTS
   6,258    2,583       50    4,346   10,017   10,654   12,650    2,309      313

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:        256)
     455       64      -55      -93      554      307      563      -51     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3     19.9      0.4     33.5     77.3     82.2     97.6     17.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      51        9        2       19       25       71       36
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,085
COMMITMENTS
   4,112    1,548       71    3,060    6,372    7,243    7,991    1,842    1,094

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      1,437)
     756     -326       70      617    1,923    1,443    1,667       -6     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     17.0      0.8     33.7     70.1     79.7     88.0     20.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      23        9        1       14       19       38       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-111652
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,261
COMMITMENTS
     887    1,382      454    8,235    8,106    9,576    9,942    3,685    3,319

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:     -3,648)
    -190     -594      105   -3,023   -1,617   -3,108   -2,106     -540   -1,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     10.4      3.4     62.1     61.1     72.2     75.0     27.8     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        6        1       19       12       22       19
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      112,876
COMMITMENTS
  14,326   11,226    3,616   83,239   86,838  101,181  101,680   11,695   11,196

CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST:      7,619)
    -169      809    1,093    5,435    5,742    6,359    7,644    1,260      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      9.9      3.2     73.7     76.9     89.6     90.1     10.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      27       14       12       56       69       87       94
 

Updated November 13, 2006